Problem updating CL chart

[Harry]

NT 7.0.0.19 on TWS 900.6 - Problem occurs regularly

Updating CL 09-10 in mode MergeBackadjusted connected to Kinetick-EOD for daily data, and to Interactive Brokers for intraday data. It is 2:30 CET.

Message: Error on loading chart data for CL 08-10 Nymex.

The tracefile shows that NT is loading minute data from Interactive Brokers and daily data from Kinetick (repeated loading from Kinetick works well and is associated with the pivot indicators in DailyBars mode that can be found on various charts). This is as expected

It is not clear, why NInjatrader tries to load data for CL 08-10 three times (see tracefile), Each time the data request is made for July 16 to July 18. A quick check via Historical Data Manager shows that data for Cl 08-10 is complete. The last minute bar has the timestamp 23:15 CET, which is the correct closing time of Friday's session.

The problem here is again that NinjaTrader tries to download inexisting weekend data several times. This causes the hang and the popup which appears as a consequence of IB's data throttling after the third pull of the same data.

2010-07-30 02:29:48:453 (Interactive Brokers) Cbi.ConnectionStatusEventArgs.Process: Connected Connected
2010-07-30 02:29:48:453 (Interactive Brokers) defaultTimeToClose=01.04.2010 00:00:00 flattenAll=False
2010-07-30 02:29:48:781 (Interactive Brokers) Data.Bars.GetBarsNow: instrument='CL 08-10' from='2010-07-16' to='2010-07-18' period=1 Min splitAdjusted=False dividendAdjusted=False bars=0 session='Nymex Metals / Energy ETH'
2010-07-30 02:29:49:343 (Interactive Brokers) IB.Adapter.HandleMessage DataFarmConnectionOk
2010-07-30 02:29:50:906 (Interactive Brokers) IB.HistoricalDataRequest.Send: last=18.07.2010 instrument='CL 08-10' from='2010-07-16' to='2010-07-18' period=1 Min splitAdjusted=False dividendAdjusted=False bars=0
2010-07-30 02:29:50:906 (Interactive Brokers) IB.HistoricalDataRequest.Send: request='CL;FUT;201008;0;;;NYMEX;;USD;;20100719 00:00:00;1 min;5 D;0;TRADES'
2010-07-30 02:29:55:046 (Interactive Brokers) IB.Adapter.HandleMessage DataFarmConnectionOk
2010-07-30 02:30:00:968 (Interactive Brokers) IB.HistoricalDataRequest.Process: itemCount=6973 instrument='CL 08-10' from='2010-07-16' to='2010-07-18' period=1 Min splitAdjusted=False dividendAdjusted=False bars=0
2010-07-30 02:30:01:015 (Interactive Brokers) Data.Bars.GetBarsNow: instrument='^TICK' from='2010-07-29' to='2010-07-30' period=1 Min splitAdjusted=False dividendAdjusted=False bars=0 session='US Equities RTH'
2010-07-30 02:30:01:015 (Interactive Brokers) IB.HistoricalDataRequest.Send: last=30.07.2010 instrument='^TICK' from='2010-07-29' to='2010-07-30' period=1 Min splitAdjusted=False dividendAdjusted=False bars=0
2010-07-30 02:30:01:015 (Interactive Brokers) IB.HistoricalDataRequest.Send: request='TICK-NYSE;IND;;0;;;NYSE;;USD;;;1 min;5 D;0;TRADES'
2010-07-30 02:30:01:578 (Interactive Brokers) IB.HistoricalDataRequest.Process: itemCount=1950 instrument='^TICK' from='2010-07-29' to='2010-07-30' period=1 Min splitAdjusted=False dividendAdjusted=False bars=0
2010-07-30 02:30:01:578 (Interactive Brokers) Data.Bars.GetBarsNow: instrument='CL 09-10' from='2010-07-29' to='2010-07-29' period=1 Min splitAdjusted=False dividendAdjusted=False bars=0 session='Nymex Metals / Energy ETH'
2010-07-30 02:30:03:031 (Interactive Brokers) IB.HistoricalDataRequest.Send: last=29.07.2010 instrument='CL 09-10' from='2010-07-29' to='2010-07-29' period=1 Min splitAdjusted=False dividendAdjusted=False bars=0
2010-07-30 02:30:03:031 (Interactive Brokers) IB.HistoricalDataRequest.Send: request='CL;FUT;201009;0;;;NYMEX;;USD;;20100730 00:00:00;1 min;5 D;0;TRADES'
2010-07-30 02:30:04:703 (Interactive Brokers) IB.HistoricalDataRequest.Process: itemCount=6973 instrument='CL 09-10' from='2010-07-29' to='2010-07-29' period=1 Min splitAdjusted=False dividendAdjusted=False bars=0
2010-07-30 02:30:04:765 (Interactive Brokers) Data.Bars.GetBarsNow: instrument='CL 09-10' from='2010-07-30' to='2010-07-30' period=1 Min splitAdjusted=False dividendAdjusted=False bars=0 session='Nymex Metals / Energy ETH'
