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6e missing data AMP/CQG
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Created: by dakine Attachments:3

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6e missing data AMP/CQG

  #1 (permalink)
~R!$K~
Volcano, HI
 
Futures Experience: None
Platform: Ninja
Broker/Data: AMP/CQG
Favorite Futures: Futura2000
 
dakine's Avatar
 
Posts: 187 since Dec 2009
Thanks: 379 given, 131 received

6e missing data AMP/CQG

Anyone else missing 6e data for 3/21-3/22 using AMP/CQG?

Thanks.

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  #2 (permalink)
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  #3 (permalink)
Elite Member
Saratoga, NY USA
 
Futures Experience: Intermediate
Platform: NinjaTrader
Favorite Futures: CL, GC
 
Posts: 377 since Aug 2010
Thanks: 141 given, 790 received

Missing data...



dakine View Post
Anyone else missing 6e data for 3/21-3/22 using AMP/CQG?

Thanks.

Dakine

Funny you post this, happened to me as well.
I downloaded market replay at that time and played it through the missing data time.. so 6am approx.
Then I disconnected from mkt reply and went to CQG feed, and the data was there...

Very strange.

I normally leave my pc on 24/7, but I had turned my system off when this happened.

Let me know your thoughts...

Mike S.

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  #4 (permalink)
~R!$K~
Volcano, HI
 
Futures Experience: None
Platform: Ninja
Broker/Data: AMP/CQG
Favorite Futures: Futura2000
 
dakine's Avatar
 
Posts: 187 since Dec 2009
Thanks: 379 given, 131 received

Looks like its happening again. I was never able to resolve the last issue. But today I am getting missing data for the Asia European sesh. Anyone having the same problem? Data seems to have a start time of 6:03a (ET).

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  #5 (permalink)
Trading Apprentice
israel
 
Futures Experience: Advanced
Platform: ninjatrader
Favorite Futures: euro
 
Posts: 1 since Sep 2012
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I have same problem with 6E Data from CQG/AMP any one knows why? may be becuse the holliday.
I am working on ADXVMA and would like to modify - any one intersted in participate in this development let me know

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  #6 (permalink)
~R!$K~
Volcano, HI
 
Futures Experience: None
Platform: Ninja
Broker/Data: AMP/CQG
Favorite Futures: Futura2000
 
dakine's Avatar
 
Posts: 187 since Dec 2009
Thanks: 379 given, 131 received

I was up and running fine last night then amp disconnected for a second and when it reconnected no data was coming through. I kept trying to reload historical data but I was unsuccessful so I shut down. When I went to reconnect for the beginning of the new session I am only able to download from 6am on. I tried the NQ and the data is fine for that instrument.

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  #7 (permalink)
Elite Member
London + United Kingdom
 
Futures Experience: Intermediate
Platform: Ninja
Favorite Futures: ES
 
Posts: 30 since Jun 2011
Thanks: 50 given, 9 received

Hi,
My server which running 24 hours and using CQG/AMP connection is fine. No missing data at all.
However, when I download historical data for my desktop, the same issue happened...data only start at 6am..... Not only 6E, ES too.
I believe this is CQG historical data problem.

Kingsley

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  #8 (permalink)
Elite Member
Toronto, Canada
 
Futures Experience: Advanced
Platform: NinjaTrader, MT4
Broker/Data: Amp/CQG, Citibank
Favorite Futures: CL, GC, 6E, ES, TF, EURUSD, GBPJPY, AUDUSD
 
Beljevina's Avatar
 
Posts: 346 since Sep 2010
Thanks: 378 given, 562 received

This isn't really a CQG nor Amp issue. Ninjatrader runs the historical data servers, for their NT + CQG customers; apparently they are collocated alongside wherever CQG's are located.

Part of what Ninjatrader doesn't like to really disclose is that, although the real-time inbound datafeed (for a CQG/Amp client) truly originates from CQG, when a Amp/CQG client accesses historical data, it comes from Ninjatrader: they are the ones who have taken on the onus of recording the CQG data for Amp/CQG customers, whenever NT accesses historical data; this is presumably to offload clients from the true CQG historical datafeed, since Ninjatrader Corp. is responsible for maintaining those historical datafeed servers.

I too have gaping holes in most instruments, among which I care about are 6E, ES, and TF. Thankfully, CL was not impacted (must be on another NT historical server). The irony is, that we all should have had this data within our NT if your PC is running while your instruments are open, but, if you reboot (or, in my case, had a BSOD late today), your accumulated/recorded historical data gets wiped out, as, the inbound historical data from NT supercedes it (read: wipes out).

Having said all that, it does truly suck to not have 12 hours of data. NT says they can restore it during the weekend maintenance period, which, sucks - I dont' need it 5 days after it's traded. Not only are our indicators missing the first 2 sessions of data, things like CM delta are missing, as well as my being unable to access/view GOM orderflow, plus our MP is presumably inaccurate. It's ironic I have GOM data recorded (I presume I have it recorded since my PC was on), as well as I had the inbound data from CQG, and now ... it's all gone. I suspect there's a way that I could recreate it, but frankly, it's a pain.

Here's the current issue reported over in the NT forums: AMP-CQG Charts no Sept 30 data - Page 2 - NinjaTrader Support Forum

And, the last time I reported the issue, here's their response on who does what in the world of NT + CQG, post #12: AMP-CQG demo data delayed - NinjaTrader Support Forum

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  #9 (permalink)
Elite Member
Denver, CO
 
Futures Experience: Advanced
Platform: NinjaTrader
Broker/Data: NinjaTrader Brokerage
Favorite Futures: ES
 
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Posts: 1,249 since May 2010
Thanks: 153 given, 1,882 received

Hi All,

CQG accidentally introduced a misconfiguration over their weekend maintenance which resulted in a number of services becoming temporarily unavailable including disconnects and errors on certain instruments. A limited set of instruments stopped streaming real-time data thus the historical data servers had no data to record. The underlying problem has been corrected and is expected to be stable going forward.

We will look to backfill the missing data this coming weekend.

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  #10 (permalink)
~R!$K~
Volcano, HI
 
Futures Experience: None
Platform: Ninja
Broker/Data: AMP/CQG
Favorite Futures: Futura2000
 
dakine's Avatar
 
Posts: 187 since Dec 2009
Thanks: 379 given, 131 received


@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.

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