Cannot build a weekly chart with IB data connection

[Ralph]

Hi,

I use NT7.17
I am connected to IB.
I have a GC 08-10 daily chart open, continuied contract back to 28th Dec 2008.
Now I switch from daily to weekly data series and get the error message: No security definition has been found for the request.
Here are some of the curious trace file messages:

2010-06-13 20:44:05:262 (InteractiveBrokers) Data.Bars.GetBarsNow: instrument='GC 08-05' from='2005-06-10' to='2005-08-01' period=Daily splitAdjusted=False dividendAdjusted=False bars=0 session='Nymex Metals / Energy ETH'
2010-06-13 20:44:05:482 (InteractiveBrokers) IB.HistoricalDataRequest.Send: last=01.08.2005 instrument='GC 08-05' from='2005-06-10' to='2005-08-01' period=Daily splitAdjusted=False dividendAdjusted=False bars=0
2010-06-13 20:44:05:482 (InteractiveBrokers) IB.HistoricalDataRequest.Send: request='GC;FUT;200508;0;;;NYMEX;;USD;;20050802 00:00:00;1 day;11 M;0;TRADES'

Regards
Ralph

[NinjaTrader_JoshP]

Ralph,

This generally means IB does not have historical data ranging that far back. When you switch to a weekly chart it does try to load a lot more old data. Please change your date range to load back up.

[Ralph]

Josh,

I ment the 28th Dec 2008 to be the starting date of the chart because the data series ends there.

Regards
Ralph

[NinjaTrader_JoshP]

Ralph,

When you switch to Weekly it changes the days back loaded on the chart to 1825 by default. 1825 days back is equivalent to 5 years back so that would match your 6/10/2005 request. You can confirm this by opening up the Data Series window after you switch to Weekly.

[Ralph]

Josh,

that's the reason. If in disconnected mode, there is no problem. When connecting, then NT tries to load the missing data according to the weekly-setup. I noticed there is no possibility to store separate numbers for daily and weekly data series. If I switch between daily and weekly, then the default numbers are used again (June 2005 for weekly).

Could you consider an enhancement there? What I would like to have is the possibility to set the start date for daily/weekly/monthly/yearly separately and to be able to save these numbers with the workspace. Otherwise I don't see any chance to use weekly and above with active data connection.

Regards
Ralph

[NinjaTrader_JoshP]

Ralph,

You can save default values to load yourself. To do so set up the Weekly series the way you want with the number of days to load, then right click in the grid > "Set Default for Week Period Type".

[Ralph]

Thanks for the hint, Josh.

My approach is different and related to how I setup the daily charts: For futures I set a start date (CustomRange) which differs for different instruments (depending on the daily data available). These daily start dates should be the start dates for weekly/monthly too. But that is not possible because NT does not allow to set weekly start dates based on CustomRange.

I am able to use use weekly/montly charting (the way I like to) in dis-connected mode.

Regards
Ralph

[NinjaTrader_JoshP]

Unfortunately when you are connected and you request a range of data that is outside of what is in your data repository it will go off to the data provider and try to request it. In this instance it would request data that simply does not exist on IB and as such you run into the message.

What you could do is try switching merge to DoNotMerge and that will prevent requests to prior contract months, but it will result in unmerged data and be a chart of only the front month.

[Ralph]

...What you could do is try switching merge to DoNotMerge and that will prevent requests to prior contract months, but it will result in unmerged data and be a chart of only the front month...

This approach is very dangerious Josh. I tried that because I don't get contract data loaded which are dated prior to the rollover date.
Assume having merged charts with 1 year of daily data. When I switch to DoNotMerge, then after a short period of time NT starts evaluate the status of the charts and tries to reload the missing 1 year daily data for the (now) unmerged front contracts. Now you have to response to all these error message boxes.

Regards
Ralph

[NinjaTrader_JoshP]

Ralph,

Then you will simply need to set your date range every time you change your chart then if you are not satisfied with just setting a days back default for the weekly/monthly.