2010-07-30 02:30:05:046 (Interactive Brokers) IB.HistoricalDataRequest.Send: last=30.07.2010 instrument='CL 09-10' from='2010-07-30' to='2010-07-30' period=1 Min splitAdjusted=False dividendAdjusted=False bars=0
2010-07-30 02:30:05:046 (Interactive Brokers) IB.HistoricalDataRequest.Send: request='CL;FUT;201009;0;;;NYMEX;;USD;;;1 min;5 D;0;TRADES'
2010-07-30 02:30:06:296 (Interactive Brokers) IB.HistoricalDataRequest.Process: itemCount=5728 instrument='CL 09-10' from='2010-07-30' to='2010-07-30' period=1 Min splitAdjusted=False dividendAdjusted=False bars=0
2010-07-30 02:30:08:859 (Interactive Brokers) Data.Bars.GetBarsNow: instrument='CL 08-10' from='2010-07-16' to='2010-07-18' period=1 Min splitAdjusted=False dividendAdjusted=False bars=0 session='Nymex Metals / Energy ETH'
2010-07-30 02:30:09:906 (Interactive Brokers) IB.HistoricalDataRequest.Send: last=18.07.2010 instrument='CL 08-10' from='2010-07-16' to='2010-07-18' period=1 Min splitAdjusted=False dividendAdjusted=False bars=0
2010-07-30 02:30:09:906 (Interactive Brokers) IB.HistoricalDataRequest.Send: request='CL;FUT;201008;0;;;NYMEX;;USD;;20100719 00:00:00;1 min;5 D;0;TRADES'
2010-07-30 02:30:10:250 (Interactive Brokers) Data.Bars.GetBarsNow: instrument='CL 08-10' from='2010-07-16' to='2010-07-18' period=1 Min splitAdjusted=False dividendAdjusted=False bars=0 session='Nymex Metals / Energy ETH'
2010-07-30 02:30:11:921 (Interactive Brokers) IB.HistoricalDataRequest.Send: last=18.07.2010 instrument='CL 08-10' from='2010-07-16' to='2010-07-18' period=1 Min splitAdjusted=False dividendAdjusted=False bars=0
2010-07-30 02:30:11:921 (Interactive Brokers) IB.HistoricalDataRequest.Send: request='CL;FUT;201008;0;;;NYMEX;;USD;;20100719 00:00:00;1 min;5 D;0;TRADES'
2010-07-30 02:30:11:921 (Interactive Brokers) IB.HistoricalDataRequest.Send: waiting 14 seconds
2010-07-30 02:30:28:875 (Interactive Brokers) IB.HistoricalDataRequest.Process: itemCount=6973 instrument='CL 08-10' from='2010-07-16' to='2010-07-18' period=1 Min splitAdjusted=False dividendAdjusted=False bars=0
2010-07-30 02:30:29:171 (Kinetick – End Of Day (Free)) Data.Bars.GetBarsNow: instrument='CL 09-10' from='2010-07-29' to='2010-07-30' period=Daily splitAdjusted=False dividendAdjusted=False bars=0 session='Nymex Metals / Energy ETH'
2010-07-30 02:30:29:890 (Kinetick – End Of Day (Free)) Data.Bars.GetBarsNow: instrument='CL 09-10' from='2010-07-29' to='2010-07-30' period=Daily splitAdjusted=False dividendAdjusted=False bars=0 session='Nymex Metals / Energy ETH'
2010-07-30 02:30:30:609 (Kinetick – End Of Day (Free)) Data.Bars.GetBarsNow: instrument='CL 09-10' from='2010-07-29' to='2010-07-30' period=Daily splitAdjusted=False dividendAdjusted=False bars=0 session='Nymex Metals / Energy ETH'
2010-07-30 02:30:32:453 (Kinetick – End Of Day (Free)) Data.Bars.GetBarsNow: instrument='CL 09-10' from='2010-07-29' to='2010-07-30' period=Daily splitAdjusted=False dividendAdjusted=False bars=0 session='Nymex Metals / Energy ETH'
2010-07-30 02:30:33:078 (Kinetick – End Of Day (Free)) Data.Bars.GetBarsNow: instrument='CL 09-10' from='2010-07-29' to='2010-07-30' period=Daily splitAdjusted=False dividendAdjusted=False bars=0 session='Nymex Metals / Energy ETH'
2010-07-30 02:30:33:656 (Kinetick – End Of Day (Free)) Data.Bars.GetBarsNow: instrument='CL 09-10' from='2010-07-29' to='2010-07-30' period=Daily splitAdjusted=False dividendAdjusted=False bars=0 session='Nymex Metals / Energy ETH'
2010-07-30 02:30:34:296 (Kinetick – End Of Day (Free)) Data.Bars.GetBarsNow: instrument='CL 09-10' from='2010-07-29' to='2010-07-30' period=Daily splitAdjusted=False dividendAdjusted=False bars=0 session='Nymex Metals / Energy ETH'
2010-07-30 02:30:34:906 (Kinetick – End Of Day (Free)) Data.Bars.GetBarsNow: instrument='CL 09-10' from='2010-07-29' to='2010-07-30' period=Daily splitAdjusted=False dividendAdjusted=False bars=0 session='Nymex Metals / Energy ETH'
2010-07-30 02:30:35:593 (Kinetick – End Of Day (Free)) Data.Bars.GetBarsNow: instrument='CL 09-10' from='2010-07-29' to='2010-07-30' period=Daily splitAdjusted=False dividendAdjusted=False bars=0 session='Nymex Metals / Energy ETH' 

[NinjaTrader_ChristopherJ]

Hello Harry,

Thank you for your post.

