eurex data problem monday morning

[zweistein]

still having problems with the historic data of eurex on monday mornings.

using NT7b20 with IB.

On monday mornings I do not see hostoric data for eurex (FDAX and FGBL) for the friday before.

Somewhere you said it is related to a necessary maintenance of your NT data server.

Please fix this problem as I definetely need friday data for trading on monday.


Thank you

Andreas

[razorbuzz67]

totally agree, its a pitty
Data: Mirus & Zenfire NT 7B20
thanks
carsten

[NinjaTrader_Jason]

Hello zweistein,

Can you please tell me if you have historical FDAX data available in TWS. I assume you connect to IB first in NinjaTrader, so you would retrieve historical data from IB and not our historical data server.

I checked the historical FDAX data on our server and it plotted last Friday's data as expected on my end.

Can you please right click in the chart and select 'Reload All Historical Data' - check if all requested data is loaded in the chart.

[moonriver]

Hi all,

I'm getting IB FDAX minute data (historical and real-time) just fine.
I normally have a 4 day look-back period in NT7 data series.
NT back-fill is working in TWS 906 and 907.7.

[zweistein]

Jason,

I had the very same problem last week with NT.

I first connect to IB (via TWS), then I connect NT to IB.

I have historical data from IB.

All works fine later in the morning, but not at 8:00 AM CET.

I did not test this week, but last week I could load historical minute data within TWS, but I could not in NT.
My IB gives me "green" indicating all market data connected.

This morning I got the monday morning data for FDAX and FGBL in NT7 flagged with the date 27.8 (last friday). This is wrong as the correct date is 30.8. Looks like a BUG of NT.

Only later the morning after reload all historical data all went ok. ( Has this to do with the maintenance needed on your servers?)

regards

[NinjaTrader_JoshP]

zweistein,

Here is a quote from Eurex posted by another customer. Basically "data" before 8AM is irrelevant.:

"The mentioned instruments go into Pre-Opening phase at 7.50. Here you can enter, modify and delete your orders. Pre-Opening phase is a opening auction where you can see the best bid and ask, if the orderbook is not crossed. If the orderbook is crossed you can see only the indicative opening price, but not the bid and ask prices. That is the main difference in the data between Pre-Opening and continuous trading. No trades are done during this pre-opening phase.
When the instruments switch to continuous trading (at 8.00) the orders with the opening price will be matched. In the continuous trading you are able too see the uncrossed orderbook again (bid -ask)."

[zweistein]

I never bother about data before the open (8 am).

The data problem is there AFTER the open, yesterday and monday last week it was there until about 11 am, which is 3 hours after open.

regards

please read my post better:, I am complaining about missing historic data for the whole friday on monday mornings,

Please fix this problem!

(In another thread you mention that only after a -weekend?- maintenance of one your NT servers data is ok.
I call this a bug, which is ok because you have a beta product only for now,
What is the status of this server-maintenance bug?

[NinjaTrader_Jason]

Hello zweistein,

If you connect to IB you load historical data from IB and not our historical data server.

You mentioned in post #5 that the issues occur at 8 AM CET, but all is fine later in the morning.

What time zone is used as per your PC clock? Please note that data is timestamped as per your PC clock with IB.

[zweistein]

I am in CET time zone (Germany)!

eurex opens at 8 am CET and I all the data problems I refer to on monday mornings are after 8 am.

Using IB TWS historical data is displayed correctly.

The problem is in NT7.
Actually monday morning data from eurex is "recogised"by NT as beeing of date 27.8.
This happens from 8 am until about 11.30 am.
So NT7 flags this incoming real-time data as friday morning data. For this reason it is also not possible to see the correct friday data (which was present on friday on the PC)

Only later in the morning, at about 12 am CET and after NT7->reload all historical data
everything "adjusts itself"

see also

http://www.ninjatrader.com/support/forum/showthread.php?t=31793&highlight=eurex+data

[symphys]

Yesterdays morning data was missing again for Zenfire! As always it's gets a fix somewhere around 10-12.

Yes it's big crap and we are just paying customers. What do we know...

[NinjaTrader_Jason]

Hello zweistein,

Ok, so this issue only occurs on Monday's between 8 AM and 11:30 AM and not on other days? Do you notice anything out of the ordinary as per your PC clock at these times. Real-time data is timestamped as per your PC clock with IB, so it should be timestamped as Monday providing your PC clock functions as expected.


Hello symphys,

Are you referring to the same time zone (CET GMT +1) with 'around 10-12'? Please note that NinjaTrader 7 is still a beta version.

Does the issue occur only on Monday morning as well and not during other days of the week? Do you see any error messages before '10-12' in the Control Center-->Log-tab?

[symphys]

http://www.ninjatrader.com/support/forum/showpost.php?p=181422&postcount=11

This is the problem. Doesn't matter Nt 6.5 or 7.

[NinjaTrader_JoshP]

Nothing has changed in regards to the forum post you have referenced. All information in that post is still relevant pending the Zen-Fire API.