Instrument Reset Test

[Harry]

Hi Josh,

following your advice I made an instrument reset today, after I had manually written down all my specific settings. The reset produced the following errors or inconveniences:

Energy Futures

For WTI Crude CL, after the reset all offsets for the rollover dates have disappeared -> rollover dates are still there, but offset fields are empty.
How can I get them back? Without offset (even if they are not precise) some of my indicators won't work.

Brent Crude Oil symbol for IB deleted: COIL||||1

Currency Futures

DX should use default session template IPE Futures Europe (you could rename this, because it is the standard template for a number of electronically traded contracts on ICE/NYBOT/IPE.

Several Crashes on FDAX

When downloading data for FDAX, NT crashed, no error messages were written to trace and log file, these are the last lines, before NT passed away:

2010-05-15 19:49:07:437 (Interactive Brokers) Data.Bars.GetBarsNow: instrument='FDAX 06-10' from='2010-05-14' to='2010-05-15' period=1 Min splitAdjusted=False dividendAdjusted=False bars=0 session='Eurex Equity Index Futures'
2010-05-15 19:49:07:437 (Interactive Brokers) IB.HistoricalDataRequest.Send: last=15.05.2010 instrument='FDAX 06-10' from='2010-05-14' to='2010-05-15' period=1 Min splitAdjusted=False dividendAdjusted=False bars=0
2010-05-15 19:49:07:437 (Interactive Brokers) IB.HistoricalDataRequest.Send: request='DAX;FUT;201006;0;;;DTB;;EUR;;;1 min;5 D;0;TRADES'
2010-05-15 19:49:09:687 (Interactive Brokers) IB.HistoricalDataRequest.Process: itemCount=4250 instrument='FDAX 06-10' from='2010-05-14' to='2010-05-15' period=1 Min splitAdjusted=False dividendAdjusted=False bars=0
2010-05-15 19:49:11:109 (Interactive Brokers) Data.Bars.GetBarsNow: instrument='FDAX 06-10' from='2010-05-14' to='2010-05-14' period=Daily splitAdjusted=False dividendAdjusted=False bars=0 session='Eurex Equity Index Futures'
2010-05-15 19:49:11:109 (Interactive Brokers) IB.HistoricalDataRequest.Send: last=14.05.2010 instrument='FDAX 06-10' from='2010-05-14' to='2010-05-14' period=Daily splitAdjusted=False dividendAdjusted=False bars=0
2010-05-15 19:49:11:109 (Interactive Brokers) IB.HistoricalDataRequest.Send: request='DAX;FUT;201006;0;;;DTB;;EUR;;20100515 00:00:00;1 day;11 M;0;TRADES'
2010-05-15 19:49:11:218 (Interactive Brokers) IB.HistoricalDataRequest.Process: itemCount=163 instrument='FDAX 06-10' from='2010-05-14' to='2010-05-14' period=Daily splitAdjusted=False dividendAdjusted=False bars=0

However the Microsoft error reporting generated a report: EventType clr20r3 showing a system.stackoverflowexception.

Haven't had this before. Now if I think about this, I had modified my EUREX Equity Index Futures session to 8:00 - 22:10. The reason for this is that

- there are no trades prior to 8.00 AM and I do not want to have 30-minute bars that end at 8:20, 8:50 etc.
- Interactive Brokers sends price data between 22:05 and 22:10 which is the settlement price ot replace the close.

With the reset of instruments NT set the session time for this template back to the original 7:50 - 22:00, so after the reset the data base for the session template EUREX Equity Index Futures contained data outside the hours for the template. Could this have been the reason for the stack overflow?

Also there were pivot indicators in DailyBars mode, those are always a potential cause for problems...

Cannot tell you more, as log and trace files showed no error messages -> sudden death of application.

[NinjaTrader_JoshP]

Harry,

When you Reset Instruments you are clean slate wiping the Instrument Manager's instruments. You will lose the offsets. Unfortunately there is no way to get back any custom settings you have had beforehand unless you saved your NinjaTrader.sdf database file before resetting.

I would not think a session template would cause a stack overflow. Are you saying you are crashing every time you pull FDAX data now? Can you please provide a screenshot of the exact error box that you see with an advanced details expanded so we can take a look? Sounds to me like you got a Microsoft error box instead of an NT one?

[Harry]

For crude oil (CL) I expected that the instrument reset would write all the NinjaTrader default rollover dates and offsets. Instead, what happened is, that the reset deleted all offsets and left empty spaces with no offsets. This does not work as expected.

Prior to the reset I had changed one date / offset for CL during the last rollover. This change has probably triggered a classification of CL rollover dates and offsets as customized, so the reset deleted everything.

But again, why did n't the reset produce the default offsets but produced zero offsets for all fields?

