I am having a strategy coded that looks for order flow imbalances as one of the triggers for trade execution. The problem I have is that, in Backtesting, I cant get it to detect any imbalances BEFORE 9/14/17. This strategy runs on the 6E 12-17 contract. Yeah I know 9/14/17 is the start date of that contract. So is there an easy explanation for this or is there a problem with the product I'm having coded?
In other words, does the datafeed I have only show order flow for the current 6E contract or is it that the coders working on my project need to fix the code that they have created?
I have NT 8 and I have a Futures account thru Ninjatrader.
If the datafeed I have will only show order flow for the current contract are there other datafeed vendors that WILL show order flow for previous contracts?