I use NinjaTrader with a CQG feed and noticed a data gap on the ES only (YM was OK) on 6/26 between 19:30 and midnight. Any one else with this configuration see similar?
EST? CST? CET? GMT? JST? I run NT with eSignal, and ES 09-13 had no data gaps between 17h30 - 24h00 EST on 6/26.
OOOps. It was way past my bedtime and my brain was fuzzed. Actually it's PDT and your data will cover a portion of the period I mentioned. Thanks for posting.