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Old 03-10-2012, 02:05 AM   #1
kemin
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Default Kinetick EOD missing data

I noticed several gaps and unfilled daily data for the following continuous charts:

(1) MSCI Singapore Index futures (symbol code SS ##-##, Exchange SGX) missing data for the period 12/31 - 1/6 and also 3/1 - 3/8.

(2) MSCI Taiwan Index futures (symbol TW ##-##, Exchange SGX) missing data for the period 2/27 - 3/7.

Is anyone seeing the same missing bars?
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Old 03-11-2012, 10:48 AM   #2
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kemin,

I am not noticing any data gaps on this instrument. Could you try to right click the chart > go to "Reload all historical data" and let me know if it still doesn't exist.
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Old 03-11-2012, 11:16 PM   #3
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Originally Posted by NinjaTrader_AdamP View Post
kemin,

I am not noticing any data gaps on this instrument. Could you try to right click the chart > go to "Reload all historical data" and let me know if it still doesn't exist.
I may not have been clear regarding the missing data, ok you may not see gaps on the charts but if one were to mouse over the daily bars for those periods I mentioned above, you will see the data are indeed missing. Tried to reload but still not getting the absent data filled in. Attached a SS chart with the missing data circled, hope it helps to explain the problem.
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File Type: jpg SS ##-## (Daily) 10_22_2011 - 3_10_2012.jpg (58.9 KB, 8 views)
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Old 03-12-2012, 07:00 AM   #4
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Kemin,

Its possible for after market news and trading to change the price between the times the price is reported, i.e. regular or electronic trading hours. Did you try connecting to another data provider to see if the price data is similar?
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Old 03-12-2012, 08:15 AM   #5
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Kemin,

Its possible for after market news and trading to change the price between the times the price is reported, i.e. regular or electronic trading hours. Did you try connecting to another data provider to see if the price data is similar?
From what I gathered, Kinetick is reporting price on a 24-hour (almost) basis, it does not differentiate between RTH and off market hours, which is ok. I have not subscribed to another data provider yet but did find esignal's website reporting good data with continuous daily bars. You can check it out on this link here and compare it with Kinetick's data.
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Old 03-12-2012, 08:39 AM   #6
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kemin,

There will naturally be differences between data providers. Now that you point out the data, I can see it on my charts as well.

I would suggest contacting a kinetick representative if you would like a further explanation as to why its different.
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