[NinjaTrader_JoshP]

Harry,

This is working as expected. When you reset instruments you reset to factory defaults. NinjaTrader offsets and rollovers are downloaded from server when you connect, not when you do something like resetting instruments.

Reset does not care if you made a custom offset or not. It is a clean wipe regardless of how you have had it before.

[Harry]

OK. Now I have done the reset, and all the offset fields for CL are empty. So where do I need to connect to refill the default offsets into those fields?

Harry,

This is working as expected. When you reset instruments you reset to factory defaults. NinjaTrader offsets and rollovers are downloaded from server when you connect, not when you do something like resetting instruments.

Reset does not care if you made a custom offset or not. It is a clean wipe regardless of how you have had it before.

[Harry]

Checked again, very strange:

There were only two instruments, for which I had made changes to rollover dates and offsets before the instrument reset:

CL: had one date and the offset changed for this date -> after reset all offsets set to zero

GC: had one date and several offsets changed -> after reset my changes are still active

So the reset did not work correctly, as for GC my changes were maintained, and for CL changes were reversed and all default offsets set to zero. This is a big confusion.

[NinjaTrader_JoshP]

Harry,

You can connect to your Zen connection and it will populate in. Factory defaults on a reset do contain some offsets for some instruments Harry, but not all and not all contracts. It is literally just whatever was available at the point in time when we built it.

[Harry]

Hi Josh,

I think you did not understand my point. When I downloaded NT 7.0, there were all the offsets for CL preconfigured. After the instrument reset these default offsets disappeared and were set to 0.

I cannot get them back, whatever I do. I do not have a Zen connection, because I am using Interactive Brokers.

So, how can I get back the default offsets for CL after the instrument reset?

Harry,

You can connect to your Zen connection and it will populate in. Factory defaults on a reset do contain some offsets for some instruments Harry, but not all and not all contracts. It is literally just whatever was available at the point in time when we built it.

[NinjaTrader_Brett]

Harry,

When I reset my instruments the rollover dates return after restart of NinjaTrader and I was unable to duplicate this behavior on my side.

Please check your version of NinjaTrader and insure you are running beta version 7.0.0.15, please check this by going to Control Center->Help->About...

If you are running an older version of NinjaTrader please download the latest version of NinjaTrader Here:

http://www.ninjatrader.com/webnew/download_trading_software.htm

Make sure to close NinjaTrader before you install the updated version of NinjaTrader, all of your settings will be maintained. Let me know if you needed to upgrade.

If you are running version .15 please send a note to support at ninjatrader dot com and attach your database file so that we my try and duplicate this on our side.

Please attach the following file in the email to support and put ATTN: Brett in the subject line and reference this forum post.

My Documents->NinjaTrader 7->db->NinjaTrader.sdf or only NinjaTrader if you have file extensions hidden on your computer.

I look forward to assisting you further.

[Harry]

Hi Brett,

thanks for your answer, will send you a note via mail to support. I am running Nt 7.0.0.15

[NinjaTrader_Brett]

Hello,

Thanks, look forward to assisting you further via email.

[Harry]

Reset not working

Made a new reset again:

-> GC offsets were not set to 0, but modified rollover dates and offsets maintained

-> CL and COIL offsets were not loaded after resetting and connecting, but remained at 0

-> when I decided that I would rollover today (May 18) and entered this as a rollover date for CL 07-10 under instrument settings, NT finally did create offsets for CL 07-10 and CL 06-10, but not for the prior contracts, i.e. CL 05-10 back to CL 01-09.

Conclusion: Instrument Reset is not working properly.

(1) Not all offsets are deleted.
(2) Not all offsets are recreated according to default settings ...

Please check it, it doesn't work.

[NinjaTrader_Brett]

Harry,

Looking into now. On the GC my modified contract dates where reset as expected. However after the reset on the GC some offsets remained after restart of NinjaTrader. I am in touch with development to see if this is expected or if there are values calculated on restart or downloaded from the NinjaTrader data server on startup of NinjaTrader.

Thank you for your patience.

[NinjaTrader_Brett]

Hello,

After talking with development if you goto Tools->Options->Data Tab->Reset instruments(Not reset Database) and then restart NinjaTrader they will be reset. I tested and this is the case and works as expected, if you view the instrument manager before doing the restart this will not allow the instrument reset to complete successfully which may be what you are experiencing.

Let me know if I can be of further assistance.

[Harry]

Does not work either

Hi Brett,

thanks for answering. I just made another instrument reset. Then closed NT immediately and started again. Then opened instrument manager and checked GC: Offsets were still there.

Further to this: For CL also rollover date was set back to default. I had changed it this morning form May 19 to May 18, and the reset changed it back. This is noz, what you told me, as you confirmed that rollover date would not be changed.

So your explanation does not work, reset was not successful.