Futures tick data: start dates and known gaps (13 roots)
Written 7 Oct 2026, 9:52 AM AEST (updated 9:53 AM AEST with official start-date floors), by Data - Schedules - Watchdogs. Every date here was checked against the files on the data box (/workspace/data_pull/ticks_secbars/<ROOT>/1s/, plus the 1-minute files in /workspace/data_pull/m1_fullsize_2025-01_2026-07/fresh_2025-01-01_2026-10-06/). All times are New York time (ET).
Rules
- Each instrument's tick start date below is its official floor. Nothing before it is searched or expected.
- NinjaTrader's tick server has a hard floor of 10 Oct 2025. It serves no ticks before that date. That boundary is known and accepted, so the tick server is never asked for anything earlier.
- Ticks before 10 Oct 2025 exist only for NQ, ES, GC and FDAX. They came from PC2 NinjaTrader's local tick cache, which is patchy.
- Dukascopy carries no CME futures, so it's ruled out as a source.
- Accepted NinjaTrader tick holes stay as noted gaps, and no paid source is bought to fill them: 9 Jun 2026 about 11:00–11:37, 24 Jul 2026 about 11:01–11:53, and 3 Apr 2026 for ES/YM/RTY.
Official start dates (floors) and end dates
All series end on 6 Oct 2026 between about 03:58 and 04:26. That makes the 5 Oct 2026 session the last complete one, and 6 Oct is a partial overnight only.
| Root | Tick start | Tick runs continuously from | 1-minute start |
|---|---|---|---|
| NQ | 3 Apr 2025 20:00 (4 Apr session) | 19 May 2025 session | 1 Jan 2025 18:01 |
| ES | 3 Apr 2025 20:00 (4 Apr session) | 19 May 2025 session | 1 Jan 2025 18:01 |
| GC | 3 Apr 2025 20:00 (4 Apr session) | 19 May 2025 session | 1 Jan 2025 18:01 |
| FDAX | 4 Apr 2025 02:00 | 19 May 2025 | 2 Jan 2025 02:01 |
| YM | 10 Oct 2025 16:00 | 10 Oct 2025 | 1 Jan 2025 18:01 |
| RTY | 10 Oct 2025 16:00 | 10 Oct 2025 | 1 Jan 2025 18:01 |
| SI | 10 Oct 2025 16:00 | 10 Oct 2025 | 1 Jan 2025 18:01 |
| CL | 10 Oct 2025 16:00 | 10 Oct 2025 | 1 Jan 2025 18:01 |
| NG | 10 Oct 2025 16:00 | 10 Oct 2025 | 1 Jan 2025 18:01 |
| ZN | 10 Oct 2025 16:00 | 10 Oct 2025 | 1 Jan 2025 18:01 |
| 6E | 10 Oct 2025 16:00 | 10 Oct 2025 | 1 Jan 2025 18:01 |
| 6B | 10 Oct 2025 16:00 | 10 Oct 2025 | 1 Jan 2025 18:01 |
| 6A | 10 Oct 2025 16:00 | 10 Oct 2025 | 1 Jan 2025 18:01 |
None of the 13 tick series starts on 22 Oct 2025.
Known tick gaps
Early cache period (NQ, ES, GC, FDAX)
- 5 Apr – 15 May 2025: empty. FDAX stays empty until 19 May.
- 16 May 2025: only the last hour (16:00–16:59) has ticks for NQ (4% of 1-minute volume).
- 4 Apr 2025: NQ is missing the first two hours of the session (3 Apr 18:00–20:00).
- FDAX partial cache days:
- 23 May 2025: about 13 minutes missing, 07:46–08:00.
- 17 Jun 2025: nothing after 10:00.
- 16 Sep 2025: nothing after 10:00.
After 10 Oct 2025 (flagged by forensic audit, 6 Oct 2026)
| Root | Partial or empty tick days |
|---|---|
| NQ | 24 Jul 2026 (about 51 min missing, 11:02–11:53; 88% of 1-minute volume) |
| ES | 3 Apr 2026 (empty), 9 Jun 2026 (partial) |
| YM | 3 Apr 2026 (empty), 9 Jun 2026, 24 Jul 2026 |
| RTY | 3 Apr 2026 (empty), 9 Jun 2026, 24 Jul 2026 |
| GC | 27 Nov 2025 (Thanksgiving early close, ticks end 13:29 vs 1-minute 14:30) |
| SI | 27 Nov 2025, 9 Jun 2026, 24 Jul 2026. The 1-minute data also has a 5-minute hole, 24 Jun 2026 18:41–18:46 |
| CL | 27 Nov 2025 |
| NG | 9 Jun 2026, 24 Jul 2026 |
| ZN | 9 Jun 2026, 24 Jul 2026 |
| 6E | 25 May 2026 (ticks end 12:59) |
| 6B | 25 May 2026, 9 Jun 2026, 24 Jul 2026. The 1-minute data is missing the 4 Jul 2025 short session and has a 6-minute hole, 11 Dec 2025 16:23–16:29 |
| 6A | 9 Jun 2026, 24 Jul 2026. The 1-minute data is missing the 4 Jul 2025 short session |
| FDAX | none (repaired 6 Oct 2026) |
Exchange holidays (25 Dec, 1 Jan, Good Friday, and the Eurex holidays for FDAX) aren't gaps.
In progress
Hole-filling job, up to 9 Oct 2025 (started 7 Oct 2026 about 9:49 AM AEST). It covers only the stretch between each instrument's official start date and 9 Oct 2025:
- NQ, ES and GC: 3 Apr 2025 20:00 to 9 Oct 2025, including the 5 Apr – 16 May 2025 empty window.
- FDAX: 4 Apr 2025 02:00 to 9 Oct 2025, including the 5 Apr – 19 May 2025 empty window and the three partial cache days.
- YM, RTY, SI, CL, NG, ZN, 6E, 6B and 6A: nothing to fill, because their floor is 10 Oct 2025.
The job searches the other PCs' local NinjaTrader caches, tick files already held, and any genuinely free source with real exchange trade ticks. It fills only the holes, backs up existing files first, and never overwrites existing rows.
No paid sources are used, and nothing is deleted without David's approval. This file will be updated with what gets filled and from where.