Thread: Daily data very gappy (continuum)

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  1. 05-30-2016, #1
    Charlesfes
    Guest

    Default Daily data very gappy (continuum)

    Hi there,

    I am using the NT Continuum data feed and I think there may be a problem with the quality of daily data. Whilst my minute charts appear to be fine, when I open a daily chart on various instruments, such as GC and CL as shown in the attached, the data is very gappy.

    I thought perhaps my data was corrupted. So I shutdown NT and went and deleted everything I had out of the folders in C:\Users\MP\Documents\NinjaTrader 7\db\data. I then re-opened NT and re-downloaded all my data (tick, minute, daily) once again. Finally I opened a daily chart of GC and CL and got exactly the same results.

    When I connect to Kinitech End of Day (Free) connection, and re-download my daily data, my CL and GC charts re-load themselves and appear as they should - without any gaps.

    Does anyone know of current data issues from continuum, if not, what my problem may be?
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  2. 05-31-2016, #2
    CharlesMilt
    Join Date Dec 2014
    Posts 0

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    Hello michellepace,
    Thanks for your post.
    This is expected. NinjaTrader Continuum daily data is recorded in RTH and Kinetick's is ETH.
    What you can do is open a 1440 minute chart (there are 1440 minutes in a day) and apply the desired session template.
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  3. 06-01-2016, #3
    Charlestego
    Join Date Dec 2014
    Posts 0

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    chart will load then go blank.have to make another chart and same thing happens
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  4. 06-01-2016, #4
    CharLIpa
    Join Date Dec 2014
    Posts 0

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    Thanks Brandon, what does RTH and ETH mean?
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  5. 06-02-2016, #5
    admin
    Administrator
    Join Date Nov 2014
    Posts 990

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    I have a quick follow-up question. If my datafeed reports daily bars using ETH (so there's almost no gaps), is it possible to plot the RTH bars using minute data?
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