64 bit data

[tradetree]

I tried the 64 bit version of NT with Vision Financial data. It looks ok with historical data for RTH, but when I use after-hours sessions the bars are huge for after-hours and that distorts all the rest of the data. Basically it looks like after-hours is just bad data (it goes to zero periodically). How can I get this fixed?

[NinjaTrader_Austin]

tradetree, please try reloading the data by right-clicking on the chart and select Reload All Historical Data and see if that solves the issue. If it does not, can you please post a screenshot of what you're seeing so we can figure this out?

[tradetree]

I've tried creating several charts, changing from RTH to ETH or 24/7. Reloading "all Historical Data" looks about the same. Actually there appeared to be more bad data points. Here is an image:

[tradetree]

Here is the RTH version, which looks normal:

[Remek]

I got the same problem with ES mostly on volume chart. See attachment

[NinjaTrader_JoshP]

Can you guys provide an export of the data you guys have for today? You can do this from the Historical Data Manager. Please also inform me of the timezone your PC is set in. Thank you.

[tradetree]

I tried to upload ES 12-10, 1 min data from 9/27/2010. It says there is too much data (67kb) to upload. I am EDT time zone.

I can tell you that I used the "Edit" tab to look at the data and I see gaps of zero data:

9/27/2010 11:20 PM 9/27/2010 11:20 PM 1138.5 1138.5 1138.5 1138.5 5

9/27/2010 11:19 PM 9/27/2010 11:19 PM 1138.75 1138.75 1138.5 1138.75 6

9/27/2010 11:18 PM 9/27/2010 11:18 PM 1138.5 1138.75 1138.5 1138.75 5

9/27/2010 11:17 PM 9/27/2010 11:17 PM 0 0 0 0 1

9/27/2010 11:16 PM 9/27/2010 11:16 PM 1138.75 1138.75 1138.5 1138.5 16

9/27/2010 11:15 PM 9/27/2010 11:15 PM 1138.75 1138.75 1138.75 1138.75 92

Can you guys provide an export of the data you guys have for today? You can do this from the Historical Data Manager. Please also inform me of the timezone your PC is set in. Thank you.

[tradetree]

I tried uploading an excel export of the data but then it says, "invalid file". I also tried a text version of the file and it doesn't like it. I finally got it to accept this text file...

[NinjaTrader_JoshP]

Remek,

For your particular case I loaded up your data and it actually looks fine as far as I could tell. The screenshot you attached "looks" that way because you actually have two bars series on there. You have volume bars and 5min bars overlapping each other. The big bars are the 5min bars which would contain information from several volume bars.

tradetree,

The file you created is unfortunately not importable into NT. Can you please use the Export tab in the Historical Data Manager to generate an export that we can import into our end? All you need to do is select the instrument, select a date range and press Export and it will create a properly formatted file. Thanks.

[tradetree]

Josh,
Thanks for the response, but I don't understand. I said that the forum "Manage Attachments" would not allow more than about 40k of data to be uploaded. When I used Historical Data Manager to generate an export, it generated over 70k just for a single day. In Historical Data Manager you can't specify less than one day! This is a restriction I have no power over, so why do you ask again for the same solution?

[Edited after the fact - This next section was because you were speaking to "Remek" so I misunderstood you. Still, the clarification below is worthwhile as to what I am doing to create my chart.]

Second, there are no "volume bars" in my chart. At least not ones I put there. Perhaps what you are really saying is that you "found volume bars in the data." That doesn't mean I'm using volume bars, it means NT 64 bit has a bug and is putting volume bars into data where there should not be any. Let me be clearer:

1) I open NT 64 bit without any workspace. Zero charts.
2) I do a "New->Chart" from the File menu.
3) I select ES 12-10 for the "Data Series".
4) I select CME Commodites ETH for the "Session Template".
5) Click OK and a chart is displayed that is wrong. The data has zeroes in it. Where do the zeroes come from?

Remek,

For your particular case I loaded up your data and it actually looks fine as far as I could tell. The screenshot you attached "looks" that way because you actually have two bars series on there. You have volume bars and 5min bars overlapping each other. The big bars are the 5min bars which would contain information from several volume bars.

tradetree,

The file you created is unfortunately not importable into NT. Can you please use the Export tab in the Historical Data Manager to generate an export that we can import into our end? All you need to do is select the instrument, select a date range and press Export and it will create a properly formatted file. Thanks.

[NinjaTrader_JoshP]

I am not sure why you want to export something less than a day. I am looking for your complete day's data to take a look at it. If the file is too large for uploading here, please just send it in to support [at] ninjatrader [dot] com and reference this thread in the email. Thanks.

I am not sure what you mean by "chart has zeroes in it". What exactly are you referring to by zero? Please also note that the "CME Commodities ETH" session template is the wrong session template for the ES. "CME US Index Futures ETH" will work better for the ES.

[tradetree]

It doesn't matter what ETH I select, they all produce the same result. I changed to "CME US Index Futures ETH" and it looks the same. I posted the data with zeroes in it to this thread. Did you miss that data or is there some other confusion?

I also will send to the support email the larger file. My post #7 spoke to the upload problem. If you could let people know how to solve these issue we could work faster. Thanks for the help.

I am not sure what you mean by "chart has zeroes in it". What exactly are you referring to by zero? Please also note that the "CME Commodities ETH" session template is the wrong session template for the ES. "CME US Index Futures ETH" will work better for the ES.

[NinjaTrader_JoshP]

Thank you for the file. This will be addressed in the next beta. Vision Financial 64-bit adapter did not route the historical data request to the correct server.

[tradetree]

In the mean time I'm trying to go back to NT7 32 bit. I get an error "Only the .NET interface supports historical data". The ES 12-10 chart has some anomalies. It displays some data, but only historical data for previous days and today's new data as it comes in. If I create a new chart then today's data is only the new bars that come in, nothing for earlier in the day. Here is a picture:

Thank you for the file. This will be addressed in the next beta. Vision Financial 64-bit adapter did not route the historical data request to the correct server.

[NinjaTrader_JoshP]

tradetree,

Please double check that you have unchecked the 64-bit option in the Account Connections for your Vision connection.