IQFeed backfill problems

[tobbe]

I am using "NT 6.5.1000.8 (Live)" and IQFeed version 4.4.0.3.

More often than not I have backfill problems with NT/IQFeed. They come in two flavours:

1) When I open up NT with my default workspace and connect to IQFeed, it takes very long to backfill (4 charts, all ES). Sometimes the "Loading data ... this request cannot be aborted" dialog stays up forever. Only solution: restart NT and hope for the best.

2) After happily running NT "for a while" (an hour or so) and decide to open up a new chart, for a previously unused symbol, the "Loading data... this request cannot be aborted" dialog pops up and never disappears. The data does not load. Only solution: restart NT and hope not to go into the (1) loop. This one is very annoying since I'm often in the midst of working here.

Any ideas on what is causing this? The charts I load: ES 03-09 343 CVB ( 1 day back), ES 03-09 2401 CVB (3 days back), ES 03-09 16807 CVB (8 days back) and ES ##-## daily bars (365 days back).

My guess right now is that this problem is with NT since I can open the same set of charts on another platform without any problems (5-6 seconds backfill).

cheers,
Tobbe

EDIT: If I close the new chart that takes "forever" to load, the "Loading data... this request can not be aborted" dailog remains until I exit the program (actually it keeps blinking with a very slow freqeuncy like every 5 minutes or so).

[NinjaTrader_Ben]

Hello,

1) When I open up NT with my default workspace and connect to IQFeed, it takes very long to backfill (4 charts, all ES). Sometimes the "Loading data ... this request cannot be aborted" dialog stays up forever. Only solution: restart NT and hope for the best.
>> Try going to Documents>NinjaTrader 6.5>workspaces and delete the workspace you are working in. It may be corrupted. Also resave the workspaces with Bars Back (in the Format data series window) set to a much lower number so the load time is shorter.

2) After happily running NT "for a while" (an hour or so) and decide to open up a new chart, for a previously unused symbol, the "Loading data... this request cannot be aborted" dialog pops up and never disappears. The data does not load. Only solution: restart NT and hope not to go into the (1) loop. This one is very annoying since I'm often in the midst of working here.
>>Again, test it with less back fill on your chart and see if it behaves differently.

If this does not help, please send us your log and trace files from Help>Mail to Support and include the address link to this thread for our reference.

[tobbe]

...
>> Try going to Documents>NinjaTrader 6.5>workspaces and delete the workspace you are working in. It may be corrupted. Also resave the workspaces with Bars Back (in the Format data series window) set to a much lower number so the load time is shorter.

Ok, that seems to have solved part of the problem. I'm not really comfortable with workspaces "becoming corrupt" though.

...
>>Again, test it with less back fill on your chart and see if it behaves differently.

Can't do that. I need the backfill to prime the indicators. Is there a limit in how much you can backfill and if so, what is that limit? IQFeed has 30 days of tick data. Does NT backfill all of that or does it (intelligently) use whatever it already has downloaded and just fill in the gaps?

The issue above is the first I've encountered in NT that is a serious problem for me. NT is a great piece of software and I hope I can stay with it.

Another question: what if I want to go back several years using constant volume bars? I have tickdata from another subscription that spans about 10 years, can I load that data into NT offline so that it just gets the last few days from IQFeed?

thanks,
Tobbe

EDIT: I now use IQFeed 4.5.0.3 as recommended by DTN.

[NinjaTrader_Bertrand]

Hi tobbe, we still recommend using the IQ Feed client 4.3.0.3 -

http://www.ninjatrader.com/webnew/support_IQFeed.htm

NinjaTrader will intelligently determine what needs to be backfilled, to see when it loads data, please check this link - http://www.ninjatrader-support.com/H...ricalData.html

You could export the data from your other source and import by going to Tools > Historical Data > Import, make sure it is formatted according to those guidelines - http://www.ninjatrader-support.com/H...V6/Import.html