Kinetick - A new Market Data Feed Service for NinjaTrader

[Harry]

The workspace has proprietary indicators and custom assemblies. I can try to build another one to reproduce the behaviour. In any case, problem was triggered by pivots in DailyBars mode, when set to CalcFromIntradayData no problem.

Thanks for reporting. Can you please attach your workspace as well?

[Harry]

I cannot reproduce now, because the problem also depends on the amount of data being loaded. I had not connected with this setup for a few days, so several days of data had to be loaded, which caused parallel access, which in turn created the infinite loops.

Once data loaded, it is stable even with DailyBars for both the original workspace and the new replacement workspace.

Have had these infinite loops before (is my third time), and I can see that others have a similar experience...

[NinjaTrader_Dierk]

The workspace has proprietary indicators and custom assemblies. I can try to build another one to reproduce the behaviour. In any case, problem was triggered by pivots in DailyBars mode, when set to CalcFromIntradayData no problem.

Can you please attach your workspace anyway. We would not need to the customer indicators etc. Thanks

[Harry]

This is a similar workspace, just replaced the custom indicators with some standard ones.

This afternoon neither the original workspace nor the workspace attached below produced infinte loops. This morning I could reproduce for a number of instruments. Seems to be related to the size of the backfill.

[Harry]

Just testing Kinetick with NT 7.0.0.18

Some problems have been solved, such as data holes occuring between 0:00 and 6:00 AM CET, the bug disappeared!

Just noticed that there is no FOREX data available between Sunday June 6, 11:00 PM and Monday June 7, 5:00 AM CET (in Eastern Time it would be Sunday June 6, 5:00 PM to 11:00 PM).

[NinjaTrader_Kyle]

Hi Harry,

I am seeing data for those times being reported on $EURUSD.

Please clarify for me the following:

1.) The instrument(s) you have checked.

2.) If you're using the end-of-day feed or the full feed in beta.

3.) The interval(s) you were using.

[Harry]

1.) Have checked 8 FOREX pairs including the 6 major USD crosses.

2.) Using full feed in beta.

3.) Had a 60 min chart (attached). But you can take any other interval. There is no data in the data base prior to 4:59 AM. Reloading all chart data did not solve the problem.

4.) Session template used is "FOREX" as per default.

Hi Harry,

I am seeing data for those times being reported on $EURUSD.

Please clarify for me the following:

1.) The instrument(s) you have checked.

2.) If you're using the end-of-day feed or the full feed in beta.

3.) The interval(s) you were using.

[NinjaTrader_Kyle]

Hi Harry,

1.) What session template are you using?

2.) If you delete data for one of these symbols via the Historical Data Manager, then reload - do you receive the same result?

[Harry]

1.) Default session template FOREX, as already stated in the last post.

2.) Yes, data for June 7 is missing if I delete all data and reload.

3.) Same behaviour on my notebook after new reinstall of NT 7.0.0.18

Hi Harry,

1.) What session template are you using?

2.) If you delete data for one of these symbols via the Historical Data Manager, then reload - do you receive the same result?

[NinjaTrader_Ray]

Harry,

There is in fact a gap verified through Telvent (DTN) Kinetick's technology provider. The basic FX feed comes from FXCM and apparently, there are outages and when this happens, there is no way to fill the gap. They will be switching to a different FXCM feed in the upcoming future that I am told is more reliable. There is a premium FX feed that is available that is more reliable that comes from TENFORE. I am not sure if this is enable on the Kinetick beta account, you can try by editing the symbol map for EURUSD (for example) from EURUSD.FXCM --> to EURUSD.COMP. I would restart NT to force the symbol mapping change. If this is available on the account, you will pull data from this premium feed which does not have missing data for the period you specified.

[Harry]

Thank you for your answer, Ray.

I am just scrutinizing the Kinetick feed. The missing data is just some hours on Sunday evening, so nothing that affects my fib or support and resistance levels. I also have several other data providers to fill that gap....

I tried the symbol mapping with .COMP and it works fine. So the gap can be closed by using Tenfore data as well.

[SARdynamite]

Hello,

Will you provide real-time Data for Euronext and especially for the FCE future contract (french CAC40 index equivalent) ?

We are a few friends who would suscribe to your offer if you'd carry the FCE contract.

Have a nice day.

[claxxical]

When I load the daily data, I get the wrong close prices. For example, on July 9 on the 6E, Kinetick gives me a close of 1.2646 but I get 1.2641 on my Zen-fire minute feed, and Thinkorswim as well. It seems pretty much every day's close price is wrong by at least 15 ticks, and it doesn't adjust when I change the session definition.

What am I doing wrong?

[DTN IQFeed]

When I load the daily data, I get the wrong close prices. For example, on July 9 on the 6E, Kinetick gives me a close of 1.2646 but I get 1.2641 on my Zen-fire minute feed, and Thinkorswim as well. It seems pretty much every day's close price is wrong by at least 15 ticks, and it doesn't adjust when I change the session definition.

What am I doing wrong?

Daily data includes the contract settlement, which was 1.2646. Minute data is going to show only trades, and the last trade was 1.2641. Kinetick minute data will also show you a last of 1.2641 like you see on Zen and ToS.

[claxxical]

That makes sense. Is there a way to the last trade price rather than settlement?