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Missing Backtrader data

Discussion in 'OptionVue Forum' started by AKJ, Feb 19, 2016.

  1. AKJ

    AKJ Well-Known Member

    Hi all,

    I'm increasingly running into issues using backtrader where data appears to be missing in the matrix. The attached screenshot shows one example of this (fairly recent) but my experience is that this is a much bigger issue as you go further back in time.

    Can this be fixed, and if so, how? I imagine that in some instances (especially as you go further back) the missing data may be for an option that simply wasn't listed at that time. However, I think that more often than not, there is just some hiccup in pulling the data from the server/database into the Matrix. It is these instances that I'm hoping there is a quick solution.

    I've found that shutting down and restarting usually doesn't resolve the issue. Neither does refreshing the matrix.

    Thanks for the help and input.
     

    Attached Files:

  2. ACS

    ACS Well-Known Member

  3. AKJ

    AKJ Well-Known Member

    I've tried "Collecting Backtrader Data" for the specific date/time that has those prices missing, and it did not fix the issue.

    Interestingly, it is now different options in the same option chain that are missing.

    What am I doing wrong?
     
  4. Kevin Lee

    Kevin Lee Well-Known Member

    Try batch download of historical OV data for some popular underlying http://www.optionvue.info/archive/

    OV stores whatever that has been downloaded into a local folder and retrieve from the local folder from then on. So if you downloaded bad data for some strikes, it'll always be bad until it's refreshed. You can also try to delete the data for that particular day - it's stored in the "Archive" subfolder in your OV folder. Then the entire option chain will be reloaded.
     

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