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NinjaTrader
no data when exchanges come online
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no data when exchanges come online
I log onto NT in the evening before bed and when the Eurex opens at 2am NT doesn't pick up the data until I disconnect and re-connect. I set up a task on my workstation to drop my internet connection and renew it at that time which works but it would be nice to have some feature in NT that lets you set a time for when it can request data for exchanges that will come online while NT is running.Tags: None
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Originally posted by Momentum View PostThis happens with eSignal - no broker feed.
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This doesn't have anything to do with the brokers resetting the server. THe cme & cbot are open in the evening and when I log on I get data for those contracts, but when eurex comes online at 2am the data is not recorded. When I log into NT I get a log message saying the market data request was rejected for all eurex products and it says unknown instrument. What needs to happen is that market data request to be scheduled when the markets open. Is there anyway to re-send the market data request through ninja script?
I believe this needs to be built into the application. You could have the open and close times stored for each product in the Instrument editor
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I believe Ray already provided the answer fro you here: http://www.ninjatrader-support.com/v...ighlight=eurex
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That answer was not correct. I have no issues now with login. The problem as far as I can tell is that ninjatrader requests market data for all instruments only when it first connects, or if it reconnects due to a connection issue.
So if an exchange comes online after ninjatrader is running it doesn't automatically request market data again when the exchange is available. I trade CME, CBOT, and Eurex and I may start trading Liffe contracts soon. Liffe and Eurex come online in the middle of the night in my timezone and I would like to be able to be confident that NT will be getting data so that I can to run a strategy overnight.
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Ok, let's try to iron this out:
- please make sure you are on NT6R4
- please do not leave NT running over night as your broker resets his server. This will ultimately cause trouble
- as the above is true: are you saying as you then connect on a new day you will not get data streaming in for all instruments on your workspace? If so, would you have a reproducible scenario so we could look into that?
Also: which broker (technology) are you with?
Thanks
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I didn't want to post the brokers name on the forum. I'm trading through a TradingTechnologies.
I shut down at 4:15 -5 when all the markets are closed and never log back in before 6pm when the CME starts trading again.
Yesterday I noticed that cbot did not start recording data at 7pm when it starts trading.
I am using NT6r4 and this is definitely reproducable.
All times are EST but I do not know for sure when my broker restarts their servers. I assume it is at the only time of day that all exchanges are closed. 5-6pm EST
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