Historical data for some instruments fails to load

[tbwerz]

I've been running a live strategy for about a year now, I have about 100 instances of it running, each on a different instrument.

I've noticed that on a daily basis, a few instruments stop loading historical data overnight, which causes the strategies that run on those instruments to stop working since they no longer receive any bar updates. This tends to affect about 4-5 instruments per day and varies as to which ones they are.

When I look at the historical data I can confirm that there is no history for these instruments, while there is history for other instruments.

When I use Strategy Analyzer to simulate trading on these instruments, I can also confirm that the historical data is not loaded or processed for the instruments that exhibit the problem, but that it works fine for other instruments.

The only fix I have found so far is to close NinjaTrader and then re-open it. Disconnecting and reconnecting has no effect. This of course introduces some daily pain into my otherwise automated trading process and is a problem when I'm not available to restart everything.

I am using Kinetick for the historical data feed and IB for live trading, with NT 7.0.1000.13. Has anyone experienced similar problems or have ideas of what might be causing this? It seems like it's on NT's side since everything works fine after re-starting NT, but reconnecting to Kinetick doesn't fix anything.

Thanks,
Tom

[NinjaTrader_Lance]

When data for one of these instruments is not loaded due to a connection loss, you should be able to restore this data when reconnecting to Kinetick. Please go to tools -> Options -> Data tab -> Ensure Get data from server (if available) is check marked.

Additionally you will need to ensure Kinetick remains the primary connection. To do this you will have to first connect to Kinetick and then connect to IB. (You can identify connection order in the bottom left of the control center, left to right)

Unfortunately there is no supported method to automate this process. You may consider looking into a partner like this for monitoring your connection status etc http://triagetrading.com/

Let me know if I can be of further assistance.

[tbwerz]

Thanks Lance. I do have "Get data from server" checked. I have NT set to connect to Kinetick automatically first, then I manually connect to IB so that I can put in the security card data. IB does disconnect me every night so I have to re-connect after that happens, but my Kinetick connection remains connected all night. So when I check it in the morning I am connected to Kinetick still (green in the status bar) and disconnected from IB. In this state, if I do something like run a strategy in strategy analyzer, the current days data is not pulled or used from Kinetick. I have to close NT then re-open it for it to work. Any ideas on this?

[NinjaTrader_Lance]

By default the strategy analyzer excludes the current day's trading from the from and to dates.

If you have made sure the to date is set to today's date:
From the control center go to tools -> historical data manager -> download tab
From here you will be able to manually download data from a specific period for a specific instrument.

If the issue persists please manually send your most current log and trace files to support [at] ninjatrader[dot]com, so I may investigate this matter further.

You will find the log file on your PC in the (My) Documents > NinjaTrader 7 > Log folder.

The log file will be named "log.YYYYMMDD.txt"
You will find the trace file on your PC in the (My) Documents > NinjaTrader 7 > Trace folder.

The trace file will be named "trace.YYYYMMDD.txt"

In the subject line: ATTN Lance

In the body please include your issue or a link to this thread.

[tbwerz]

Thanks Lance. I have the strategy end date set to a date in the future. I will test this again on Monday when it happens again and try to download the data.