Support Board
Date/Time: Mon, 25 Nov 2024 16:41:39 +0000
Post From: Denali data feed missing historical data - causing backtest to stall
| [2024-02-23 02:36:49] |
| MWG86 - Posts: 6 |
|
I'm attempting to do a spreadsheet backtest and am running into issues with missing data. This is happening for multiple products, but the issue I'm currently dealing with is NQ. I'm using continuous contracts and have attempted to download data back to January 1, 2010. I have tried Deleting All Data and Downloading multiple times as well as setting the Maximum Historical Days to Download to 18250 but neither helps. Date ranges that are missing: 2009-12-17 to 2010-03-17; 2010-06-17 to 2010-09-15; 2010-12-16 to 2011-06-15; 2012-12-15 to 2012-09-19; 2013-03-14 to 2013-09-18; There are more, please let me know if you need everything listed. Aside from not being able to test a strategy during these time ranges, the test I'm doing hangs or stalls once it reaches a missing data range. I have a checkmark in the 'Skip Empty Periods' box so I'm not sure why this would be happening. Thank you for your help. |