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Missing Eurex Data

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    Missing Eurex Data

    Hi NT Support,

    Product - FESX, Data feed - CQG,
    Problem - missing T&S data

    Twice this week I have noticed FESX T&S data just stops updating whilst other Eurex products are fine.

    http://www.screencast.com/t/2OCHWzfL - custom DOM but it should show the issue, which I resolve by restarting NT.

    Is this a software or data provider issue?

    Many thanks,

    #2
    Hello,

    Thanks for the post.

    What version are you using? Our current release is V7.0.1000.21 which you can check under Help--> About
    If you have R21, can you reset your instruments under Tools--> Options--> Data tab--> Reset Instruments and let us know if this corrects the issue.
    Vince B.NinjaTrader Customer Service

    Comment


      #3
      Thanks Vince, I will follow up in a couple of days.

      Comment


        #4
        Hi Guys,

        Problem is still evident after update and reset.

        I have noticed that the T&S data stops flowing when I enter a live trade.

        Edit:

        Video added - http://www.screencast.com/t/X6gef0ygaV
        Last edited by GolfingGolfer; 02-12-2014, 02:31 AM.

        Comment


          #5
          Hello,

          What feed is used in the other window? If you are using a different datafeed it can result in differences.



          Discrepancies Between Different Data Feeds
          Different data feeds produce different charts, especially when using tick based intervals vs time based intervals. Market data vendors each employ various methods for tick filtering, throttling and time stamping. As a result, no data stream is 100% identical and thus can cause subtle differences in charts. Since NinjaTrader supports many of the leading brokerage and data feed technologies, it is highly likely that two traders using NinjaTrader on different data feeds will have minor differences when plotting the same market and time interval.
          Vince B.NinjaTrader Customer Service

          Comment


            #6
            Hi Vince,

            One data connection (CQG).

            T&S data failing to update when I am in a trade is the problem, not any datafeed differences.

            Another example - http://www.screencast.com/t/EPtR6GzpfYl

            T&S updating trade information until working order gets filled, then no further updates.

            edit: removed acc info from video
            Last edited by GolfingGolfer; 02-12-2014, 06:37 AM.

            Comment


              #7
              Hello,

              Can you please send your Log and Trace files from yesterday and today to support at ninjatrader dot com and refer to this post. Put in the subject 'For Vince' and we will then further investigate.

              You will find the log file on your PC in the (My) Documents > NinjaTrader 7 > Log folder.
              • The log file will be named "log.20140211.txt" and "log.20140212.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.20140211.txt" and "trace.20140212.txt"
              Vince B.NinjaTrader Customer Service

              Comment


                #8
                Solved - duplicate symbol issue.

                Thanks to Vince and the guys, great support.

                Comment


                  #9
                  The issue was solved after investigating the Log and Trace files.

                  This is what was replied to the client:

                  You submit your order on FESX 03-14:
                  2/12/2014 12:11:30 PM|1|32|Order='XXXXXXXXXX' Name='' New state=Filled Instrument='FESX 03-14' Action=Sell Limit price=3091 Stop price=0 Quantity=1 Type=Limit Filled=1 Fill price=3091 Error=NoError Native error=''

                  but the execution/instrument update comes on "DSX 03-14":

                  2/12/2014 12:11:30 PM|1|16|Execution='XXXXXXXXX' Instrument='DSX 03-14' Account='XXXXXXXXX' Exchange=Eurex Price=3091 Quantity=1 Market position=Short Operation=Insert Order='1371431115' Time='2/12/2014 12:11:30 PM'
                  2/12/2014 12:11:30 PM|1|64|Instrument='DSX 03-14' Account='XXXXXXXXXX' Avg price=-7.92281625142643E+28 Quantity=0 Market position=Long Operation=Remove Currency=Euro

                  This tells us you have two instruments in your database with the same symbol mapping
                  DSX is the CQG symbol mapping for FESX

                  So if you go to Tools--> Instrument Manager, you'll find a "Master Instrument" named DSX as well as FESX
                  That DSX needs to be deleted.
                  Vince B.NinjaTrader Customer Service

                  Comment

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