IQ Feed Invalid Symbol Error only on weekends

[Ricam]

During weekend periods, a chart requesting data from DTNIQ for a stock symbol as the PRIMARY series on the chart will load fine.

However, if an indicator requests that symbol as a SECONDARY series an error is thrown. See image.

Here is a simple indicator to demonstrate the problem, which only seems to happen on Saturday and Sunday. The indicator does practically nothing other than ADDing the secondary series.

Note that I am on PST.

[NinjaTrader_ChelseaB]

Hello Ricam,

I have set my Date and Time on my computer to Jan 9th at 11:00 AM Eastern time to test this script but I was not able to reproduce the error.

Are you able to reproduce the error by changing your time and date and then restarting NinjaTrader or does this need to be tested during the actual weekend?

[Ricam]

Invalid Symbol Error

Needs to be tested during the weekend, I think it is server side.

Never happens on weekdays with markets trading.

Thanks for working on this.

[GrumpyTrader]

I had the same issue this weekend even with B8.

[NinjaTrader_ChelseaB]

Hello,

Understood. I will give this a test this weekend.

Was this on saturday or sunday?

Do you know about what time the error appeared? (We can get this from the log file if needed)

Do you know if you experienced any disconnections before that time? (This is so I know if I need to look into server maintenance being the cause of the errors)

[Ricam]

Not sure when it starts, but the problem happens all day Saturday and Sunday. I think it ends when equities open on Monday.
The problem is not preceded by involuntary disconnects.

Thx again.

[GrumpyTrader]

It was all weekend. I'm not sure if it was all instruments but definitely futures. It also might have been related to using tick replay or tick charts, though I'm just speculating as I didn't take the time to narrow it down.

[NinjaTrader_ZacharyG]

Hello GrumpyTrader and Ricam,

It looks like I was able to reproduce this on Sunday. This has been reported and I'll be sure to provide more information once it comes in.

Thank you for reporting this!

[Ricam]

Still happening in Beta 9

Glad to hear that Ninjatraders were able to reproduce this. It does seem to be continuing in Beta 9, though.

Is this the the same problem mentioned by user Number1 here?

http://ninjatrader.com/support/forum/showthread.php?t=83113

[RanchoDinero]

Piling on to confirm this's still an issue in B9.

[Ricam]

Possible solution to Invalid Data problems on weekends

UPDATE: Connected after market reopened at 6PM Sunday, problem is NOT solved!
However this is still a good idea!

No longer an issue.. for me ! It is hoped* that the following will be greatly appreciated* !

( *by whom ??)

Zondor® thinks it happens because DTN is trying to get data from outside of the time ranges of valid sessions. The workaround is to call AddDataSeries with a TradingHours parameter that is appropriate to the instrument being added. You're welcome !

[FONT="Courier New"][SIZE="2"]AddDataSeries(string instrumentName, BarsPeriod barsPeriod, string tradingHoursName)[/SIZE][/FONT]

Variable declarations:

• Declare a string variable called SessionString.
• Declare an Instrument object called AddedInstrument.
• Declare a string SiName, the name of the instrument to be added.

In the SetDefaults Method do something like this, obviously can be further refined:

AddedInstrument=Instrument.GetInstrument(SiName);[LIST][*]if(AddedInstrument.MasterInstrument.InstrumentType==InstrumentType.Future)
 SessionString="CME US Index Futures ETH";
				[*]if(AddedInstrument.MasterInstrument.InstrumentType==InstrumentType.Stock)
  SessionString="US Equities RTH";
				[*]if(AddedInstrument.MasterInstrument.InstrumentType==InstrumentType.Index)
  SessionString="US Equities RTH";[/LIST]

In the Configure method do something like this:

[B]AddDataSeries[/B]
 [B] ([/B]
	[B]SiName,[/B]
	 [B]new BarsPeriod() { BarsPeriodType = BarsPeriodType.Tick, Value = 1},[/B]
	[I]//the values of BarsPeriodType and Value can be parameterized variables,
        // does NOT need to be a 1 tick BarsPeriod![/I]
	[B] SessionString [/B]
	 [I]//Specifying a symbol-appropriate Trading Hours parameter
         // prevents DTN from generating errors as a result of
         //looking for non existent data[/I]
[B] );[/B]

The only problem is if the string SiName is not the name of a valid instrument. Not sure how to check for that, any assistance would be greatly appreciated *! I suspect that the solution to this might involve searching the instrument lists with LINQ.

As an added bonus, you now have access to all properties of the Instrument object of the added instrument - not just session properties, but also TickSize and whatever else you might need. Which, it is hoped*, will also be greatly appreciated* !

Placing you on the path to making MUCHO DINERO® ! Which, it is hoped*, will also be greatly appreciated* !


( *by whom ??)

[NinjaTrader_ZacharyG]

Hello,

I just wanted to provide an update. We've sent an email to IQFeed support and they have stated that they will be applying a fix on their end and expect it to be in place early next month.

We are currently tracking this with an internal tracking number of NTEIGHT-9367.

[Ricam]

Looking forward to a fix. Happened last night, too (Monday night) so it's not limited to weekends.

[Ricam]

Happens during equity extended trading hours

This error is now happening on weekday mornings after 8AM ET, within
the US Equities ETH. The error is for equities that are used as added secondary dataseries

If it continues after the start of RTH I will let you know.

It is now "early next month". What is the status of the fix NTEIGHT9367... did it make things worse?

Thx in advance for keeping us updated on this.

[Ricam]

Default Error, Unable to call Add method

After the log got painted red I restarted Ninjatrader and connected to ONLY CQG*.
One of my tabbed charts failed to load properly. F5 did not correct it so I Reloaded All Historical Data, getting these errors, which I don't usually see under those conditions.

Is there a way to trap the condtion that causes this within the Configure state, before trying to call AddDataSeries, which I am assuming is the cause of this... but might not be.

*Yesterday when connected to CQG (futures data) and DTN IQ (stock data) did not have these problems during US Equities RTH.