Can't load historical data

[Bud_Fox]

Hi,

I'm using version 6.5.1000.9. I can connect to IB OK but I can't load past data, i.e. the 1st bar starts printing but all previous bars don't show up. This only happens with Tick, Range, & volume charts. Minute data loads fine. My last date is the current date. Days back is 3. Any ideas why that is?

Thanks

[NinjaTrader_Kyle]

Hi Bud_Fox,

Thank you for your post.

Interactive Brokers provides historical data in minute and daily formats only. Historical tick data is not available.

Please let me know if you have any additional questions.

[Edthetrader]

That's not true. I'm with IB and I have been getting tick data up until half way through the trading session this morning. What's up with that?

[NinjaTrader_Kyle]

Hi Edthetrader,

Thank you for your post.

Interactive Brokers does provide live tick data, just not historical tick data.

[thrunner]

http://www.traderslaboratory.com/forums/f51/ib-tick-data-worth-anything-4839.html#post54152

Some confusion arising here about tick and historical data download from IB.

There are 3 different kind of quote data available form IB:

1. Tick data (realtime) is coming (as stated) in 0.2 to 0.3 sec intervals. It is mostly truly realtime but it can (rarely) be lagging max. a few seconds.
It comes as price (of trade) and volume information. If any trades at price levels away from the given price took place you will never know (this could happen only for very liquid instruments). Good thing is you never loose track of volume traded.

2. Historical data (to be downloaded). It can be ordered in various granularities (1 sec=minimum NOT 5 sec as was stated, 5 sec, 10 sec ... 1 day). The data comes as: Open, High, Low, Close, Volume (OHLC).
In one data request you can get (depending on interval chosen) about 2000 data points (33.3 minutes if 1 sec interval chosen).
Data download is throttled: If you make several data requests, you can only have one data request every 11 secs or so. That makes downloading of 1 sec data of a longer time interval pretty slow.

3. Realtime Bars (realtime at 5 sec intervals, OHLC bars). Currently it is only possible to get 5 sec realtime bars. Data comes (as with historicals) as Open, High, Low, Close, Volume.
The advantage over tick data is that you can be sure that you will see if a new High or Low has been made.
Tick data and Realtime bars from one symbol can be ordered in parallel.

[Bud_Fox]

I thought it would, Sierra Charts has no problems at all. I still can't get NT to load tick, range, or volume (live)data with IB - minute data is fine, anything else - just hangs up. Any solutions?

[NinjaTrader_Jason]

Hello Bud_Fox,

Unfortunately historical tick data is not supported in NinjaTrader with IB.

http://www.ninjatrader-support.com/HelpGuideV6/HistoricalData.html

[Pistol101]

Historical data corruption

Hi,
I am having difficulty loading charts.. Lost power Friday and had issues since.
Received the 1st error message (see attached capture3), then repaired db, restarted, reconnected, then received 2nd error message (see attached capture4).
I am using a live licence but running the GAIN demo feed for forex pairs.
I also use a Trading Technologies feed for futures.
I am unable to get charts on any feed for any market..
Any assistance would be greatly appreciated.
Thanks
P

[NinjaTrader_Ben]

Hello,


Please delete the Default workspace you are working in by going to documents>ninjatrader 6.5>workspaces. Then restart NT.

[Pistol101]

historical data corrupted

Hi Ben,
Thanks for the reply. I have completed ur request but the problem is unchanged. Do you have any more suggestions?
I am still receiving the 'historical data corruption message', but now that the market is open and I have connected to GAIN feed, I am now getting candles on my page but its only the most recent candles, no historical data as usual, and indicators havent appeared as there are not enough candles yet....
Cheers
P

[NinjaTrader_Ben]

Hello,

You lost power, so maybe you have a corrupt database: Tools>Options>Misc>Rename database.

[Pistol101]

Hi Ben,
So its as easy as renaming the database, is that correct?
Thanks

[Pistol101]

Ben,

Are these files named appropriately? (see attached)

Thanks

[NinjaTrader_Jason]

Hello PistolPete,

Please follow these instructions.

Close NinjaTrader. Delete the 'NinjaTrader' file and rename the 'NinjaTrader.Old' file to 'NinjaTrader'. Start NinjaTrader and go to Tools-->Options-->Misc-tab and click Repair DB.

Connect to your data feed and let me know if the error message persists.

As per the historical data when connected to Gain, please ensure to have selected the NinjaTrader server as per historical data in the Gain connection wizard.

Go to Tools-->Account Connection, highlight your Gain connection and click Change. Gain provides limited historical, while the NinjaTrader server provides much more historical data. Once you verified the historical data, connect to Gain and create a new chart. Check if the requested historical data is present in the chart.

[Pistol101]

Hi Jason,
Thank you for your favourable reply. I followed ur instructions and now have charts... I am still receiving a message regarding 'historical data corruption', but the charts are loading the relevant data period, so thats a little odd... I have live data and can now resume trading so job well done mate... If u do know why I am still getting the error message and how to remove it I would be grateful for the info...
Many thanks,
Cheers,
P