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TD Ameritrade Missing daily historical data

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    #16
    Hello scjohn,

    The error in the attached screenshot is only displayed in our software. It seems a message from TD AMERITRADE stating they were unable to provide the requested historical data at that time. Does the the error persist upon requesting it a different time? If so, I sugggest to contact your broker regarding the historical data for this instrument.

    It seems all other data is displayed as expected during market hours. I am not sure why yesterday's data was not present for the two stocks mentioned. Does this occur with any of the nstruments already present in the Market Analyzer?

    I suggest to check if this behavior persists Monday morning before markets open.
    JasonNinjaTrader Customer Service

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      #17
      Hello Manny,

      I just tested a XLF, EEM and EFA daily chart on my end and it loaded the requested data including yesterday's bar. It took a few moments to load on my end.

      I suggest to restart NinjaTrader and try once more. It could be your setup is requesting too much resources; try the stocks with only one chart opened and check if this will make a difference.
      JasonNinjaTrader Customer Service

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        #18
        Manny,

        Regarding "hanging" when loading data on a chart. See this thread:


        My experience has been that anything longer than 60 seconds and NT is hung up waiting for data that will never come. At this point the only way I can clear this condition is to restart NT.

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          #19
          Jason,

          The second time I went back to FDO, the daily chart was correct. No missing data.

          Because of my use of Market Analyzer and link my charts to the Market Anlyzer, I feel that the historical data in the Database is either missing or inaccurate. See: http://www.ninjatrader-support.com/H...BuildChartBars .

          I uses to have a column in the Market Analyzer that was an indicator based upon daily data and was calculated on Calculate on bar close = true. I would be missing yesterday's data and would have to force a Reload Historical data after the maker opened for the daily chart.

          I will forward several emails that i sent to Mike to your attention at support.ninjatrader. and referencing this thread.

          Comment


            #20
            Hi Jason. I repaired the database, restarted, shut down the 3 market analyzers that had been running and tried bringing up 'XLF', 'EFA' and 'OIL.' The data for yesterday's bar was wrong, but this time I was able to reload the data and it gave me the correct data. 'DIA' and 'QQQQ' were correct without having to reload the data.

            Do you think it can be a resource issue on my machine? My market analyzers are not linked to my chart. Is one chart and three market analyzers taxing on my system?

            Thanks

            Manny

            Comment


              #21
              Hello Manny,

              That could be the case. Depending on how many instruments, columns and indicators the Market Analyzer contain, it can take up quite some resources.

              Please see the following link for more instructions to improve the performance of NinjaTrader.
              JasonNinjaTrader Customer Service

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                #22
                Manny,

                I have 1 Market Analyzer linked to 2 charts - daily and 60-minute.

                The Market Analyzer has 12 columns but only 1 column is an indicator. That indicator is running on a 60-minute interval with 'Compute on bar close' = true. I have had as many as 50 symbols in the Market Analyzer.

                CPU utilization is under 12% about 90% of the time. Intel Dual Core 3.0 GHz with 4 GB ram. No problems.

                Edit. Physical Memory usage is at 39% with 69 processes running.

                Comment


                  #23
                  Tried an experiment this morning before the market opens. The experiment is to use IB instead of TD Ameritrade as the data feed.

                  Start NT and let the default workspace load and do it's thing. Workspace contains 1 Market Analyzer and 2 charts. The 2 charts are linked to the Market Analyzer.

                  Save the layout of the Market Analyzer.
                  Now delete the Market Analyzer.
                  Create a new Market Analyzer and load the previous saved layout.
                  Add 2 symbols to the new Market Analyzer: KG and MR. As far as I know these 2 symbols are not in the database.
                  Start IB's TWS and the connect to IB via NT.
                  Let the Market Analyzer update.
                  Link the Market Analyzer window to the 2 charts.
                  Click on the 2 rows/symbols to load data on the 2 charts.

                  After getting past the IB/NT pacing warnings, the daily chart(s) showed yesterday's data for both symbols. This would not have happened using the TD Ameritrade data feed.

                  You are left to draw your own conclusions.

                  Comment

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