Missing bars in history are a sign of data trouble
Posted: Sat Oct 31, 2026 7:15 am
Gaps in historical data, where minutes are missing from the chart, usually mean the feed had a hiccup. On live charts, a missing bar can mean no ticks arrived or the platform lost the connection briefly.
For scalpers, this matters because indicators calculated on incomplete history can drift. A moving average built on data with holes gives different values from one built on clean data, so signals differ from what a backtest suggests.
Data gaps also cause trouble when a platform syncs history after a restart. Bars can be backfilled with different values, changing the chart retroactively. A level that looked clean an hour ago may now look different.
Periodically checking for holes, especially after connection drops, avoids mysterious signal differences. Some platforms have tools to refresh history, but results vary.
For backtesting, using a clean data source and verifying it against the broker's feed prevents errors that look like strategy flaws.
Have missing bars or rewritten history ever changed an indicator reading or a past trade review?
For scalpers, this matters because indicators calculated on incomplete history can drift. A moving average built on data with holes gives different values from one built on clean data, so signals differ from what a backtest suggests.
Data gaps also cause trouble when a platform syncs history after a restart. Bars can be backfilled with different values, changing the chart retroactively. A level that looked clean an hour ago may now look different.
Periodically checking for holes, especially after connection drops, avoids mysterious signal differences. Some platforms have tools to refresh history, but results vary.
For backtesting, using a clean data source and verifying it against the broker's feed prevents errors that look like strategy flaws.
Have missing bars or rewritten history ever changed an indicator reading or a past trade review?