Missing data with IQFeed

[cunparis]

I made a simple strategy to just print the time of each bar:

protected override void Initialize()
{
CalculateOnBarClose = true;
Add(PeriodType.Day, 1);
}

protected override void OnBarUpdate()
{
if (BarsInProgress == 0) {
Print("Timestamp:" + ToDay(Time[0]) + " " + ToTime(Time[0]));

When I look at the output, I see many bars that are not printed. So I displayed a chart and it looks like there is just no data for those periods.

Is this a problem with IQFeed? Or is it common to not have any data for YG during regular trading hours? I find it very strange and I'm starting to question their historical data.

I'm debating switching to eSignal. It's a lot more expensive though so I'm not sure if it's worth it..

[NinjaTrader_RJ]

Hello,

Thank you for your post.

Can you tell me what instrument, type of chart, and time of missing data so I can test this on my end?

Thank you!

[cunparis]

Originally Posted by NinjaTrader_RJStein

Hello,

Thank you for your post.

Can you tell me what instrument, type of chart, and time of missing data so I can test this on my end?

Thank you!

YG ##-## for example 2/12/2007 there is data only for a few bars. I'm attaching an image.

I'm wondering if it's their continuous contract data that is bad.

[cunparis]

Originally Posted by cunparis

YG ##-## for example 2/12/2007 there is data only for a few bars. I'm attaching an image.

I'm wondering if it's their continuous contract data that is bad.

I tried with 2/12/2008 and get the same thing. So I tried to select an expiration month and it says "you need to select an instrument". Apparently for 2008 it'll only let me choose 06-08 and 12-08, neither of which have data.

I'm not sure what's going on here but I'm kind of stuck. eSignal is like 3x the price so I hope to get it working with IQFeed.

[NinjaTrader_RJ]

I reproduced your chart with the 11-08 contract.

I received more data on the 12-08 contract, please try selecting this.

If it works, to retreive more historical data, you will have to merge the old contracts into the new.

Instructions for merging data here: http://www.ninjatrader-support.com/H...eV6/Merge.html

[cunparis]

Originally Posted by NinjaTrader_RJStein

I reproduced your chart with the 11-08 contract.

I received more data on the 12-08 contract, please try selecting this.

If it works, to retreive more historical data, you will have to merge the old contracts into the new.

Instructions for merging data here: http://www.ninjatrader-support.com/H...eV6/Merge.html

Thank you for the solution. I will look into this. In the meantime I think I'll try testing with ES which should have a lot more data.