Problem with Bid/Ask Tick Replay Data

[TheTradingMantis]

Here is some more info.

The only data I have in Historical Data for the 6E 03-17 contract is Last (Tick, Minute and Day). No Bid or Ask.

Delta/Footprint/ect. for the this contract is correct on my chart since the 5pm (CST) futures open yesterday, so I must have best bid and offer data from that time forward. Prior to 5pm yesterday, they are incorrect which implies no best bid and offer prior to 5pm.

I have been able to verify the best bid and offer data is stored locally (just not in Historical Data). I verified this by:

1) Turned off Connect on Startup for my data connection (CQG).
2) Exited NinjaTrader.
3) Deleted all the files in NinjaTrader 8 -> cache
4) Deleted all the files and folders in NinjaTrader 8 -> db -> cache
5) Started up NinjaTrader

The indicators, Delta and Footprint, still display correctly since 5pm yesterday. Since I am not connected to a data source, the data must be local.

[JellySkater]

bad data

Mind you I'm just learning NT. Have experienced lots of problem with Playback. At least, one issue is bad Historical and Replay data. Look at Log in Control Center after connecting to Playback. There will be messages about bad files. something about object not set. Looking the db directory, there are files with zero bytes.

I don't think it is a coincident that the bad data is occurring near contract rollovers. for ES and NQ, there has been bad data in Oct and Nov, various dates from 12 to 17 in both months. Now is another contract rollover period.j

[NinjaTrader_PatrickG]

There was an historical data server outage overnight on January 18th/19th. This caused historical and market replay data to be missing from our servers. The servers have since been restored and are recording data normally.

Currently, historical data is restored or will be restored and current issues with volume are being addressed. More detailed information can be found here:

http://ninjatrader.com/support/forum/showthread.php?t=95232

Market Replay data, unfortunately, will not be able to be restored.

[JellySkater]

OK you had a recent problem. What about during the past long while? According to gaps I found, there is problem in middle of Oct and Nov. The very first post refers to have trouble for a year and another post refers to year and a half. So far NT's Playback does not handle; it crashes on corrupt data.

[TheTradingMantis]

Thanks for the update PatrickG. Since the data used by Tick Replay is different than Market Replay data (at least locally), will Tick Replay data be restored.

[NinjaTrader_PatrickG]

Our development team is looking into the imported data volume issue for the 18th and 19th. Ideally we will have an update on this in the next few days. Bid/ask stamped tick data will unfortunately not be backfilled since our third party backfill provider does not have that feature.