I have seen this on the time-based charts (5 min ETH, etc.) that I recently started using. I used this setting for a couple of years with only tick and/or volume charts, and never had an issue. (Only can speak of NT7 so far.)
There is another downside of this setting, and that is a slight performance hit, since the data has to written out to disk. This might be an issue if you have a lot of charts, or if the market is moving very rapidly, and could put you behind the real market price. (This has not been a problem for me, but it could be, depending on how hard NT has to work with your chart configuration, and on your hardware.)
I started using it because it's a requirement for the Gomi volume profile.
I don't know if this missing data issue is a recent development, since I only recently started looking at ETH time-based charts (they would start at midnight, skipping past the previous day's evening hours.) I never have had a problem with tick or volume charts. I've dropped the minute-based charts and gone back to only volume charts, and don't see it any more.
Just for whatever this may be worth.... Hope this either matches up with your issues, or adds something to the discussion.
Update: edited a little, hopefully for clarity.
Last edited by bobwest; December 17th, 2015 at 07:39 AM.
I simply restated the official response from Ninjatrader in response to my forum post about NT8.
What they told me did not specifically apply to NT7.
You should ask Ninjatrader about your problem. Information posted here, although well intentioned, is not authoritative.
Ninjatrader must be notified to be able to investigate and correct problems that might exist on their end. State your questions in a post on the Ninjatrader forum, they will respond.
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