TD Ameritrade, $TRIN, "exceeds max price gap "

[sledge]

I've already reset my database per support after things appeared to get really screwed up. And this is still happening with $TRIN.

I started throwing these "exceeds max price gaps", and then the #'s started getting really whacked out.. like the (-9223372036854.78) value for TRIN. My $TRIN charts on the old database were being affected by this and displaying this.

I'm using TD Ameritrade..and it wouldn't surprise me if they are sending out these values. This kind of relates to my complaints about if my session template is 9:30 - 4:00 pm, why am I even getting a 6:00 am value of (-9223372036854.78).....

So maybe I've got another database heading to being trashed? DX and ES appear fine.

7.0.1000.3 multi broker-live, on windows vista 32bit.

I don't ever remember these 'exceeds max price gap' until february 2011?... I think previous version didn't care or there was no such nonsense happening from TDA.


I've got errors from 4/4 (my last reboot of NT in my log).. but these -922343223423.78 start happening after 9:30 on my chart and my charts are FUBAR'd.










Date,Category,Message,
4/7/2011 9:31:00 AM,Default,Cbi.BarsBytes.ToBytes: open for '^TRIN'/ Minute at 4/7/2011 9:31:00 AM exceeds max price gap (0.42),

<cut out many errors from missing time gaps of same values>

4/7/2011 9:30:26 AM,Default,Cbi.BarsBytes.ToBytes: open for '^TRIN'/ Minute at 4/7/2011 9:31:00 AM exceeds max price gap (0.42),
4/7/2011 9:30:26 AM,Default,Cbi.BarsBytes.ToBytes: open for '^TRIN'/ Minute at 4/7/2011 9:31:00 AM exceeds max price gap (0.42),
4/7/2011 9:30:25 AM,Default,Cbi.BarsBytes.ToBytes: open for '^TRIN'/ Minute at 4/7/2011 9:31:00 AM exceeds max price gap (0.42),
4/7/2011 9:30:24 AM,Default,Cbi.BarsBytes.ToBytes: open for '^TRIN'/ Minute at 4/7/2011 9:31:00 AM exceeds max price gap (0.42),
4/7/2011 9:30:23 AM,Default,Cbi.BarsBytes.ToBytes: open for '^TRIN'/ Minute at 4/7/2011 9:31:00 AM exceeds max price gap (0.42),
4/7/2011 9:30:22 AM,Default,Cbi.BarsBytes.ToBytes: open for '^TRIN'/ Minute at 4/7/2011 9:31:00 AM exceeds max price gap (0.42),
4/7/2011 9:30:22 AM,Default,Cbi.BarsBytes.ToBytes: open for '^TRIN'/ Minute at 4/7/2011 9:31:00 AM exceeds max price gap (0.42),
4/7/2011 9:30:21 AM,Default,Cbi.BarsBytes.ToBytes: open for '^TRIN'/ Minute at 4/7/2011 9:31:00 AM exceeds max price gap (0.42),
4/7/2011 9:30:20 AM,Default,Cbi.BarsBytes.ToBytes: open for '^TRIN'/ Minute at 4/7/2011 9:31:00 AM exceeds max price gap (0.42),
4/7/2011 9:30:19 AM,Default,Cbi.BarsBytes.ToBytes: open for '^TRIN'/ Minute at 4/7/2011 9:31:00 AM exceeds max price gap (0.42),
4/7/2011 9:30:19 AM,Default,Cbi.BarsBytes.ToBytes: open for '^TRIN'/ Minute at 4/7/2011 9:31:00 AM exceeds max price gap (0.42),
4/7/2011 9:30:18 AM,Default,Cbi.BarsBytes.ToBytes: open for '^TRIN'/ Minute at 4/7/2011 9:31:00 AM exceeds max price gap (0.42),
4/7/2011 9:30:17 AM,Default,Cbi.BarsBytes.ToBytes: open for '^TRIN'/ Minute at 4/7/2011 9:31:00 AM exceeds max price gap (0.42),
4/7/2011 9:30:16 AM,Default,Cbi.BarsBytes.ToBytes: open for '^TRIN'/ Minute at 4/7/2011 9:31:00 AM exceeds max price gap (0.42),
4/7/2011 9:30:16 AM,Default,Cbi.BarsBytes.ToBytes: open for '^TRIN'/ Minute at 4/7/2011 9:31:00 AM exceeds max price gap (0.42),
4/7/2011 9:30:15 AM,Default,Cbi.BarsBytes.ToBytes: open for '^TRIN'/ Minute at 4/7/2011 9:31:00 AM exceeds max price gap (0.42),
4/7/2011 9:30:14 AM,Default,Cbi.BarsBytes.ToBytes: open for '^TRIN'/ Minute at 4/7/2011 9:31:00 AM exceeds max price gap (0.42),
