Forex GBPJPY IB

[zark.be]

Hello,

i have an issue with $GBPJPY, i have two problems, that are probably linked.

Problem 1 :

I have 3 years of historical data in TradeStation, i run the usual NT DATA DOWNLOAD script (like i have done many other time before on FDAX or EMD).
I get an import file for NT, as usual, all seems normal.

I tell NT to import it, same as usual, dialog box shows the current dates being imported, all looks good.

I then open a chart on $GBPJPY, chart is empty.
I tryed rebooting, renaming the import file from GBPJPY to $GBPJPY ( as suggested somewhere on forum), doesn't change a thing.

So, i load historical data from IB, my chart fills up, my strategy runs, i can start working.
But now, here comes problem n°2

Problem 2 :

A new day is upon us, i open IB, i then open Ninja, my workspace opens, my chart on $GBPJPY opens with the historical data i loaded previously from IB, all looks fine.
I then connect to IB.
As usual, chart refreshes ... BUT it doesn't load the couple of hours i missed, it starts reloading ALL the data !! off course the usual IB Pacing Violation exception pops up (any chance on controlling that behavior in future versions ?)

I have another chart with EMD open and behavior is normal.

Please advice.

NinjaTrader is 6.5.1000.14
.NET version 2.0.50727.3603
XP SP3

[NinjaTrader_Jason]

Hello zark.be,

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

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

When you imported the TradeStation historical data, did you create a minute based chart in NinjaTrader?

Unfortunately there is no workaround as per the IB historical data limitation. Please wait 5 minutes and request additional historical data.

[zark.be]

Hello Jason


Thank you for your quick response.
So i did the following :


Disconnected the data feed.
Erased the historical data for $GBPJPY .
Compacted the database
Imported the data from TS
Created a new chart in 1minute like you suggested.

no data appears.

Is there a way to check what data the NT database has ?

[NinjaTrader_Jason]

Unfortunately it is not supported to access the database and check what data is lists.

Did your chart use correct begin and end times to reflect the data you imported?

[zark.be]

Yes,


i imported data from 1/1/2006 till somewhere in octobre.

I created a chart from 1/1/2009 till 1/10/2009 in 1minute bar.

And the chart is exactly empty.

And the chart is a 24hr chart, just like the exported data.

[NinjaTrader_Jason]

What name did the .txt file have that you imported?

What instrument in TradeStation did you export the data; was this a continuous contract?

In addition, what exact interval was used in the NinjaTrader chart?

[zark.be]

Jason >

Filename was the default one created by the TS export stategy :
GBPJPY.txt
i also tryed renaming it to $GBPJPY.txt
same effect.

GBPJPY is a Forex Symbol

TS Symbol : GBPJPY


interval in NT is 1 minute
(like i said, 1 minute bar chart )

[NinjaTrader_Jason]

Could you please send the .txt file to [email protected] so I can test it on my end.

[zark.be]

File sent..

txt file was zipped for obvious reasons.

[zark.be]

Okay ..

i seem to have found the reason, although i can't really explain it.


I created a new chart, but instead of using the instrument i defined, I manually chose Currency, GBPJPY.
That worked.

So i deleted the instrument, and recreated it. and now it still works .

Very strange.



edit:


So now i see the data when offline.
If i now connect to IB, it starts loading ALL the data .. even though it's clearly there .....


edit2 :

I reseted db, cleaned everything out, re-exported the data, made sure everything was clean. and now GBPJPY behaves as expected ...

strange