Last tick on 4/3/15 for nq 6-15 is bad today from Kinetick
Using NT7 latest version I downloaded today's tick data from Kinetick and also through IQFeed for 4/3/15 on the NQ 6-15 contract. Before I downloaded the last tick of the day was correct at 4266.00, but after downloading it keeps coming up as 4307.25.
I did delete my historical data and deleted my nt db cache and tick files on all my several tries but it is still no good as of tonight fri.
I know trading ended at 9:15 est today, but I waited until after 1730 est to do the downloads. I am somewhat of a new user of kinetick data. And I remember this also happening on Wed 12/31/14 where there was also an early close at I believe 1315est and it didn't get corrected until maybe the next trading day which was Fri 1/2/15.
I was hoping to do some back testing and other strategy analyses this holiday weekend, but if this data is suspect I rather not use it until this is cleared up. Also if I can't get the correct data before before the market starts trading again on Sun 4/5/45 at 1800 est this erroneous > $40 move in the historic data is is going to wreak havoc with the indicators in my strategy so I won't be able to trade with my strategy right when the market starts trading.
If anyone is familiar with a holiday/earlier market closing bug with kinetick/iqfeed data then please let me know.
On the other hand if anyone else is also seeing this bad tick let me know.
Or does anyone know if and when the data will probably be corrected before 1800est on Sun 4/5/15.
I am thinking that maybe my NT is the problem so maybe someone can recommend a fix?
I spoke with kinetick and they were helpful. They explained that when there is a holiday and normal trading hours are suspended as will be the case on this Monday Memorial Day 2015 5/25/15.
The nq market will start at 1800est on sun 5/24/15 and probably end on Monday 915est?
Anyway when this occurs the cme sends the prescribed settlement price as an extra tick when they send out their historical tick data package for the day as this last tick.
Kinetick said that they would try to filter it out before the next reopen at 1800est but it's my opinion that during holidays we might not be able to count on it.
I will send kinetick a reminder today, but 1 solution is not to download historic tick data using ninja until at least 24 hrs have past. Because the live feed data will remain accurate unless you try to download historic data after 915est on such a holiday.
You can also edit this last tick out with ninja but this may not always be easy if the settlement happens to equal the real close.