Meat futures data issues

[corrado]

Hi,

The latest NunjaTrader application v. 7.0.0.1000.6 is unable to use the loaded meat futures data (LE, HE, GF contracts for 08-11). I verified in Edit data of Historical data manager that data is there, but Charts and Strategy optimizer do not load the data. The provider used: IB, Barchart, Kinetick.
Interesting, that on my older laptop with older NinjaTrader 7.0.0.23 the data is available and all works.

[NinjaTrader_Matthew]

Hello corrado,

Thank you for your post.

Can you please clarify which interval you are having issues with? Daily, Minute, or Tick?

[corrado]

NinjaTrader_Matthew,
I have issues with daily interval only. Minutes interval is fine.

[NinjaTrader_Matthew]

corrado,

Thanks for the clarification.

Please try setting your Daily charts to the Default 24/7 session template.

• Right click in your chart and select Data Series.
• In the Data Series menu, set the "Session Template" property to "Default 24/7", then click OK.

Please let me know if you continue to experience issues.

[corrado]

No, That did not help. Now I can't get chats for all instruments.

[NinjaTrader_Jason]

Hello corrado,

Can you please try a different connection sequence than IB - BarChart - Kinetick and check if you load data in charts.

Please note that you will receive real-time data from the first connection. Only if the first connection does not support an instrument type (future, stock, forex, index), NinjaTrader will receive data from the second connection. Since IB supports all instrument types, it will receive all data from IB.

Check if you receive data for the instruments in question when connected to BarChart or Kinetick first.

[corrado]

No luck with that too. See screenshots attached. As you see there is historical data loaded, but charts do not display any data at any interval right now.
I connected with only Barchart provider now.

[NinjaTrader_Jason]

Can you please double check if the 'Default 24/7' or 'Default 24/5' session template is selected in the Data Series menu of the chart. Please right click in the chart and select Data Series and make sure the 'Session template' option is setup accordingly.

There is a known issue in version 7.0.1000.6 which causes daily charts not to load data using most session templates. It is solved by using the 2 session template mentioned.

The issue will be fixed in the next version (7.0.1000.7) and does not occur in version 7.0.1000.5 either which is still available on our download page.

I tested a daily chart for the HE 07-11 and HE 08-11 and it loaded data in the chart. Please note that the current front month contract is HE 07-11.

[corrado]

I changed session template to 'Default 24/7' or 'Default 24/5' and got it working today. Strangely it did not work yesterday as did the same thing.
The merged contract you had in the screenshot and I got by default settings simply is not trade able for me, look at the gaps. I changed the specific contract Merge policy to "Do Not Merge" and got the proper contract chart that I need to trade and back-test.
Thank you for the quick help. Hope the issue is going to be fixed in the next build.

[corrado]

The same issue started to occur again today. I worked with previous version till now without daily chart issue. But today the same issue appeared with the previous version. Changing session template did not help. I installed current version again - no luck. Looks lie a bug to me in both versions with daily charts. The minutes charts have no data right now as well - get empty chart. I reinstalled NinjaTrader , rebooted PC - still no data in charts.

[NinjaTrader_Jason]

Am I correct you still are only connected to BarChart. If not, please tell me what connection sequence you use.

I can create daily charts as expected in 1000.6 using the 'Default 24/7' session template while connected to BarChart when I test it.

Do you perhaps load chart templates in the charts? If so, please create charts without a chart template and check if this will make a difference.

What instruments do you have selected in the charts?

[corrado]

I'm using barcharts connection, but neither Yahoo or Kinetick work. Instruments do not matter. Try GLD and SPY. I found an error in the trace file:
2011-07-04 10:14:17:734 *************** unhandled exception trapped ***************
2011-07-04 10:14:17:734 The added or subtracted value results in an un-representable DateTime.
Parameter name: value
2011-07-04 10:14:17:734 at System.DateTime.AddTicks(Int64 value)

This may cause the issue. No template used. I sent an email to you Jason to [email protected] with log and trace files attached. Please let me know how to fix it.

[NinjaTrader_Jason]

Can you please check if your PC clock is set to the correct time and date. If you need to make any changes, please close NinjaTrader. Once you configured your PC clock properly, please check if the issue remains.

If so, can you please tell me if you select a chart template in the daily chart that you create? Does the chart template perhaps contain indicators that use large periods? The same crash has been reported at the forum thread below, see post #17.

http://www.ninjatrader.com/support/forum/showthread.php?t=38049&highlight=The+added+or+subtracted+value

The customer was using EMA indicators with a really large period. Could it be your chart template uses indicators with large periods as well?

[corrado]

I reinstalled fresh NinjaTrader and do not use any template, nor indicator. My PC clock is fine.

[corrado]

See latest test screenshots attached showing the issue.