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NT 7 beta 20 chart data missing

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    NT 7 beta 20 chart data missing

    I am having the following problems with charts in NT7 b20:

    Boot up NT and connect to Kinetick EOD and LIve IB account -> CL (6 range) chart in workspace is missing

    Create new CL chart, but then yesterdays chart data is missing, even though the previous days is present

    Disconnect Kinetick and IB feeds, Connect to market replay, load up chart data, disconnect then connect back to Kinetick and IB again.

    This has happened every day this week.

    <edit>Just seen in the log that an error was raised: "Requested data is not subscribed: 354"

    Then later in the log: "Unable to start market data for instrument CL 10-10: provider does not support market data"

    Obviously IB does support CL and I am subscribed to it
    </edit>
    Thanks
    Last edited by Operandi; 08-26-2010, 02:27 AM.

    #2
    Hello Operandi,

    Please note that range charts are built by historical tick data. Please see the link below under 'Understanding the underlying base data type required for constructing various chart bars'.


    Kinetick EOD and IB do not support historical tick data, so you will be unable to load historical tick data using these connectivity providers. You will receive real-time tick data. The current historical range data must be historical tick data you collected in real-time during previous sessions.

    In addition, what expiry do you have selected as per the CL instrument? The current front month would be 10-10 - its rollover date is set to 8/19/2010..

    Comment


      #3
      Hi Jason

      I have just updated my first post with some of the error messages I have found.

      Why is data for 23rd, 24th August displayed in the chart, but not 25th August on start up?

      Also when I connected this morning after going through the process outlined above, the chart wasn't updating with live data, so I had to delete the chart and then recreate it. It then worked.

      Comment


        #4
        Can you please check if you have historical data available in the Historical Data Manager for August 25th. You can access the Historical Data Manager via Control Center-->Tools.

        Could it be the initial chart had a session template selected that excluded the current time?

        Comment


          #5
          Hi Jason

          Yes, there is historical data for August 25th, shown in historical data manager. The session was set for 24/7 in all charts on all days.

          Comment


            #6
            Can you please disconnect from both connnectivity providers and restart NinjaTrader. Subsequently create a new CL 10-10 chart without being connected. Check if all requested data is loaded in the chart which you have available in the Historical Data Manager.

            Comment


              #7
              Yes I have done that and all the data up until today is displayed in the chart without datafeeds being connected.

              The data in the chart for today, recorded since 7.30am UK time, is missing though.

              <edit> when I connected the datafeeds again, the data from this morning, UK time, was missing in the chart so I had to go through the process with market replay data again to rebuild the chart with todays data again.</edit>
              Last edited by Operandi; 08-26-2010, 08:22 AM.

              Comment


                #8
                Does the Historical Data Manager have historical tick data listed for today?

                Please note that Market Replay data is different than historical data displayed in your chart. These are two different sets of data.

                Do you have 'Save chart data as historical' enabled at Control Center-->Tools-->Options-->Data-tab? This will save all incoming real-time tick data in the database.

                Comment


                  #9
                  Does the Historical Data Manager have historical tick data listed for today?
                  No

                  Do you have 'Save chart data as historical' enabled at Control Center-->Tools-->Options-->Data-tab? This will save all incoming real-time tick data in the database.
                  Actually No. I have checked that now. Is that causing the problem? I hope so!

                  Comment


                    #10
                    If that option was not checked, you did not save real-time tick data in the database, so it will be displayed as historical data in charts in future sessions.

                    Now that you have the option enabled, it will save all real-time data you receive. Once you finished trading, please check if the Historical Data Manager contains historical tick data for today (from the moment you enabled 'Save chart data as historical') and if it will be displayed in the chart as well.

                    Comment

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