What does the Historical Data Manager do when downloading?

[adamus]

I've got a confusing situation with the Historical Download Manager.

I thought I had just downloaded two weeks worth of tick data for an instrument from Interactive Brokers, but when I checked in the "Edit" tab, I couldn't see the new data.

I had data up until 2 weeks ago but now the whole of November for "Last" prices is missing.

The data for bid and ask are there but only up until two weeks ago with no sign of a new download. So I have 2 questions:

(1) Does the Historical Download Manager refuse to download data for a price type e.g. Last if the data for that instrument doesn't end on the start date for the download? Or is it happy to leave gaps in the data if that's what I deliberately or accidentally specify?

(2) if I download data that is already in the Historical Data Manager, is that data written over item for item, or is the whole lot deleted before the download, even if the requested data isn't available or an error in the download occurs?

Thanks

[NinjaTrader_Chip]

Hello adamus

Thank you for your post.

Can you detail any changes to your NinjaTrader 7 configuration including any recent upgrades, etc?

What data provider are you connecting to when downloading this data?

For when & how NinjaTrader loads historical data, please have a look at the following info (section: “When does NinjaTrader load historical data?”):

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

[adamus]

Hi Chip,

I started out months ago on beta 17 and I have upgraded with each release as it comes out, e.g. the last upgrade was from beta release candidate 1 to final 1 when it came out 10 days ago or so.

I haven't changed anything in the configuration since then. In fact, the first time I opened the Options dialog in months was just now to do "Repair DB" although I don't think that affects the historical data, does it?

I am connected to Interactive Brokers.

That info you directed me too only refers to automatic loading of data by NT. The problem was manual data downloading in the Historical Data Manager - those questions relate specifically to the impact when I download manually.

(1) Does the Historical Download Manager refuse to download data for a price type e.g. Last if the data for that instrument doesn't end on the start date for the download? Or is it happy to leave gaps in the data if that's what I deliberately or accidentally specify?

(2) if I download data that is already in the Historical Data Manager, is that data written over item for item, or is the whole lot deleted before the download, even if the requested data isn't available or an error in the download occurs?

[adamus]

Hi Support,

any feedback on this for me?

My data set for November is basically toast now.

I'm holding off on re-running the download for it from Interactive Brokers until you can enlighten me about the impact of doing manual downloads in the HDM, because I don't want to trash any more of my data.

Obviously it's a massive task to download so much stuff from IB due to their retarded "pacing violations" policy, so I'd appreciate any help you can give me in getting this right.

Thanks

[NinjaTrader_Chip]

Hello adamus,

Interactive Brokers will support historical tick data for bid/ask but not for Last price. In your original post you mentioned not seeing this data. were you at some point using a different data provider (or another data feed in addition to supplement this tick data) – did you see it previously?

When you mention re-running the tick data download for Nov are you first planning to eliminate (delete) the data currently saved in NinjaTrader?

Please clarify how you want to proceed so I can have a better idea how to assist.

Thank you,

[adamus]

Hi,

thanks for the info. I am still looking for answers to these two questions:

(1) Does the Historical Download Manager refuse to download data for the Last prices if the data for that instrument doesn't end on the start date for the download? Or is it happy to leave gaps in the data if that's what I deliberately or accidentally specify?

(2) if I download data that is already in the Historical Data Manager, is that data written over item for item, or is the whole lot deleted before the download, even if the requested data isn't available or an error in the download occurs?

[NinjaTrader_Kyle]

Hi adamus,

1.) The HDM will request data for the entire period you specify. If data is available, that data will be loaded. If data is not available, that data will not be loaded.

2.) The data is overwritten.