Getting the correct offsets

[Harry]

Not sure, whether this is the same bug.

Today checked the default offsets for FESX. I understand that these are calculated from daily data, if available. I have daily data for FESX that goes back to Octobre 2008, which was the contract month Decembre 2008.

I have not changed the rollover dates for FESX (although volume rollover occurs one day later than chosen by NT), and I have not ented any values manually.

So I would expect that NT determines the correct offsets for all contract months starting with March 2009. However no offsets were calculated for the contract months 03-09, 06-09, 09-09, 12-09 and 03-10, but the instrument manager simply shows a "0", which is false.

Opening a daily chart with a lookback of 600 days does not help. The offsets remain false.

[NinjaTrader_JoshP]

Harry,

You are most likely seeing the offsets downloaded from the server instead of calculated from what you have locally.

[NinjaTrader_Jason]

Hello Harry,

I tested the same on my end, however I do not have that much of historical daily data available. I loaded a daily chart for 600 days.

When I check the expiry offsets for 09-10 and 06-10 they display values; -4 and -71 respectively. However no offset for 03-10 and earlier.

The rollover date for the 03-10 expiry is set to 12/17/2009. When I check the daily FESX chart and the Historical Data Manager, there is no daily data between 12/17/2009 and 12/30/2009. Do you experience the same gap? However when I check prior expiries they do have data for the rollover date.

Can you please check if this issue persists in the next beta version and let us know.

[Harry]

I also find the values -4 and -71 for 09-10 and 06-10. My daily chart does not have gap, but shows data for the following dates: Dec 17, 28, 21, 22, 23, 28, 29, 30. Eurex was closed for X-mas between Dec 24 and Dec 25, Dec 27 was Sunday, so this is correct.

So my data is complete, but I also have an offset of "0" for 03-10 and all prior contracts.

Hello Harry,

I tested the same on my end, however I do not have that much of historical daily data available. I loaded a daily chart for 600 days.

When I check the expiry offsets for 09-10 and 06-10 they display values; -4 and -71 respectively. However no offset for 03-10 and earlier.

The rollover date for the 03-10 expiry is set to 12/17/2009. When I check the daily FESX chart and the Historical Data Manager, there is no daily data between 12/17/2009 and 12/30/2009. Do you experience the same gap? However when I check prior expiries they do have data for the rollover date.

Can you please check if this issue persists in the next beta version and let us know.

[NinjaTrader_Jason]

Hello Harry,

Unfortunately these offsets are loaded from the server. You will need to use manual offsets in order to overwrite these offsets.

We are looking into what can be done about changing what is listed on the server.

[Harry]

That is good news. In this case you only need to add the correct offsets on your server, which is quite easy. I think that it is important that, if you store offset values at your server, they are complete and correct.

Correct offset values on server -> ok
No offset values on server -> also ok, because they will be calculated locally

False or incomplete offset values on server -> very bad

I suggest that you simply clean them up, easy to do!

Hello Harry,

Unfortunately these offsets are loaded from the server. You will need to use manual offsets in order to overwrite these offsets.

We are looking into what can be done about changing what is listed on the server.

[Harry]

I had already changed rollover dates for FDAX back to 06-09 manually, and now wanted to change the rollover date for FDAX 03-09, which I changed by one day from 18.12.2008 (Thursday) to 19.12.2008 (Friday).

I did this, when I had a daily chart of FDAX open. Then toggled daily chart to FESX and back to FDAX -> crash, auto shutdown of NInjaTrader

