External Data Feed: Daily charts does not pick up any data

[wolfram]

The problem is that nothing works.
If I turn off the "get historical data" in the options , then the charts are frozen , and do not show the pushed data. If I for example turn off the historical data connection (block with a firewall) the daily charts still disappearing after I restart ninja.
I used x day charts in nt6.5 with multiple 1440min chart , but that method been killed in NT7 beacuse of the session template system(said by Josh).

[DangerBoy]

Hi guys

I have this same issue, thanks for fixing the external adapter so that it now drives daily/weekly charts which it wasn't doing before. However the issue I think Wolfram is pointing out is that even though the charts are driving, the Daily Information is not being stored in the Historical Data Repository in the Daily bar format, so it disappears the minute you reload for a custom instrument or when the option below is switched off for historical data retrieval from the server.

You need to set two specific options to highlight this issue. In Tools->Options->Data, switch off the option to "Get Data from Server" and switch on the option to "Save Chart Data as Historical".


If you then run through a few weeks of information on the external adapter, what you'll see is that the daily and weekly charts are being driven, however no daily bar data is actually being stored and generated into the repository, go have a look in historical data manager at that instrument and you'll see only tick/minutes. So as soon as one performs an operation to reload the charts the daily/weekly data disappears on those charts. If you however open a 1440 and reload you see the data there as that's picking up from the minute bars repository.

This is the problem I'm having anyway, sounds very similar to what Wolfram is reporting. For now I'm back to the 1440/7080 which still serves the purpose.

[NinjaTrader_Dierk]

Correct, data received by the external adapter is not stored as historical chart data. This is by design and has been teh same with NT6.5. Unfortuantely we have no plans to change that.

[DangerBoy]

Dierk,

I'm sorry but that is totally incorrect. Please recheck your facts.

If you read my post above you would see that data is loading onto my minute charts. What does that indicate?

[NinjaTrader_Dierk]

Sorry, are you saying that realtime data received by the external data adapter with NT6.5 was persisted as historical chart data. Then this would be bug which we (hopefully) corrected with NT7.

[DangerBoy]

wolfram,

You can still use 1440, trust me I have it working beautifully with session templates and all. I am almost at the point of being able to disband with the minute charts and change to daily charts except for this issue below which is a pain as you know, the minute you do anything that will reload the bar source your chart will clear since it will attempt to reload it from the repository if you have "get historical data" switched off.

With the minute charts and templates though I have exact replica's of the Daily/Weekly the only real disadvantage I have at the moment is that I don't have the nice X axis labels by month, otherwise my bar building is identical.

If you get a frozen chart the way to fix it is just to change the instrument and then change it back using the top left drop down, it seems to reset something but I can tell you for fact it works with "get historical data" switched off. In fact I find it the only way it can work otherwise the chart constantly tries to load in data from the ninja historical server and you end up with a raft of other issues since I can find no way of clearing the chart of the current data.

[DangerBoy]

Dierk,

These replies leave me scratching my head to be honest.

Ninja 7 has an option to "Store Historical chart Data"

LIVE FEED

When one connects to a live feed if this option is switched on, data is stored in the repository in 3 formats.

1. Tick
2. Minute
3. Daily (Seems to be generated by the relevant adapter)

If the "Get Historical Data" is switched off then:

Minute charts load from Minute data in repository.
Daily charts load from the Daily data in repository.

External Adapter.

It would make sense that since we are trying to mimic a live connection it would behave in the same way right?? Which is does to a degree.

If "Store Historical chart Data" is switched on. Data is stored in the repository in only 2 formats. (Daily missing - oversight IMHO)

1. Tick Data
2. Minute Data
3. Daily (Missing - External Adapter has not generated)

If the "Get Historical Data" is switched off then:

Minute charts load from Minute data in repository. Which it does. FACT (I did not dream this I can assure you).

Daily charts "attempt" to load from daily repository however the daily repository is missing so any attempt on a daily chart to change number of days to load/session template etc. (anything that causes a reload), blanks out the chart.

To say the persistence of the repository through the external adapter when the "Store Historical chart Data" is switched on is a bug is preposterous.

Without the persistence of the existing minute data, everything put through the connection simply disappears as soon as you do anything that triggers a chart reload which in my opinion renders the entire adapter utterly useless.

In any case, I'm done with this issue, I can live with my minute charts on simulation.

[NinjaTrader_Dierk]

To clarify: NT6.5 external adapter did not record incoming "realtime" data as historical chart data. This is by design and expected.

The same goes with NT7: the external adapter will not record incoming "realtime" data as historical chart data.

Please let me know if you experienced something different.

This is NOT download of historical data (aka backfill) from our data server which we'll discuss after we have agreement on the above or isolated the differences in understanding.

Thanks

[NinjaTrader_Dierk]

Also: the saving of realtime data as historical chart data with "any" other adapter than the external adapter would create records for
- tick based series
- minute based series

It would NOT create records for daily series. This is by design to avoid an incomplete data point for the current day (like daily high/low not accurate).

[DangerBoy]

Dierk,

I'm talking about Ninja 7 not 6.5, it does store the data in the repository as tick and minute. That's all I can say really. I have built my own simulator for Ninja over the last 6 months and have been using it extensively for 6 hours a day for the last month and I can tell you that NT7 External Connection data persists when one ticks the option for the data to persist. I would urge you not to change it if it is not as you expected and am not sure why you would want to. Since in my opinion the more the external adapter functions like the live adapters the better.

From what you are saying about the live adapters not being the source of the daily series then I can only assume that you are storing all the daily bars on your NT history server and the only way one can retrieve the daily bar series historically would be to get it from your server.

This seems an odd design to me as it creates a huge reliance on your history server for data and what about all the instruments that aren't set up on there? Are they not going to be able to maintain daily history? Perhaps I'm on a wild goose chase and the series is created in some other manner?

[NinjaTrader_Dierk]

I stand corrected: I tested NT6.5 and NT7 and both record historical chart data from incoming realtime data.

This is a bug as this actually might corrupt your already recorded historical chart data if you called the ATI with Bid/Ask/LastPlayback with historical timestamps, since those ticks just would get added to the last "current" bar recorded. However, since you guys are using this "feature" and nobody complained about corrupted historical chart data on external data feed I'd rather leave it in.

As we clarified on that one: what issue would you have on downloading historical data (aka backfill data)?

[DangerBoy]

Dierk,

I'm glad we are finally on the same wave length, I agree with you 100% about the corruption issue but this is something that can easily be managed by being smart about the set up. The pro's definitely outweigh the cons in this instance.

I think I made an incorrect assumption on where the daily bar series was coming from, I apologise for that, I now understand why we are missing it on the external adaptor although I still think it would make sense that if the option of "Save Chart Data as Historical" was switched on, that it would create a daily series on the fly for all adaptors. It kinda seems like a half and half with us now having the daily series repository but only the ticks and minute series being generated with this option switched on. Anyway, one for you guys to contemplate, I'm happy to continue with my minute charts on the external.

Cheers for the help.

[NinjaTrader_Dierk]

Thanks for your feedback.