NinjaTrader historical data: reload, import and fix missing bars

Find the gap in the stored data

Open Tools > Historical Data from the Control Center. In the editing view, expand Historical, the exact instrument and contract, the price type (Last, Bid or Ask), the interval (Tick, Minute or Day), and the affected date. Inspect the rows around the missing period.

Match that selection to the chart’s Data Series. Check the instrument, Price based on, bar type, history range, End date and Trading Hours. A chart requesting fewer days or using a different session can omit data that is already stored. Correcting that selection may be enough; replacing the repository does not correct a mismatched chart request.

Choose a chart reload or a targeted download

A chart reload fetches the base interval used to build its bars. For example, a five-minute chart reloads minute data. NinjaTrader applies the reload to charts of the same instrument and replaces the affected local cache and repository data. Keep a copy of valuable imported history before doing this.

To select the range explicitly, open the Download section of Historical Data. Choose the instrument, start and end dates, intervals and price types, then download. The provider must supply that history. Futures downloads follow the Merge Policy: merged settings can request earlier contract months across rollovers; DoNotMerge requests only the selected contract.

Check the provider’s available dates before requesting a wider range. NinjaTrader warns that a download extending beyond its historical coverage can remove local data you already held for those older dates. Export the existing instrument, interval, price type and date range to a separate text file first. NinjaTrader exports use UTC and end-of-bar timestamps.

Import the right file and time zone

Use Import in the Historical Data window for an external .txt file. Before importing, match these choices to the file itself:

• Instrument and filename: a futures or forex instrument must already exist in NinjaTrader. For its native format, name the file after the exact instrument plus .Last.txt, .Bid.txt or .Ask.txt, matching the price type.
• Timestamp convention: select the appropriate start-of-bar or end-of-bar format. Set the source file’s time zone; use UTC for a NinjaTrader export. Imported times are converted to the local PC’s time zone.
• Bar interval: native bar files accept one-minute or one-day bars, separated by semicolons. Tick files use another format; follow the official reference.
• Generated bars: tick imports can create minute bars; tick or minute imports can create daily bars. Timestamp granularity can produce differences from provider bars.

Check exclusions when the same gap returns

NinjaTrader remembers rows deliberately excluded through the historical-data editor, including when history is reloaded. Inspect the instrument’s Edit Logs if the same timestamps remain absent. Remove an exclusion only when you intend those records to participate again. Deleting stored data is different: a later provider reload can download it again.

Also check whether Record live data as historical is enabled under Tools > Options > Market Data. NinjaTrader describes this as an option for connections without historical data; enabling it alongside a historical provider is not recommended and can cause gaps.

After the repair, inspect the affected date and price type again, then compare the same range on the chart. Check the missing timestamps themselves. A chart that merely opens, or a successful import message, does not establish that the intended interval is now present.