2010-06-18 19:55:10:265 (Interactive Brokers) IB.HistoricalDataRequest.Process: itemCount=119 instrument='FDAX 09-10' from='2010-06-18' to='2010-06-18' period=Daily splitAdjusted=False dividendAdjusted=False bars=0
2008-12-18 19:56:40:578 ERROR: Data.MarketData.CancelNow: exception caught: Die Zahl muss entweder nicht negativ und kleiner oder gleich dem Int32.MaxValue oder -1 sein.
Parametername: millisecondsTimeout
2008-12-18 19:56:57:781 (Interactive Brokers) Data.Bars.GetBarsNow: instrument='FDAX 12-08' from='2008-12-18' to='2008-12-18' period=Daily splitAdjusted=False dividendAdjusted=False bars=0 session='Eurex Equity Index Futures'
2008-12-18 19:56:57:796 in OnUnhandledApplicationException
2008-12-18 19:56:57:953 ********* exception trapped *********
2008-12-18 19:56:57:953 Die Zahl muss entweder nicht negativ und kleiner oder gleich dem Int32.MaxValue oder -1 sein.
Parametername: millisecondsTimeout
2008-12-18 19:56:57:953 System.ArgumentOutOfRangeException: Die Zahl muss entweder nicht negativ und kleiner oder gleich dem Int32.MaxValue oder -1 sein.
Parametername: millisecondsTimeout
bei System.Threading.Thread.SleepInternal(Int32 millisecondsTimeout)
bei NinjaTrader.IB.HistoricalDataRequest.Send(Object state)
bei System.Threading._ThreadPoolWaitCallback.WaitCallb ack_Context(Object state)
bei System.Threading.ExecutionContext.runTryCode(Objec t userData)
bei System.Runtime.CompilerServices.RuntimeHelpers.Exe cuteCodeWithGuaranteedCleanup(TryCode code, CleanupCode backoutCode, Object userData)
bei System.Threading.ExecutionContext.RunInternal(Exec utionContext executionContext, ContextCallback callback, Object state)
bei System.Threading.ExecutionContext.Run(ExecutionCon text executionContext, ContextCallback callback, Object state)
bei System.Threading._ThreadPoolWaitCallback.PerformWa itCallbackInternal(_ThreadPoolWaitCallback tpWaitCallBack)
bei System.Threading._ThreadPoolWaitCallback.PerformWa itCallback(Object state)

[Harry]

After the crash

All my charts of ES (3 intraday charts and 1 daily) in my default workspace now have an end date of 18.12.2008.

Remember this was the rollover date that I had replaced in the instrument manager for FDAX.

Sometimes I really think that the situation for Ninjatrader is absolutely hopeless and that you will never make it, and I am just thinking it now.

Cause -> change rollover date FDAX from 18.12.2008 to 19.12.2008

Effect -> all ES charts of the workspace have an end date of 18.12.2008 instead of today (actually displaying the data for 2008, as my data base contains intraday data for Dec 2008)

Good luck to you all.

Will send you a screenshot and trace and log file via e-mail.

[NinjaTrader_Ray]

Hi Harry,

We realize you come across a lot of issues and we are grateful for you willingness to work through them with us. I can assure you that there is light at the end of the tunnel and that we are making progress each and everyday due to people like you that take the time provide us constructive feedback.

[Harry]

Ray,

thanks for your answer. Don't mind, I am not playing around with offsets and trading at the same time , no problem for me.

I need to reinstall NT 7, seems your download server is off now, also corrupted NT cannot verify license, so seems to be off as well.

Edit: Download working now.

Hi Harry,

We realize you come across a lot of issues and we are grateful for you willingness to work through them with us. I can assure you that there is light at the end of the tunnel and that we are making progress each and everyday due to people like you that take the time provide us constructive feedback.

[NinjaTrader_Ray]

Ray,

thanks for your answer. Don't mind, I am not playing around with offsets and trading at the same time , no problem for me.

I need to reinstall NT 7, seems your download server is off now, also corrupted NT cannot verify license, so seems to be off as well.

Edit: Download working now.

Harry,
Our download site is working fine. I just tested, maybe a temp issue between your ISP and our ISP. If there is an issue on the "line" then that would explain the license verification issue as well. I don't beleive there is any reason why you would have to re-install.

[Harry]

Made a fresh reinstall and rebooted my PC. Getting this message, whenever I start NinjaTrader.

Have not change the settings of my PC/router this year so far.

Same message as 30 minutes ago.

[Harry]

No live trading now, only simulated trading.

Also vendor assemblies not working.

[NinjaTrader_JoshP]

Hmmm Harry. Are you still unable to download NT? I just tried on my end and it did start the download properly. Could you please try again?

[Harry]

If you see edit below: Download is no problem, just downloading a second time. Problem is license servers!

Hmmm Harry. Are you still unable to download NT? I just tried on my end and it did start the download properly. Could you please try again?