Please right mouse click within your chart-->Data Series-->Session template-->Select Default 24/5 -->Click Ok.

Please let me know if the issue persists after this procedure.

[Harry]

I used the appropriate session template Nymex Metals/Energy ETH, which covers the trading session of CL. I do not want to change that and use a false template, as my indicators will not show up properly then. 24/5 is no option, it produces false pivots.

I think Josh knows about the IB/weekend problem. NT should not ask for data several times that does not exist.

Hello Harry,

Thank you for your post.

Please right mouse click within your chart-->Data Series-->Session template-->Select Default 24/5 -->Click Ok.

Please let me know if the issue persists after this procedure.

[NinjaTrader_JoshP]

Harry,

FYI: For B19 you should be using TWS 906.8, not 900.6. Please make this change first as it would definitely be a potential source of issues.

Now onto your actual report, can you please inform me as to what kind of chart exactly was being used? 1min? Daily? How many days back? Or is this using bars back loading? Were the load requests from opening a new chart or right click>Reload Historical Data? Which feed was connected first? Kinetick or IB? Is the chart a CL 08-10 chart or a CL 09-10 chart?

[Harry]

Thanks Josh,

made an update to TWS 609.

Workspace has 3 intraday charts (5 min, 15 min, 60 min), and a daily chart. These four chart are connected to the DOM and display the same instrument. There is also an isolated 1 minute tick chart.

Lookback periods are 65 days for the intraday charts and 950 days for the daily chart.

Prior to connection I toggled the charts from TF 09-10 to CL 09-10, so all charts - with exception of the tick chart . displayed CL 09-10.

I then connected first to Kinetick (for daily data) and second to Interactive Brokers (for intraday data). As expected, NinjaTrader downloaded daily data from Kinetick (no problem at all) and then started downloading minute data from Interactive Brokers.

The setting used was MergeBackAjdusted, the session template for CL used NYMEX energy/metals ETH (18:00 - 17:15 Eastern Time). The system clock was CET. The rollover date was set to Monday, July 19. Prior to connection the database contained data for CL 09-10 starting from Monday, July 19 and contained data for CL 08-10 until Friday, July 16. Last set of data was at July 16 at 23:15 CET (17:15 Eastern Time).

Problem occured, because NT tried to load data for CL 08-10 from July 16 to July 18 several times, although there was nothing to be loaded (data for July 16 already complete, no data on Saturday and Sunday).

Harry,

FYI: For B19 you should be using TWS 906.8, not 900.6. Please make this change first as it would definitely be a potential source of issues.

Now onto your actual report, can you please inform me as to what kind of chart exactly was being used? 1min? Daily? How many days back? Or is this using bars back loading? Were the load requests from opening a new chart or right click>Reload Historical Data? Which feed was connected first? Kinetick or IB? Is the chart a CL 08-10 chart or a CL 09-10 chart?

[NinjaTrader_JoshP]

Harry,

We fixed something which we isolated from this report. We are not sure if it is exactly the same as what you faced as we were not able to reproduce exactly as you have stated it, but fairly close. Can you please try again on next version? Thank you.

[Harry]

Thank you for your efforts, Josh.

[Serninja]

Problem updating one instrument

Hi,
I am having problems updating just one instrument: 6E 09-10. All the other instruments are working fine. I can open the chart but have no live feed, only the chart. Everytime I reload the historical data, I get a new chart with the latest price but then nothing happens. No level2 data and no DOM too.

I re-installed the API and restored NT7B19, but nothing changed. I think this can't be a provider issue since the 6E works fine with NT6.5. on another PC.

I had a log entry concerning one indicator, but the indicator works fine now after re-installing. Just this issue with the 6E chart left, which was opened at that time and btw. with some other charts that are still working fine. But strangely enough not the 6E on any session template.

The log entry is: System.NullReferenceException

Is there any opportunity to the have a reset of that instrument or something else of that kind?

Thanks a lot!

[NinjaTrader_Bertrand]

Serninja, can you pleae send us your logs / traces via Help > Mail to Support?

Please also try an instrument reset under Tools > Options > Data and then restart NT fresh afterwards to make those changes effective.

[Serninja]

Problem updating one instrument -solved-

Serninja, can you pleae send us your logs / traces via Help > Mail to Support?

Please also try an instrument reset under Tools > Options > Data and then restart NT fresh afterwards to make those changes effective.

Hello Bertrand,

thank you very much for your fast reply. I could solve the problem with your help. The instrument data reset was the right hint. Everything is flashing and moving again.

Thanks again!

[NinjaTrader_Bertrand]

Ok great, thanks for reporting back.