constantly fetching the same data from supplier

[adamus]

Whenever I enable a strategy, or view a strategy history via the right-click menu "Strategy Performance", or view the chart tab in the results of a strategy analyzer backtest, NT7-b16 pauses and downloads it from the supplie, IB in my case.

Why is this necessary every time, when NT should store the data in the HDM?

In fact I can see it's put data in the HDM, but then the next time I do one of these things, it downloads the same data for the same market again. How can it store the data, but still need to download it again each time?

It makes my daily system administration job much longer than it needs to be.

Thanks

[NinjaTrader_Jason]

Hello adamus,

Can you please tell me what historical data is requested by these actions. What historical data do you have available at that time in the Historical Data Manager?

Please see the link below for information when NinjaTrader loads data.

http://www.ninjatrader-support.com/HelpGuideV6/WhenDoesNinjaTraderLoadHistoricalData.html

If the data request contains the current day, data will be loaded from the connected data feed. Only under certain circumstances, data will be loaded from the database.
The link above includes two ways to ensure data is in the internal cache so it will not be loaded from the data feed.

[adamus]

So if any of those 3 rules are true, NT will load ALL the data from the datafeed?

So even if the data is in the database, it will ignore it and use the datafeed instead?

I was loading forex data for today, for charts and strategies right up to the current date, to get the order, trade and position information that the strategies had for the last bar (using hourly bars).

[NinjaTrader_JoshP]

adamus,

When any of the rules are hit it will load the data from the data provider. The request will fill anything you are "missing". If you do something like reload historical data it will be a complete pull from the data provider.

Since you are pulling today's data into your test it will for sure pull data from your data provider. You can see what IB is pulling for data via the trace logs in Documents\NinjaTrader 7\trace.

2010-06-03 09:18:42:289 (Interactive Brokers) IB.HistoricalDataRequest.Send: last=6/3/2010 instrument='ES 06-10' from='2010-06-03' to='2010-06-03' period=1 Min splitAdjusted=False dividendAdjusted=False bars=0

[BCGAU]

Clarification of rule 2 please

Hi

Can someone from NT please clarify the implications of the second rule relating to data loads.
The rule (see link in prior post above) states:

“Format Data Series” contains the last day of data available in your database.

Does this mean running a back test on historical data (e.g. expired futures contract), where the end date of the back test is the last day of the contract, or later, NT will download the contract data even though its already in the db.

Thanks Bruce

[NinjaTrader_Jason]

Hello Bruce,

It indicates that if your historical data request includes the last day of available data in your database, it will load the data from the connected data feed.

If the backtest includes the last day of data in your database, it will load the data from the data feed. Since you refer to an expired futures contract, most likely you have data in the database available for a later expiry. So the backtest does not contain the last day of available data in your database and it will be loaded from the database.

[BCGAU]

Hi Jason

Thanks for your prompt response.

Bruce