Historical data error on CL

[jatrader]

I am getting a similar error today. was working fine on the weekend but today it gives me "error in requesting historical data from IB: No security definition has been found for the request"

[jackh]

Jason,
There is overnight data available via my data provider (Zenfire) and I am told that if Ninja Trader would update their API this data would be available. Given the history of problems with historical data it would seem to be prudent to update the API so that recurrent problems could be easily solved rather than just accepted.

Updating the API seems like a reasonable request especially since it is more difficult for those like me (who have purchased lifetime NT licenses) to look elsewhere for a reliable platform such as Investor RT; as was suggested by another frustrated user on this thread.

I am aware that NT is now marketing their own data feed, However, to not apply a simple fix that would make the Zenfire feed a more reliable historical data feed could appear to loyal customers like myself as a lack of reciprocal loyalty as well as an unfair marketing strategy.

When I purchased my lifetime licenses their was no representation that I would need to have a data provider other than Zenfire to have reliable historical data. To change the rules in the middle of the game would not show loyalty to long term customers, especially when a fairly simple solution is available.

[NinjaTrader_Jason]

Hello jatrader,

Please note that the issue reported in this forum thread is related to the NinjaTrader historical data server only. IB does not make use of our historical data server - you load historical data from them.

Can you please proceed as follows. Disconnect from IB and go to Control Center-->Tools-->Options-->Data-tab and click Reset Instruments.

Restart NinjaTrader and connect to IB. Create a new CL 03-11 chart and check if the requested data is loaded. Please be aware that historical tick data is not supported with IB, so any tick based charts will not load any historical data from IB.

[jackh]

Jason,
It took 18 minutes to reply to ja trader. But I have been waiting for almost 2 hours now for a response to my request to update the API connection to Zenfire; which would solve the historical data problem refered to in this thread.

I realize this request may need to be dealt with at a level above you. But atleast a response that my request has been forwarded to the appropriate party seems reasonable.

[NinjaTrader_Kyle]

jackh,

Excuse the delay. I will forward this request on to development for further consideration.

[philipp]

hello,

i have the same problem with cl, and this is the 2nd week this problem occurs. posted already last week that cl data is missing. can you please solve that in the very near future.#
thanks in advance

[NinjaTrader_Jason]

Hello philipp,

Giannilab reported the same at post #14. However I do not see any missing data during the weekend of 30 January as per the CL. Can you please right click in the chart and select 'Reload Historical Data'. Do you still miss data?

Unfortunately there will be historical data missing for last weekend - the historical data server did not record data at the times in question.

[philipp]

hi,

thats the first i did (reloading). last week the data was in the chart from around midday (european time).
yesterday data missing from midnight until 14.30 (also european time). wrong pivot calculation, wrong ohl data --> not so good for trading. but i think you will fix that very soon right??
greetings

[NinjaTrader_Jason]

Hello philipp,

Please note that you refer to two different issues. The first issue you mentioned is a known issue with the NinjaTrader 7 data servers. Please see the forum link below at post #11.

http://www.ninjatrader.com/support/forum/showthread.php?t=31793&highlight=Eurex+missing

You will be able to load the missing historical data later in the day.

The issue reported on this forum thread is different. Our historical data servers did not record data for last Sunday and Monday morning as per the CL instrument. There is no historical data available, so unfortunately you will not be able to load it at all.

[jackh]

Has development responded to my request to addresss the issue of not having missing data by updating the API for Zenfire. I need to know their position ASAP as I need complete historical data in order to trade. And I will take action to look for other sources of historical data if NT is not going to act to solve the problem as I have suggested.

[jackh]

Jason, Has development responded to my request to update the Zenfire API in order to address the problem of missing data? I need to know ASAP because I depend on complete data for my analysis and will need to address the issue of a reliable source of historical data before resuming live trading.

[NinjaTrader_Jason]

Hello jackh,

Unfortunately updating the Zen-Fire API will not solve your issue and bring back the historical data that is missing. The issue occurred due to a bug in the Zen-Fire API which will be fixed. Unfortunately there is no ETA yet.

Please note that Zen-Fire itself does not provide any historical data itself. As a courtesy we allow Zen-Fire users to load historical data from our historical data server.

You could subscribe to an additional quality data service such as Kinetick and use both feeds simultaneously. If you connect to Kinetick first and Zen-Fire second, you will retrieve all data from Kinetick and you can trade your live account that is connected via Zen-Fire. Please see the link below for more information regarding multiple connections.

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

[jackh]

Jason,
Thank you for your timely response. I realize the the Zenfire API fix will not solve the missing data issue this time. However, I am told it would prevent further occurences. Is that your understanding as well?

[NinjaTrader_Jason]

Hello jackh,

Yes, that is correct - the fix will prevent the issue from recurring.

[jackh]

Jason, If I want to use Zenfire for realtime data but another data feed for historical data do I disable historical data on the Zenfire connection but connect first to Zenfire?