TD Ameritrade Historic Data

[moflaherty]

Hi!

I want to make sure I understand how historic data should work. Reviewing this link: http://www.ninjatrader-support.com/H...HistoricalData, it suggests that TD Ameritrade provides historic minute and daily data. When I open a new chart in NT7 (32-bit), choose MSFT, open the Data Series, enter a custom range (say 12/1 to 12/20) and set the chart bar size to Day or Minute, should this load the historic data into the chart without needing the refresh or reload all historic data? Regardless of what I do, I am not seeing any data. When I do this with Zen Fire and load ES data, I get historic data, so I believe I am setting this up right. Am I doing this right? Is this possible with TD Ameritrade? I am running 7.0.0.6 32-bit on Windows 7 Enterprise 64-bit. (64-bit would be better, but TD Ameritrade doesn't support it.)

Thanks!
Michael

[NinjaTrader_Ray]

Michael,

It should work as you expect. I have just received my personal 64-bit Windows 7 machine today and am in the process of configuring it. I will test this out personally sometime tomorrow and report back to you.

[moflaherty]

Thanks!

Thanks Ray! I look forward to your response.

I should mention that I am a bit surprised that NT architected the data feeds to be dependant on which version of NT that I am using (64 vs. 32.) Achitecturely in NET, I would have thought the interfaces from the various feeds would have been done as a "black box" that feed whatever version of NT I am running (similar to how WCF works; abstracted and not dependant to the service layer.) That way, you are only writing one set of source for the layer between NT and the outside world. Unless I am missing how you guys architected the system, I am forever bound to the 32-bit version because someone like Ameritrade will not get on the bandwagon.

I could be wrong about that, but it seems to me that you are maintaining two sets of source code for a single functional area of the app.

Anyway, thanks again for checking this out...
Michael

[NinjaTrader_Ray]

Michael,

I haved tried the following with positive results:

- Brand new Win 7 64-bit Professional
- Brand new NT7 Beta 6 installation
- Started 32-bit NT
- Connected to my personal TDA account
- Opened MSFT, AAPL, EBAY, Daily and 1 minute charts with default settings
--> All worked as expected
- I tried a custom data range 12/1 to 12/20 as per your instructions with CSCO Daily and also worked as expected

Any more thoughts or comments on how I could reproduce of course would be very handy.

[moflaherty]

No Success

Just to make sure I am doing this correctly, I connected to just TD Ameritrade (NT 7.0.0.6; 32x). On the bottom status bar of the main window, it says "Connected - TD AMERITRADE" in green. I opened a new chart. On the Data Series form, I type in MSFT, set the end date to 12/25/09, and click ok. The chart opens with no data. When I right-click and choose Reload All Historic data, I get nothing.

Does this sound correct?

When I disconnect, I do get a warning about closing with a position open. That is because I actually have a single mutual I manage through Ameritrade, so I imagine that it is at least talking correctly to Ameritrade.

Any way to "spy" on the data feed to verify we are making calls back and forth?

The Log tab doesn't show any problems by the way.

[NinjaTrader_Ray]

Can you try this:

- Start 32-bit NT
- Connect to TDA
- File > New Chart
- Type in CSCO
- Change to Daily chart
- Make sure "Load data based on" is set to "Days"
- Make sure "Days to load" property is set to "365"
- Press OK

Let me know if you get anything? If not, please try the same thing with NT 6.5 connecting to the exact same account. Do you get a chart?
-

[moflaherty]

Getting Data

OK, I am getting 1 giant bar, so that is good. Now how to I view that as 365 daily bars in my chart?

[NinjaTrader_Ray]

Please re-run through the steps but before you press OK on Format Data Series, take a snapshot of that screen and post --> Would like to see your settings.

[moflaherty]

Screenshots

Here you go...

[NinjaTrader_Ray]

Thanks

Can you do the exact same thing on NT 6.5 --> Same result or do you get a full chart?

[moflaherty]

Fixed!

I see the problem. I went into the account connection for Ameritrade and it looks like I pointed the historic data to the wrong server. Once set properly, I am getting data.

The problem was between the chair and the keyboard

Thanks for your help! Happy New Year!!

[NinjaTrader_Ray]

Great that this is resolved. It did not occur to me to check that either.