Data loading with NT 7.0.0.17

[Harry]

After new installation tried to download HG data (NYMEX ETH session) for my workspace

2 intraday charts 65 days (5, 15 min) using pivots indicators
1 intraday chart 175 days (60 min) using pivots indicators
1 daily chart 175 days

got about 30 data throttling popups with KineTick Feed, before the data was finally loaded. Problem is that NT 7.0.0.17 (same with NT 7.0.0.16) tries to load data starting with 2005, although this is not required by the workspace. Trace file below. This also happened with other instruments and Interactive Brokers.

The culprit here is the daily data, as NinjaTrader somehow tries to back-back-back-adjust until 2005. Merge policy was set to MergeBackadjusted.

In the end the data was correctly loaded, but what a hazzle.

[NinjaTrader_Bertrand]

Thanks for your report Harry - we'll check into and try to reproduce here. Have a good weekend.

[NinjaTrader_Bertrand]

Harry, just tried on my end with a clean HDM and Kinetick EOD and was not able to reproduce any issues when loading daily data - can you please send me your exact workspace used to our support email?

Thanks in advance.

[Harry]

I cannot reproduce this behaviour. I just deleted all data for HG and proceeded in exactly the same way I did yesterday. The data loaded well behaved. I also tried with a different workspace.

I have no clue what causes the loading of daily data starting from 2005 that I often have observed. Obviously NT tries to load data according to the contract months defined via instrument manager instead of taking the days of the lookback period under chart settings, but why?

[Harry]

Problems again. These are my settings.

NT 7.0.0.17 connected to Kinetick Beta(Intraday). One simple chart connected to DOM. The chart is a 15 min chart with 175 days lookback. Indicators: EMA(20), LinReg(34) Keltner Channel(34), Daily Pivots in Dailybars mode. The pivots are important, because it is the loading of daily data via an intraday chart which is causing the problem.

It occurs specifically with CL, BC, GC, SI, HG and not with the instruments that have a trimestriel rollover. I attach the tracefile.

[NinjaTrader_JoshP]

Harry,

What are your series settings for daily charts? How many days back do you have it defaulted to?

[Harry]

My default is 65 days, but in the test below I have used 175 days, as I already noted. There was no daily chart to collect the data, but the data was collected by the pivots indicator in DailyBars mode. No daily chart ever opened.

Harry,

What are your series settings for daily charts? How many days back do you have it defaulted to?

[NinjaTrader_JoshP]

Harry,

Pivots in daily mode is the "same thing" as having a daily chart open. It will need to request full daily data. Please send us your workspace along with any templates you are using for the indicators and bar series. Thank you.

[Harry]

My workspace really was stupid and simple. DOM + 1 intraday 15 min chart. EMA, LinReg and Keltner Channels, standard NinjaTrader pivots. No custom indicators. Chart lookback 175 days (in line with data offered by Kinetick). Chart connected to DOM. Loading data via toggling through all instruments with arrows by using the DOM.

Started with an empty data base (had deleted NT 7 folder prior to the test). Did not even keep the workspace. Had the same problem with numerous other workspaces, Only requirement is an indicator that loads dailybars, such as the pivots indicator.

[NinjaTrader_Bertrand]

Thanks Harry - would the issue persist if you used the KineTick native continuous contracts by using the ##-## expiry? Those would also offer more historical data access as well.

[Harry]

The issue does not occur when loading a continuous contract. However the continuous contracts have a number of short comings.

(1) The contracts are not backadjusted, so you will have gaps between contracts. Some of my indicators / strategies do not tolerate this.

(2) DTN does not have the know how to always choose correct contracts and rollover dates, so you might get a data series which is pretty useless. As an example just have a look at the contract GC ##-## in mid-october 2009. Low volume and lots of gaps in the data, what do you want to to do with this ? Just scrap it. I attach the chart.

So what I am looking for is correct contracts with suitable rollover dates and correct offsets. NinjaTrader allows me to build this from the single month contracts. I do not want low quality continuous data.

Thanks Harry - would the issue persist if you used the KineTick native continuous contracts by using the ##-## expiry? Those would also offer more historical data access as well.

[NinjaTrader_Bertrand]

Hi Harry, thanks for your testing - I can certainly see your point regarding the ##-## expiries and will try again shortly here on the regular contracts with your setup - was your cache for the session template used cleared as well as the DB?

Thanks

[Harry]

Today I had the issue with a single default chart for CL 07-10 (intraday, no daily data, no pivots). No other chart open in my workspace.

NT still was trying to load daily data back from 2008 , although never requested.

[NinjaTrader_Bertrand]

Thanks Harry - tried a couple of symbols, with and without daily data involved with lookbacks in the regions KineTick would currently support for non native continuous futures - so far I've not been able to reproduce the issue you experienced. I'll recheck on my German XP Pro as well later to doublecheck if regional settings could be affecting this.

[Harry]

I do not think that regional settings have an impact, but session templates could. I am only using the ETH templates. For example for CL, I use the Nymex Energy/Metals ETH template that comes with NinjaTrader.

Thanks Harry - tried a couple of symbols, with and without daily data involved with lookbacks in the regions KineTick would currently support for non native continuous futures - so far I've not been able to reproduce the issue you experienced. I'll recheck on my German XP Pro as well later to doublecheck if regional settings could be affecting this.