Data Reloading Help

[dwitkin]

Hello. I'm in the process of moving my paper trading from TD Ameritrade to IB. I've successfully configured the IB TWS / NinjaTrader connection. However, I'm running into a few problems I'm hoping you can help with.

1. Data Reloading
I have a market analyzer window open with a few common symbols (GLD, IWM, etc. See attached screen shot). I click on GLD and my linked 2min chart starts to get updated. The Control Center status says it is loading the historical data, and the process to load the historical data takes roughly 30 seconds. The chart does not display until all the data is loaded. I'm not loading a ton of data - chart is set to load 200 bars.

First question: Is this reasonable / expected behavior? The same process on the same chart when I was using TD Ameritrade data took just a few seconds. (Note: Just disconnected from IB and used TD Ameritrade on the same chart, same symbols. Took literally 1-2 seconds.)

When the chart finishes loading, lets say I want to look look at IWM. I click on IWM on the Market Analyzer window and the same 30 second data load process occurs. Once finished, I click on GLD again and the Control Center says it is re-loading the GLD data again... takes another 30 seconds. Again, the new chart is not displayed until all the data is loaded.

This either was so fast with TD Ameritrade I didn't notice it, or TD Ameritrade didn't reload all historical data each time I went back and forth between symbols where I had already downloaded the historical data.

Second Question: Once the historical data is loaded for a given symbol, should it be re-loaded each time I leave and return to a chart a few minutes later? Is there a way to disable this "feature"? I would think the data would be stored locally and the backfill would only grab the new data since the chart was last used, no? The way it is currently working makes reviewing charts (and discretionary intraday trading) unusable. There must be a configuration issue, correct?

2. Data Error Messages
When I try to get a quote in Market Analyzer for the S&P500, I get the attached error message: "... no market data permissions for CBOE...". Any idea why?

[NinjaTrader_PatrickH]

Hello dwitkin,

Thank you for your post and welcome to the NinjaTrader Support Forum!

NinjaTrader loads data from your data provider whenever it determines it could potentially not have all the data pertaining to the requested time period.

NinjaTrader will load data when:

1. The End date parameter of the Data Series window contains the current day
2. The End date parameter of the Data Series window contains the last day of data available in your data repository
3. The data repository contains no data within 3 days of the first day loaded in the chart

For more information on when NinjaTrader loads historical data please visit the following link: http://www.ninjatrader.com/support/h...rical_data.htm

To disable the retrieval of the historical data from the broker's server please go to the Tools > Options > Data tab > then disable the Get data from server (if available) option > OK.

For the second item, what data provider are you connected to when this error appears?

I look forward to your response.

[dwitkin]

Patrick,

In response to your question, I'm connect to IB.

In terms of the rest of your response, while I appreciate it and it is helpful information, it doesn't fully answer my questions (e.g., is it reasonable / expected behavior for the scenrio I typed out; should the data provider re-load data if I click on a different symbol, back to the original symbol, etc.). I'd greatly appreciate it if you would re-read the questions / scenarios I posted and respond.

Thanks for your help.

[NinjaTrader_PatrickH]

Hello dwitkin,

Thank you for your response.

The error message means you are not enabled for data for this instrument (i.e. SP500 index).

Certain data feed providers may take longer to download data from their servers than others. The items I provided detail when and why NinjaTrader loads historical data.

NinjaTrader loads data from your data provider whenever it determines it could potentially not have all the data pertaining to the requested time period.

NinjaTrader will load data when:

• The End date parameter of the Data Series window contains the current day
• The End date parameter of the Data Series window contains the last day of data available in your data repository
• The data repository contains no data within 3 days of the first day loaded in the chart

For more information on when NinjaTrader loads historical data please visit the following link: http://www.ninjatrader.com/support/h...rical_data.htm

Please let me know if I may be of further assistance.

[dwitkin]

OK. So, based on the response you gave and the information at the links you provided, the situation I'm experiencing with data reloading over and over and taking 30 seconds to load is a bug. How do we get it fixed?

Thanks for your help.

[NinjaTrader_PatrickH]

Hello dwitkin,

Thank you for your response.

The 30 seconds load time is not a bug. This is due to general latency between you and the data server for your data feed provider. It will be different for each provider, as each provider's data server is not the same distance from your PC as the next and the demand on one server during different hours will always be different.

[dwitkin]

Patrick,

While I have a hard time believing the IB data feed is a factor of 15 slower than TDA, that's not the bug I'm talking about.

Based on the links you provided, Ninja should not be re-loading days of historical data when I switch between symbols where I already loaded the historical data for those symbols minutes ago. Based on the links, that is not supposed to happen. The link you gave me says, "To minimize the need to load data and to speed up chart load times, NinjaTrader maintains an internal cache of your prior accessed data. When data is in this cache, NinjaTrader will use it to populate your charts instead of loading from your data provider."

This is not happening for some reason and is an issue. Who can I work with to log a bug?

[NinjaTrader_PatrickH]

Hello dwitkin,

Thank you for that clarification.

This is actually working as expected. When you are not viewing the instrument the data is not being loading and thus not being saved. So when you switch to another instrument on your chart it loads the data.

However, you can create a Market Analyzer (File > New > Market Analyzer) and load each instrument you use onto the Market Analyzer. This way the data is always viewed and being saved no matter what is viewed on you chart.

For information on the Market Analyzer please visit the following link: http://www.ninjatrader.com/support/h...t_analyzer.htm

Please let me know if you have any questions.

[dwitkin]

Hello dwitkin,

Thank you for that clarification.

This is actually working as expected. When you are not viewing the instrument the data is not being loading and thus not being saved. So when you switch to another instrument on your chart it loads the data.

However, you can create a Market Analyzer (File > New > Market Analyzer) and load each instrument you use onto the Market Analyzer. This way the data is always viewed and being saved no matter what is viewed on you chart.

For information on the Market Analyzer please visit the following link: http://www.ninjatrader.com/support/h...t_analyzer.htm

Please let me know if you have any questions.

Wow. That's great... if only I had been using the market analyzer when I'd experienced these problems... but wait, I have been using the market analyzer to switch between the symbols... exactly as I've described 4 times now in the threads below.

This type of support where you don't read the information I've provided is not helpful and is a major waste of time. Can you please pass this on to a more senior member of your team, please?

[NinjaTrader_Matthew]

Hello dwitkin,

Sorry for any miscommunication here.

If you are using the Market Analyzer, the data should be cached and should load relatively fast.

To benchmark this, can you please remove any indicators from your chart as this may impede the load time. Once on a clean chart, please switch from one instrument to another and then switch back to the original instrument. Does this still take ~30 to load the data? If so, please send an email to support[at]ninjatrader[dot]com and we can run some additional diagnostics over remote support.

[dwitkin]

Thank you for providing some useful feedback / suggestions. I'm out of pocket for a few days but will try what you suggest late this week or early next week and report back.