Hist Data Manager

[Lee123]

Hi
I am having trouble with the data manager. On shutdown last night my charts were correct, however if you look at pic3 where the arrow is on the chart you will see some incorrect data. I have attached the Bid.txt file which is the same as the last.txt file. At the end of that file you will see the incorrect data; volume at the zero and gaps in the time line. The bid.txt should have ran to 2201 hrs. At the top of pic 3 you will see imported data from a different computer which is the correct data, but it will not show up on the chart.
If you would look at pic 2 you will see gaps in the 5 min chart which are not in the data manager. The chart in pic 2 is made from imported data because NT overwrote the volume data even though the chart ran to session end (220hrs UK) using the default forex times. Just how do you get the chart to represent what is in the data manager?

I would like to keep the volume data that NT constructs every day which is why I have started to export the data at the end of the day. The problem is that the data manager will often as not overwrite it or totally ignore it. Also as stated if I run NT to session end there is still no gaurantee that on connection the next day it will not overwrite it.

Would it be possible for NT to backfill only the missing intraday data or if not then could there be an option for it not to overwrite the volume data that it has previously constructed when the charts are first loaded on connection?

Another problem you might like to be aware of that occured today was that when NT froze my computer and I had to reboot was that another NT7 running on the 2nd computer showed that it was still connected to IB even though the 1st computer where the data is routed from was shutdown. So it did not show connection lost.

Thanks,
Lee

[NinjaTrader_Jason]

Hello Lee,

Can you please right click in the chart and select 'Reload Historical Data' - does it load the requested data in the chart?

As per pic 2, what data is listed around 20:00 in the Historical Data Manager. The chart displays that price remained the same for serveral minutes around at that time. Unfortunately, I could not verify this in your screenshot.

Please note that IB does not support historical tick data, so if you load historical volume data it is substituted by a value of 1.

Unfortunately if you re-connect to IB the same day, it will reload historical data for the current day. So any volume data you received in real-time is overwritten by the historical data loaded from IB. Please see the link below under 'When does NinjaTrader load historical data?' for more information how NinjaTrader loads data.

http://www.ninjatrader.com/support/helpGuides/nt7/historical_data.htm

I will forward your suggestion to Development to put it on the list of future considerations of the software.

Were you connected to the same IB account in NinjaTrader on two different PC's? If NinjaTrader freezes and disconnect on one PC, it does not mean that NinjaTrader on the other PC should be disconnected.

[Lee123]

Hi, thanks for your quick reply.

Previously by right cliking on the chart, the Reload hist data was shaded out. However it now works and I wish I had not done it because I have now lost all my volume data.(Great - I think not)

In pic 2 the hist manager is showing the correct data (magnify it some more please) but this data is not showing on the chart with price showing static for several bars.

Yes I am aware that Ninja Trader creates the volume which is why I want it saved and do not want Prior days over written when that days session has ended and that day should not be reloaded as the day is complete.

Yes IB resides on "computer 1" and NT7 on "computer 2" gets the data from "computer 1." So with #1 out of action I would have thought that NT7 on comp 2
would have given a disconnection warning.

No matter what you say i have used the import/export feature of the hist manager quite alot over the past few weeks and I have to say it is quite unreliable in its seemingly random behaviour of whether the data that is showing in the hist manager will actually be the data showing on the charts. Problems include gaps (as shown) and missing chunks of data towards the end of the session. For example I shut down at session end at 10.00pm and the next day on startup my charts will show that I finished at 7.00 pm. When I connect to IB in that scenario NT will sometimes reload the complete day (so losing my volume) and other times it will not reload that day, thus one day will finnish at 1900 hrs and the new day starts at 2220 hrs.

Apart from the niggles NT7 is an excellent program.
Thank you

[NinjaTrader_Kyle]

Hello Lee123,

Based on the data shown in 'pic3', the 20:15 bar shown is incorrect.

Could you please open a new workspace (File > Workspaces > New Workspace), then add a new chart there within. In the new chart, set the template to 'None' so that only the default NinjaTrader settings are used.

In the new workspace and chart, do chart results match what data is listed in the HDM?