Deleting price data exception

[dave1992]

Hello,

I have a bad sequence of prices for 6A for 22 June. At 21:46 tick on 22nd, the next tick is 00:00 on the 22nd. So, I tried to delete that date and reload, and in the delete, in Historical Data Manager, I get the exception below. I guess I can just delete the file?

thanks
Dave

2010-06-28 18:22:58:555 in OnUnhandledThreadException
2010-06-28 18:22:58:666 ********* exception trapped *********
2010-06-28 18:22:58:666 Year, Month, and Day parameters describe an un-representable DateTime.
2010-06-28 18:22:58:666 at System.DateTime.DateToTicks(Int32 year, Int32 month, Int32 day)
at System.DateTime..ctor(Int32 year, Int32 month, Int32 day)
at NinjaTrader.Data.HistoricalDataManager.OnDeleteNod e(Object sender, EventArgs e)
at System.Windows.Forms.MenuItem.OnClick(EventArgs e)
at System.Windows.Forms.Command.Invoke()
at System.Windows.Forms.Control.WmCommand(Message& m)
at System.Windows.Forms.Control.WndProc(Message& m)
at System.Windows.Forms.Control.ControlNativeWindow.W ndProc(Message& m)
at System.Windows.Forms.NativeWindow.Callback(IntPtr hWnd, Int32 msg, IntPtr wparam, IntPtr lparam)

[NinjaTrader_ChristopherJ]

Hello dave1992,

Thank you for your post.

Please disconnect-->Delete the data-->Connect then reload and let me know if the issue persists.

[dave1992]

Yes, same error.

[NinjaTrader_ChristopherJ]

Please send a note to Support [AT] NinjaTrader [DOT] com with "ATTN: Chris" in the subject line.

In the message, please include the following:
1.) A link to this forum thread.
2.) Your most current trace and log files.

You will find the file here: My Documents > NinjaTrader 7 > Trace > trace.YYYYMMDD.txt

Log file will be located by going to Documents->NinjaTrader 7->Log->log.YYYYMMDD.txt

[dave1992]

It's OK now, after trying to download it a few times.

[NinjaTrader_ChristopherJ]

Glad to hear you are back up and running.

Have a great day!

[dave1992]

I now have this problem again. Any ideas what has caused it?

The sequence of on bar updates for the end of 4 May 2010 for 6A 06-10 is

T: 04/05/2010 21:56:12
T: 04/05/2010 21:56:45
T: 04/05/2010 21:56:49
M: 04/05/2010 21:57:00
T: 04/05/2010 21:57:25
M: 04/05/2010 21:58:00
T: 04/05/2010 21:58:44
M: 04/05/2010 21:59:00
T: 04/05/2010 21:59:10
M: 04/05/2010 22:00:00
M: 04/05/2010 00:01:00
M: 04/05/2010 00:02:00
M: 04/05/2010 00:03:00
M: 04/05/2010 00:04:00
M: 04/05/2010 00:06:00

where M is 1min and T is tick. So, it's re-running the same day again The data looks fine in the edit window in HDM. I can't delete the files because my data provider doesn't supply tick data that old. What are my options? Do you have a repair tool for this data?

thanks
Dave

[NinjaTrader_ChristopherJ]

Unfortunately the only option in order to add the additional time is to Reload the historical data from your data provider. To reload historical data you can go to your chart-->Right mouse click-->Reload all historical data.

[dave1992]

Unfortunately the only option in order to add the additional time is to Reload the historical data from your data provider. To reload historical data you can go to your chart-->Right mouse click-->Reload all historical data.

OK, thanks. Could you maybe consider giving me the format so I can develop a tool to fix this. Presumably what I'm seeing means the files are corrupted in some way? It's strange how it doesn't show on the edit screen. Do you think this happens when Ninja crashes?

thanks
Dave

[NinjaTrader_ChristopherJ]

Can you please clarify where you are seeing the Tick and Minute data mixed together within the NinjaTrader platform.

[dave1992]

Can you please clarify where you are seeing the Tick and Minute data mixed together within the NinjaTrader platform.

Hi Christopher,

I'm not seeing tick/minute mixed, I'm seeing minute/tick data repeat the same day at the end of one particular day (4 May)

I'm seeing it in OnBarUpdate() sequence.

regards
Dave

[NinjaTrader_ChristopherJ]

I would like to schedule a call with you so I may remotely log into your PC to see what is occurring exactly. Please send a note to Support [AT] NinjaTrader [DOT] com with "ATTN: Chris" in the subject line.

In the message, please include the following:
1.) A link to this forum thread.
2.) Phone number and best time to contact you

[dave1992]

Hi Chris - thanks for the reply. Unfortunately it won't be possible to log into my PC.

Besides, you won't see anything more than the sequence of bars I posted. I simply print every tick and 1min update. I run the strat analyzer from 1 May to 6 May, and when it gets to 22:00 4th May, the next bars after that are minute bars just after midnight, but saying the same date - 4th May. I'm sorry I can't put it any clearer than that.

regards
Dave

[NinjaTrader_Austin]

Hi Dave, could you provide us with the strategy you're using to view the historical data? Also, what data provider are you using? I'd like to test this out on my end and see what's up.

[dave1992]

The strategy is very simple - it just does the print I mentioned. It's copied below. I'm using IQFeed, but you're unlikely to find that useful. I'd be very surprised if their data was wrong. In any case, I'm not connected to them when I run this. The problem is probably corruption in the db files right?

thanks
Dave

protected override void Initialize()
{

Add(PeriodType.Tick, 1);

}

protected override void OnBarUpdate()
{
if (Time[0].Second % 30 != 0) {
return;
}

if (BarsInProgress == 1) {
Print("T: "+Time[0]);
}
else {
Print("M: "+Time[0]);
}

}