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6e missing data AMP/CQG
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6e missing data AMP/CQG

  #11 (permalink)
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dakine View Post
@Beljevina,

I'm wondering if we could use the free EOD Kinetick data to fill our charts? Have you tried this? I may try this after tomorrrow's close since I am also using GOMI indis and I don't want to be down another day of trading. I didn't realize that historical data was the onus of NT. Thanks for the info.

I think the free EOD data is daily bars only, not minute or tick bars. Could be wrong...

mike

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  #12 (permalink)
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Toronto, Canada
 
Futures Experience: Advanced
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Mike is completely right - (EOD free) Kinetick data is just one bar, for the day - that's why it's free.

We're basically SOL, unless some kind individual wanted to export their proper non-CQG provided data, for each instrument you need - and you could import it into your NT, but even then, I think NT would re-get it from their historical servers (when you restarted NT or did a 'historical get' from a chart) - there's a toggle somewhere in NT, but, I don't think it can be set at the instrument level. Plus, if as Ray states realtime data was not streaming during that time, that means those of us who record GOM data don't have it recorded. Even with the ways around this, it's just all one big pain in the you-know-what.

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  #13 (permalink)
Trading Apprentice
Melbourne Australia
 
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Nope you are right, the whole of Sunday the 30th is missing and represented as 1 price at 1.2832, ridiculous.

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  #14 (permalink)
~R!$K~
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Did anyone's data stop for the 6e at 7:30 ET? I just noticed this 1:13 ET I did a download and data is still missing.

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  #15 (permalink)
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dakine View Post
Did anyone's data stop for the 6e at 7:30 ET? I just noticed this 1:13 ET I did a download and data is still missing.

This issue has been resolved and any missing historical data will be filled over the weekend. The servers lost connection briefly, no trade routes were impacted.

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  #16 (permalink)
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NinjaTrader View Post
This issue has been resolved and any missing historical data will be filled over the weekend. The servers lost connection briefly, no trade routes were impacted.

Hi NinjaTrder Founder,
Who's fault is this? CQG ot NT?
This thing happened very frequent nowdays. If it is due to CQG server, I am deciding to leave them.

Rgds,
Kingsley

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  #17 (permalink)
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Kingsley View Post
Hi NinjaTrder Founder,
Who's fault is this? CQG ot NT?
This thing happened very frequent nowdays. If it is due to CQG server, I am deciding to leave them.

It's a NT fault, in that their servers that are supposed to capture the real-time data, and push it to you as historical data - they are constantly hiccupping. It's important to understand that if you/we have the "free" CQG data bundles with NT, we're not really full CQG customers, but are rather depending on NT. Check post #20 here, in this NT support thread. I am not defending them, as, it is rather archaic to have to wait until a weekend datafill, to get proper charts. And, I've tried storing my own historical data, since I run my PC 5/24 to capture full GOM data, but there are other major issues there. Bottom line is coughing up another few hundred bucks (per month) for a proper mission-critical, fully supported data service.

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  #18 (permalink)
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Kingsley View Post
Hi NinjaTrder Founder,
Who's fault is this? CQG ot NT?
This thing happened very frequent nowdays. If it is due to CQG server, I am deciding to leave them.

Rgds,
Kingsley

It is not a CQG server issue and there is no reason to leave them. The issue is that the CQG API drops real-time data subscriptions for a handful of instruments including 6E on occasion when connected for long periods of time. The impact is limited to a few symbols and does not impact trade routing. We have received an updated API that fixes this issue and it will enter testing shortly after which it will be put into production.


Last edited by NinjaTrader; December 20th, 2012 at 10:35 PM.
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  #19 (permalink)
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New API haven't fixed this issue...


NinjaTrader View Post
It is not a CQG server issue and there is no reason to leave them. The issue is that the CQG API drops real-time data subscriptions for a handful of instruments including 6E on occasion when connected for long periods of time. The impact is limited to a few symbols and does not impact trade routing. We have received an updated API that fixes this issue and it will enter testing shortly after which it will be put into production.

Today I realized I had missing data. The whole of the Asian session, and the London-Open is missing for the 6E.
It makes it really difficult to study the charts in a coherent way.

I am up to date with NT 7 r12, which is supposed to have the new CQG adapter. I am not sure whether this missing data has anything with the update.



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  #20 (permalink)
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@NinjaTrader or anyone else using gomi volume profile. I am using the Merge Back Adjusted policy but I have no volume profile data for the march contracts on my 6e June charts. Anyone else having this problem or know the fix?

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