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10-08-2008, 11:24 AM
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#1 |
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Member
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Missing tick data
When I switch from a minute chart to a tick chart, I'm missing data from about 11:30 ET. Have tried Reload Historical Data... no success. This is ES on an 800 tick chart. Any idea what the problem is. Thanks.
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10-08-2008, 11:48 AM
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#2 |
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NinjaTrader Customer Service
Join Date: Jul 2008
Location: Denver, CO, USA
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Hello,
Thank you for your post. Can you tell me who your data feed provider is?
Ray S
NinjaTrader Customer Service |
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10-08-2008, 11:55 AM
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#3 |
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Zenfire-Mirus
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10-08-2008, 12:07 PM
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#4 |
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Ok. But, that seem odd. I have all the data that occured just after the rate change this morning. The missing data is from lunch time, a relatively quiet period in the market.
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10-08-2008, 12:07 PM
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#5 |
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Administrator
Join Date: Nov 2004
Location: Denver, CO, USA
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Tick volume in popular markets such as the ES have quadrupled in the last few weeks. Its on track to be 8X average volume today. This significant increase in volume has put serious load on the current historical data configurations which has resulted in some tick data not being recorded. We are working on a resolution to this and will provide an update shortly.
Ray
NinjaTrader Customer Service |
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10-08-2008, 12:31 PM
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#6 |
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NinjaTrader Customer Service
Join Date: Jul 2008
Location: Denver, CO, USA
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Yes, I have the same information on my end.
This is still due to the same issue.
Ray S
NinjaTrader Customer Service |
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10-08-2008, 06:46 PM
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#7 |
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Junior Member
Join Date: Feb 2008
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I have the same issue...missing tick data from 11:30 EST on the ES (Zen-Fire/Mirus). The minute charts are fine.
The tick data ran fine all day but when I went to refresh the charts, it disappeared. Thanks |
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10-09-2008, 04:44 AM
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#8 |
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NinjaTrader Customer Service
Join Date: Aug 2007
Location: Breda, Netherlands
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Due to the extreme high volume lately in regards to the ES the historical data server did not record all tick data the last few days.
We are still investigating a possible fix regarding this issue.
Jason
NinjaTrader Customer Service
Last edited by NinjaTrader_Jason; 10-09-2008 at 06:15 AM.
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