CL Futures and TT Connection, No Backfill

[Ricam]

I am running CL, ES, 6E and 6B in separate workspaces in NT7B10, with a Trading Technologies data feed.

Everything works fine except historical data for CL.

My CL charts run fine during the day and all the data from that day are retained on the charts if I refresh them. If I create new ones during that NT session the data from that session will backfill the chart all day. But I can't backfill with anything that goes back to a PREVIOUS NT session.

If I shut down and restart NT7, when I restart, the CL charts start from the current bar and will not backfill. When I right click on the chart, the option to Reload Historical Data is grayed out.

If I download replay data for CL it plays back perfectly.

I do not have this problem with any other instruments. Maybe has something to do with the exchange this data comes from.


Thanks for checking.

[NinjaTrader_JoshP]

Please ensure you have "Save data as historical" checked in Tools>Options>Data.

To reload historical data you would need a feed with historical data enabled. You will also need to ensure "Get data from server" is checked.

[Ricam]

CL data not refreshing

Thanks Josh.

Please note that I have been running with that option checked.

I am getting the same problem for NQ. It happens when I am starting a chart for an instrument that I have not been tracking previously

So it seems to have something to do with a lack of historical data, and possibly a backfill problem with the Trading Technologies datafeed that I am using.

[NinjaTrader_JoshP]

When you created your TT connection, did you check Enabled for Historical Data?

[NinjaTrader_Bertrand]

Tried reproducing on our TT connection - no issues seen here for CL 04-10 for example...which TT symbol are you using? It should be CL|100|CME for TT...and then use the symbol with the NYMEX exchange checked. This will ensure realtime and historical data access.

[Ricam]

Backfill problem getting worse

I do not see an option in the connection wizard for TT to Enable Historical Data. The only checkable option is Connect On Startup.

In the instrument manager, all settings are as recommended. Problem is worse now. Every time I refresh a chart, the chart starts at the current bar with no backfill.

I set the CL to use the Default 24/7 session template. Could that be a problem?

Should I try deleting all of the historical data files after I shut down today, then rebuilding them in replay mode? Playback of CL in replay mode was flawless when I tried it yesterday.

Thanks again.

[NinjaTrader_JoshP]

Ricam,

Please delete all your historical data, reset your instruments via Tools>Options>Data, restart NT, and then try again. Default 24/7 should be fine.

[Ricam]

Problem Not Solved

I deleted all historical data for CL 4-10. Last, bid and ask files for minute and tick. There were no files for day and hour. When I reopened NT, all charts for CL came up blank and remained blank when connected to TT datafeed.

I downloaded replay data for the last week or so.

I ran replay for the last four days. On data tab I checked Save chart data as historical. Record for market replay is not checked.

During replay, the chart of CL displayed correctly through end of session today, Friday. Disconnected from Market Replay and connected to TT. Chart did not change, still was OK. Hit F5 to reload Ninjascipt. So far so good, chart refreshed.

Changed lookback on chart from 3 days back to 200 bars back and all data disappeared, chart panels went completely blank. Right back where I started from. Opened new chart, same thing... empty. Doesn't matter whether chart is in minutes, ticks, range, or volume, or what the lookback period is.

When I right click on the chart, the option to Reload Historical Data is grayed out... why?

Note that in real time I DO get data for CL but there is no historical refresh, and I lose everything prior to current bar if I change anything on the chart.

Is this a DATABASE problem? Bad metadeta?

Have a nice weekend, thanks for helping.

[KBJ]

Ricam:

The short answer is you probably also need to reload historical data.

You might also benefit from looking at this posting that I did last week on something that may be related: Replay Historical Data Implicit Download Feature

In either case, good luck.

[Ricam]

CL data problem

Thanks for your suggestions.

I tried reloading historical data. After I click the DOWNLOAD button on the Historical Data Manager DOWNLOAD page, nothing happens. A message appears for about half a second saying Download In Progress, but then disappears. No files are placed in the folders in the db directory.

When I connect to Market Replay there is no implicit download.

When I replay my downloaded Market Replay data, charts display fine. Ninja is set to SAVE CHART DATA AS HISTORICAL so I think it should be creating historical data files as the charts play back in Replay. But no files are added to the historical data folders.

So I think there might be something wrong in the database itself in the meta data for the CL. This does not affect any other instrumetn that I know of.

[Ricam]

ZenFire cured it

According to the NT7 Help file, the TT data feed DOES support historical data. But when connected only to Tt, my Historical Data Manager will not download anything, and when I go to the Reload tab of the Historical Data Manager, the Reload All button is grayed out.

I asked my broker, Velocity Futures, about this. They responded that they do not support historical data.

I obtained a ZenFire connection and that solved all of the problems. Everything works now.

However, my understanding is that ZenFire does not provide any historical data either, and that historical actually comes from Ninjatrader's servers. So would it be possible for Ninjatrader to backstop the TT connection with historical data, the same as for ZenFire?

Aside from that, NT7B10 is working great with SIX workspaces loaded. Initial loading of each of the workspaces only takes 5 to 10 seconds. (For fast loading, it really helps to limit the maximum bars back on each chart to around 200-300.) Being able to toggle between workspaces instantly, and new feature of being able to move entire image in each panel up and down using Ctrl-click mouse drag, are terrific.

[NinjaTrader_Ray]

According to the NT7 Help file, the TT data feed DOES support historical data. But when connected only to Tt, my Historical Data Manager will not download anything, and when I go to the Reload tab of the Historical Data Manager, the Reload All button is grayed out.

I asked my broker, Velocity Futures, about this. They responded that they do not support historical data.

I obtained a ZenFire connection and that solved all of the problems. Everything works now.

However, my understanding is that ZenFire does not provide any historical data either, and that historical actually comes from Ninjatrader's servers. So would it be possible for Ninjatrader to backstop the TT connection with historical data, the same as for ZenFire?

Aside from that, NT7B10 is working great with SIX workspaces loaded. Initial loading of each of the workspaces only takes 5 to 10 seconds. (For fast loading, it really helps to limit the maximum bars back on each chart to around 200-300.) Being able to toggle between workspaces instantly, and new feature of being able to move entire image in each panel up and down using Ctrl-click mouse drag, are terrific.

TT connections do access our historical data server. I will have someone check on what you have reported early next week.

[NinjaTrader_Bertrand]

Ricam, checked into this and confirmed it works as expected on our end - please contact us at support at ninjatrader dot com with the license key used, we may have to generate it fresh for you to allow for historical data access on the TT connection you were using. Thanks

[barabba]

I have the same problem: no historical data on TT connection with velocity futures on 7.0.0.15

[NinjaTrader_Austin]

barabba, did this just start with b15 or have you been unable to obtain historical data since NT7 first came out?

Have you tried all the steps suggested on this thread? Please let us know if you're still having trouble getting historical data. Like Bertrand said, it may be necessary to re-generate your license key.