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Ninjatrader servers send incorrect daily data for FXCM CFDs

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    Ninjatrader servers send incorrect daily data for FXCM CFDs

    Hello,

    As of Sunday evening Ninjatrader historical data servers are messing up 2014 daily data of FXCM CFDs and some other instruments. Sport Forex instruments (currencies) work fine. Results are huge and extremely small daily, weekly and monthly bars. I tried all recommended solutions (db repair, db reset, instruments reset, deleted entire db, re-installed ninjatrader including deleting NT folder in my documents....) without any luck. Finally, when I changed in my FXCM connection from Ninjatrader historical data servers to FXCM servers I got correct data.

    However, FXCM servers are incredibly slow. It would be great if this issue is resolved.

    Many thanks,

    Dejan

    #2
    Hello Dejan,

    When I test it on my end, I notice that Friday bars are missing. I was able to correct it by selecting the 'US Equities RTH' session template in the Data Series menu of the chart. This is because the CFD AUS session template uses multiple sessions per day which affects daily data negatively.

    However I understand you refer to the large range of the last few days as per the attached screenshot. I am able to reproduce it on my end. However I only load such bars for the last few days. Daily bars around the weekend for previous weeks load as expected. Do you see the same?

    You can manually correct the data in the Historical Data Manager-->Edit-tab. Instructions can be found at the link below.
    Attached Files
    JasonNinjaTrader Customer Service

    Comment


      #3
      All daily data, as of Jan 1, 2014 are messed up. Please see screenshots below. That means that I would have to edit 96 daily bars for each instrument. It is weird that all worked fine until last weekend.

      Thanks
      Attached Files

      Comment


        #4
        Hello Dejan,

        Can you please delete all daily data for 2014 in the Historical Data Manager. If this is too much work because too many instruments are affected, you could delete all historical daily data.

        Shut down NinjaTrader and navigate to the folder below.

        C:\-->Users-->*Windows user account*-->Documents-->NinjaTrader 7-->db

        Delete the "day" folder.

        Delete the "cache" folder as well. (please delete this folder as well if you choose to delete the daily data from within NInjaTrader)

        Start NinjaTrader but do not connect to FXCM yet. Change your FXCM connection to load historical data from FXCM. Subsequently connect to FXCM so all daily data is loaded from FXCM.

        Once all daily data is loaded, please disconnect FXCM. Switch back the historical data source to NinjaTrader servers. Connect to FXCM again.
        JasonNinjaTrader Customer Service

        Comment


          #5
          Unfortunately, this did not help. Still have the same problem.

          Comment


            #6
            When you connected to FXCM after setting historical data to FXCM servers, did you load correct data in charts?

            Once historical data is loaded in NinjaTrader, it is saved automatically. Subsequently when you connect to FXCM (with historical data set to NinjaTrader servers), it should not reload all historical data again.
            JasonNinjaTrader Customer Service

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              #7
              Ninjatrader reloaded historical data and I have the same problem again. Interestingly, this happens both on my desktop and notebook PCs.

              Comment


                #8
                Yes, I did load correct data when I was on FXCM servers, but then when I switched back to Ninjatrader servers same problem occurred.

                Comment


                  #9
                  Ok, so initially data was loaded correctly (with historical data set to FXCM). However once you connected to FXCM with historical data set to NinjaTrader servers, it reload all historical data.

                  It should not reload all historical data. Please see the link below under 'When does NinjaTrader load historical data?' for more information.



                  How did you delete the daily data - from within NinjaTrader or did you delete the db-->day folder?

                  Could it be you did not delete the cache folder?
                  JasonNinjaTrader Customer Service

                  Comment


                    #10
                    I have deleted the entire db folder.

                    Comment


                      #11
                      Hello Dejan,

                      Thank you for your response.

                      Please follow the steps below exactly as detailed.

                      Please go to Tools > Account Connections > FXCM > Change > Next > set the Historical Data Servers to FXCM > Next > Next > Finish. Then shut down NinjaTrader > go to the following directory on your PC: (My) Documents\NinjaTrader 7\db > then delete the cache, tick, minute and day folders (DO NOT DELETE THE DB FOLDER) > restart NinjaTrader > connect to FXCM and open your charts.

                      Once complete please go to Tools > Account Connections > FXCM > Change > Next > set the Historical Data Servers to NinjaTrader > Next > Next > Finish. Restart NinjaTrader and open your charts again.

                      Please let me know if the historical is still incorrect at that point.

                      Comment


                        #12
                        Hello Patrick,

                        I followed your instructions. No luck. Still have the same problem. Please, see my charts after I did what you instructed me to do.

                        Dejan
                        Attached Files

                        Comment


                          #13
                          Hello Dejan,

                          Thank you for your response.

                          This is the same item we are seeing on our end as well with the NinjaTrader Historical Servers. At this time just use the FXCM Historical Servers when requesting Daily data.

                          Comment


                            #14
                            Many thanks.

                            Comment


                              #15
                              Any progress with this issue?

                              Comment

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