Data issues and questions

[clint2008]

Hi,

I'm collecting on a structured basis all kind of data, tickdata, minutedata, daily, weekly, monthly. Data from IB.

For some investigation I export daily data and the high of May 19th 2009 for the ^DAX on the chart states 5005.31, the exportfile states 4976.6. Also the close is different daily chart 4940.84 vs the exportfile of daily data 4949.33.

Another thing: for Forex I often get a volume that is outside the boundary of the int type and then it is unable to show on the chart. How to deal with this. Is chartvolume presented from recorded data or collected again from datavendor?

Is all locally stored data retrieved again and again and again from datavendor?

Another thing: when my PC is in GMT time, what timestamp does NT record? if my PC is in GMT+6 time, what timestamp does NT record?

Going through all support threads about data and the helpmanual I would say the subject is not very clearly documented. I have a very big database and as I'm running a market replay recorder it is absorbing a huge amount of diskspace for that. Wouldn't it be practical to store data like all other programs in a file per instument / per timeframe. Loading the database takes a long time. I wonder what happens when it is more than 2 GB as that used to be the limit for Microsofts OS to handle.

Hopefully some interesting suggestions?

[NinjaTrader_Jason]

Hello clint2008,

Can you please restart NinjaTrader, close all windows except the Control Center and connect to IB. Create a new ^DAX daily chart. Export the histoircal daily data once more and check if it resembles the data in the chart.

Unfortunately there is no known workaround as per the 2.147.000 volume limitation, however it will be resolved in NinjaTrader 7; it's beta version is expected to be released the end of this quarter.

Please see the link below on how NinjaTrader loads historical data.

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

NinjaTrader will timestamp historical data using your PC clock.

Market replay data is stored per date/instrument at My Documents-->NinjaTrader 6.5-->db-->data.