Symbol data loading limitation in MA

[sagargv]

Hi, I have Market Anlyzer (MA) window with the following columns: Instrument, LastPrice, NetChange, DailyVolume.

I am trying to first load the entire nasdaq set of symbols (~2822 symbols) in MA to scan for certain conditions. I notice different results when trying to load the data with different connectors:

1) Google connector: No data gets loaded for any symbol in MA. However if I use a chart for any symbol, it is able to retrieve data and display for daily, weekly, periods.
2) Kinetic EOD connector: Same behavior as above.
3) Yahoo connector: Data gets loaded for above columns only for about 25 symbols. The remaining symbols do not show any data. However I can chart daily and weekly data for any symbol from the MA table.
4) TDAmeritrade: More data gets loaded for above columns than google and yahoo. However again is not able to load data for ALL symbols. Again in the charts it is able to retrieve data.
5) MBTrading: Loads about 195 symbol data in MA. I think there may be a 200 symbol limit on this connector.

Is this behavior expected? If so, is there any way to workaround this? Will it load better if some sort of delay is added between each symbol load - if so, how?

I would like to be able to scan the nasdaq symbols for a certain price range and volume and then further analyze for certain conditions in real time. How can I achieve this?

Thanks in advance.

[NinjaTrader_Jason]

Hello sagargv,

1. Unfortunately this is as expected, since Google only provides historical daily data. Please see the following link under 'Understanding the data provided by your connectivity provider'.

http://www.ninjatrader.com/support/helpGuides/nt7/historical_data.htm

2. The free KineTick feed support historical daily data only as well.

3. Yahoo also supports historical daily data only. However, you can get real-time data for some instruments as you describe, but officially it supports historical daily data only.

4. It seems that TD AMERITRADE does not support each instrument as per the Nasdaq instrument list. What happens if you select these instruments in the Control Center-->Orders-tab? Do you receive data in the upper left corner or do you perhaps receive an error message in the Log-tab?

5. I am not sure if your MBTrading connection has a 200 symbol limitation - I suggest to clarify with MBTrading.

In addition, I have included information below on how to obtain discounted rates and free trials from the following datafeed providers.

Barchart.com (subscriptions starting at $45/monthly):

https://www.barchart.com/register/realtime/?ID=NJA

IQFeed offers a 7-day free trial for NinjaTrader users.

https://www.iqfeed.net/ninjatrader/index.cfm?displayaction=start&promo=1717496

eSignal promotional rate for NinjaTrader clients:

http://www.ninjatrader.com/webnew/eSignalSpecialNinja08.pdf

[sagargv]

Thank you for the feedback.

Even if I subscribe to one of the datafeeds say, BarChart, they have a max symbol/datafeed limit of around 200-500 symbols. This would mean that using Barchart or IQFeed i wont be able to scan the entire set of nasdaq symbols on a daily interval.

Here is what I would to achieve:
1) Use *daily* data to narrow down a list of nasdaq stocks based on a certain price range and min volume. Unlimited daily data is available from google or yahoo which I can potentially use.
2) Using above filter, I would like to narrow down to 200 symbols for further analysis in real time. For this part, I can likely use datafeeds from BarChart or IQfeed.

In MA, I have SMA(price, 1), VOLMA(1) in MA set for daily interval. I have also added "real-time" columns like Bid, Ask price. With this I am able to achieve #1 item above using Google connector only. No 'real time' data feeds like MBTrading or TDA is connected. The Bid, Ask price dont show any data (which is fine for this step).

Now I am not able to transition #1 list in MA to step #2 to monitor the #1 list in real time. If I now connect to MBTrading, which is configured for real-time only, MA tries to reload historical data for entire Nasdaq symbols again and the columns go back to displaying no data. Any feedback would be appreciated...

Thanks again.

[NinjaTrader_Jason]

You can connect to multiple connections simultaneously. NinjaTrader will retrieve real-time data from the first connection, so I suggest to connect to MBTrading first. More information regarding multiple connections can be found at the link below.

http://www.ninjatrader-support.com/HelpGuideV6/MultipleConnections1.html

Let me know if this will not work for you.

[sagargv]

Is it possible to distinguish between historical daily/weekly/... data and historical intra-day data for connectors in addition to real-time. Currently we only seem to be able to configure for real time vs historical data in our Account connector options:
"Historical data:
Use xxx server"

So for eg: I'd like to use Google (which is so much faster) for daily/weekly data and use MBTrading for daily intra-day and real-time data.

It would be nice to add these features to NT:

1) Be able to decide which connection to use for real-time, intra-day historical data, daily/weekly/... historical data.

So for eg: when I load a 1min chart: NT should use the intra-day historical connection to load the chart and then use the real-time connection for real-time data feed. Similarly when the chart is set to daily/weekly/... periods it should use the daily/weekly connector.

Currently we dont seem to have that level of granularity.

2) Another feature request: Be able to save MA list of stocks and reload/import them at another time. Also it provide an option if we would like to "refresh" the data from loaded MA list.

Thanks.

[NinjaTrader_Jason]

Unfortunately it is not supported to distinguish different types of historical data per data feed. You can disable historical data for data feeds to ensure historical data will not be retrieved from that data feed.

"So for eg: I'd like to use Google (which is so much faster) for daily/weekly data and use MBTrading for daily intra-day and real-time data."

You would connect to Google first and MBTrading second. All historical daily data will be retrieved from Google, since it is the first connection. Real-time and intra-day historical data will be loaded from MBTrading, since it is not available by Google.

I will forward your suggestions to our Development team as well and ask them if they can add this to the list of future considerations of the software.

Please note that you can create custom instrument lists in the Instrument Manager, which you can load in the Market Analyzer when you like. Please see the link below for more information.

http://www.ninjatrader.com/support/helpGuides/nt7/instrument_lists.htm