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My $EURUSD is missing data ?!
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My $EURUSD is missing data ?!

  #1 (permalink)
Elite Member
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Futures Experience: Beginner
Platform: NinjaTrader
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Favorite Futures: $EURUSD when it is trending
 
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My $EURUSD is missing data ?!

Greetings,

I have been developing a strategy, and suddenly I am getting errors that hadnt appeared before: I 'think' I found I have gaps in my data for $EURUSD that go as far back as I have data for that currency, and the 'error' (AFAIK) exists in all my backups). The data was originally from GAIN, and obviously historical data was from the NT servers ... I am now in demo mode from MBTrading, and the data does not get repaired when I 'reload historical data' on a tick chart for the time period I think I have a problem with ...

If you have the data, please verify how many files you have in NinjaTrader 7/db/tick/$EURUSD for 201001011200 to 201009262300 ?? I have 4750 files and I suspect I am likely about 100 or more short.

Thanks for your assist,
Jon

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  #2 (permalink)
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Trader.Jon View Post
Greetings,

I have been developing a strategy, and suddenly I am getting errors that hadnt appeared before: I 'think' I found I have gaps in my data for $EURUSD that go as far back as I have data for that currency, and the 'error' (AFAIK) exists in all my backups). The data was originally from GAIN, and obviously historical data was from the NT servers ... I am now in demo mode from MBTrading, and the data does not get repaired when I 'reload historical data' on a tick chart for the time period I think I have a problem with ...

If you have the data, please verify how many files you have in NinjaTrader 7/db/tick/$EURUSD for 201001011200 to 201009262300 ?? I have 4750 files and I suspect I am likely about 100 or more short.

Thanks for your assist,
Jon


The Gain/NinjaTrader data had frequent gaps and cannot be used for backtesting. I had been in contact with NinjaTrader support several times, but lots of gaps remained.

If you need reliable FOREX data you probably have to pay for it. Kinetick uses different data providers that offer different quality data, you can already test this for the free Kinetick EOD data. The data provider for the EOD can be selected via the symbol mapping in the instrument manager. For example for EURUSD, you could try EURUSD.FXCM and EURUSD.COMP and should get 2 different databases for EOD data. Also note that FOREX has no central exchange, so each ECN has different data.

You could also test your strategy on 6E instead of FOREX.

But forget about Gain/NinjaTrader.

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  #3 (permalink)
Elite Member
Near the BEuTiFULL Horse Shoe
 
Futures Experience: Beginner
Platform: NinjaTrader
Broker/Data: MBTrading Dukascopy ZenFire
Favorite Futures: $EURUSD when it is trending
 
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Posts: 500 since Jul 2009
Thanks: 401 given, 176 received



Fat Tails View Post
The Gain/NinjaTrader data had frequent gaps and cannot be used for backtesting. I had been in contact with NinjaTrader support several times, but lots of gaps remained...

You could also test your strategy on 6E instead of FOREX.

But forget about Gain/NinjaTrader.

Thanks! I have intentions of migrating back to 6E again, eventually. Using the $EURUSD to sharpen the pencils and pay the overhead .. I do realize that there are differences between GAIN/Dukascopy/MBTrading etc ... looking at the options for realtime ... but I still need to fill in the gaps ... but I am almost ready to use the replay data to run the strategies ..

Jon

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