4/7/2011 9:30:13 AM,Default,Cbi.BarsBytes.ToBytes: open for '^TRIN'/ Minute at 4/7/2011 9:31:00 AM exceeds max price gap (0.42),
4/7/2011 9:30:13 AM,Default,Cbi.BarsBytes.ToBytes: open for '^TRIN'/ Minute at 4/7/2011 9:31:00 AM exceeds max price gap (0.42),
4/7/2011 9:30:11 AM,Default,Cbi.BarsBytes.ToBytes: open for '^TRIN'/ Minute at 4/7/2011 9:31:00 AM exceeds max price gap (0.42),
4/7/2011 9:30:11 AM,Default,Cbi.BarsBytes.ToBytes: open for '^TRIN'/ Minute at 4/7/2011 9:31:00 AM exceeds max price gap (0.42),
4/7/2011 9:30:10 AM,Default,Cbi.BarsBytes.ToBytes: open for '^TRIN'/ Minute at 4/7/2011 9:31:00 AM exceeds max price gap (0.42),
4/7/2011 9:30:10 AM,Default,Cbi.BarsBytes.ToBytes: open for '^TRIN'/ Minute at 4/7/2011 9:31:00 AM exceeds max price gap (0.42),
4/7/2011 9:30:08 AM,Default,Cbi.BarsBytes.ToBytes: open for '^TRIN'/ Minute at 4/7/2011 9:31:00 AM exceeds max price gap (0.42),
4/7/2011 9:30:08 AM,Default,Cbi.BarsBytes.ToBytes: open for '^TRIN'/ Minute at 4/7/2011 9:31:00 AM exceeds max price gap (0.42),
4/7/2011 9:30:07 AM,Default,Cbi.BarsBytes.ToBytes: open for '^TRIN'/ Minute at 4/7/2011 9:31:00 AM exceeds max price gap (0.42),
4/7/2011 9:30:07 AM,Default,Cbi.BarsBytes.ToBytes: open for '^TRIN'/ Minute at 4/7/2011 9:31:00 AM exceeds max price gap (0.42),
4/7/2011 9:30:05 AM,Default,Cbi.BarsBytes.ToBytes: open for '^TRIN'/ Minute at 4/7/2011 9:31:00 AM exceeds max price gap (0.42),
4/7/2011 9:30:05 AM,Default,Cbi.BarsBytes.ToBytes: open for '^TRIN'/ Minute at 4/7/2011 9:31:00 AM exceeds max price gap (0.42),
4/7/2011 9:30:04 AM,Default,Cbi.BarsBytes.ToBytes: open for '^TRIN'/ Minute at 4/7/2011 9:31:00 AM exceeds max price gap (0.42),
4/7/2011 9:30:03 AM,Default,Cbi.BarsBytes.ToBytes: open for '^TRIN'/ Minute at 4/7/2011 9:31:00 AM exceeds max price gap (0.42),
4/7/2011 9:30:02 AM,Default,Cbi.BarsBytes.ToBytes: open for '^TRIN'/ Minute at 4/7/2011 9:31:00 AM exceeds max price gap (0.42),
4/7/2011 9:30:02 AM,Default,Cbi.BarsBytes.ToBytes: open for '^TRIN'/ Minute at 4/7/2011 9:31:00 AM exceeds max price gap (0.42),
4/7/2011 9:30:01 AM,Default,Cbi.BarsBytes.ToBytes: open for '^TRIN'/ Minute at 4/7/2011 9:31:00 AM exceeds max price gap (0.42),
4/7/2011 9:30:00 AM,Default,Cbi.BarsBytes.ToBytes: open for '^TRIN'/ Minute at 4/7/2011 9:31:00 AM exceeds max price gap (0.42),
4/7/2011 9:30:00 AM,Default,Cbi.BarsBytes.ToBytes: open for '^TRIN'/ Minute at 4/7/2011 6:00:00 AM exceeds max price gap (-9223372036854.78),
4/7/2011 5:59:39 AM,Default,Cbi.BarsBytes.ToBytes: open for '^TRIN'/ Minute at 4/7/2011 6:00:00 AM exceeds max price gap (-9223372036854.78),
4/6/2011 9:30:00 AM,Default,Cbi.BarsBytes.ToBytes: open for '^TRIN'/ Minute at 4/6/2011 9:30:00 AM exceeds max price gap (1.07),

[NinjaTrader_Brett]

Hello,

Thanks for the note.

Heres what I suggest to stop this from coming in from TDA. You will need to clear your data for the tick. Disconnect then Tools->Historical Data Manager->Edit Tab and Delete the tick data. Specifically for the days that cause this if you want.

Then goto Tools->Options->Data Tab and enable the tick filter. I would set it at something like 50 percent filter should do the trick, you can set it higher if you'd like. Then what will occur if NinjaTrader will filter these ticks out. If a tick that comes in that gets filtered if NinjaTrader gets 3 consecutive ticks at the price level it will assume thats a valid new price and then plot the data so it should be a good safe guard as long as your only getting 1 or 2 oor so bad ticks from TDA that would cause this error.

I look forward to assisting you further.