Connecting to TD Ameritrade External Data Feed

[bridenour]

Hi,

This seems to happen to me consistently. About 50% of the time when i connect to Ameritrade it wont connect. I think have to kill and restart NT over and over until it connects successfully. While doing this, i usually clear cache on the browser and also "flatten everything", but i havent been able to figure out what makes it eventually work. It seems random.

I'd be glad to let someone use my Ameritrade account to see if they can reproduce it. Let me know how i should get this to you.

[NinjaTrader_Dierk]

Great. First make sure you're running on a TDA express account as outlined here: http://www.ninjatrader.com/webnew/su...AMERITRADE.htm

If problem persists then please mail your TDA account credentials to "dierk AT ninjatrader DOT com". Thanks

[tonyh]

TD Ameritrade Problems: Loading NT6.5 program and charts

Hello Dierk:

I have read all the posts on this thread about these problems. I have enabled "express trading" in "My Profile" of TD Ameritrade account. Currently I only run a simulated account.

1. What is the best way to handle the problem of having to stop and start NT6.5 numerous times to load up the software? Once loaded, I can connect to TD Ameritrade.

2. Once I finally get NT6.5 started and connect to TD Ameritrade, I keep getting no response when trying to load a chart. It seems like all the system resources are being used up to try and bring up a chart. My mouse arrow slows way down. I have to exit out of NT6.5 and try again.

I got rid of IQFeed because I thought that was the problem. But now I see it's possibly related to NT6.5 simulated licenses. Is there a current patch/install (2009) that will handle these problems? I will relate to those who read this thread that it appears that one cannot be logged onto TD Ameritrade account in browser and try to start NT6.5 program. It hoses entire system up. Thanks.

Tony

[NinjaTrader_RJ]

Hi Tony,

1.) Make sure you are on the latest version of NinjaTrader 6.5.1000.8. You can check under Help --> About.
If not, please download from this link: http://www.ninjatrader.com/webnew/download_download.htm

2.)Please use the following link for some performance tips: http://www.ninjatrader-support.com/H...anceTips1.html

3.)Try repairing your database as well: Tools --> Options --> Misc --> Repair DB.

4.)Also run a virus/malware scan as harmful programs can cause poor PC performance.

5.) If all of the above fail, try renaming your database:
1. Shut Down NinjaTrader
2. Go to \Documents\NinjaTrader6.5\db
3. Rename the file NinjaTrader.mbd to OldNinjaTrader.mbd

[tonyh]

RE: TD Ameritrade Problems-Loading NT6.5 program and charts

Hi RJStein:

I have made all the changes you suggested in post, the last change being to rename the database and restarting NT6.5.1000.8. It appeared to load much quicker, as based on the other changes suggested, I now no longer retain realtime data in database. However, there is still a problem with the charting part. I set all data settings in option window to 3 years to see if the data is loading correctly. After several tries, the Daily chart appears to load 3 years of data correctly. However, the Weekly chart only loads ~20 weeks, not the 156 I set in data tab of options window. I shut down NT6.5 and restarted it before any testing. TD Ameritrade confirms with their charting package that the data is there. What else could I be missing on the data part to ensure I get the correct amount of data? Thanks.

Tony

[NinjaTrader_RJ]

Hi RJStein:

I have made all the changes you suggested in post, the last change being to rename the database and restarting NT6.5.1000.8. It appeared to load much quicker, as based on the other changes suggested, I now no longer retain realtime data in database. However, there is still a problem with the charting part. I set all data settings in option window to 3 years to see if the data is loading correctly. After several tries, the Daily chart appears to load 3 years of data correctly. However, the Weekly chart only loads ~20 weeks, not the 156 I set in data tab of options window. I shut down NT6.5 and restarted it before any testing. TD Ameritrade confirms with their charting package that the data is there. What else could I be missing on the data part to ensure I get the correct amount of data? Thanks.

Tony

Helly Tony,

I just tested with AAPL stock in TDA. I used the "Start Date" field in Format Data Series. I set Start date to 1/1/2000 and was able to load data in both the daily and weekly chart.

Test this and let me know if you experience the same.

[tonyh]

RE: Using "Start date" vs. "Days back" Range Setting

Hi RJStein:

"Start date" appears to work. However, with one caveat: NT Internal Cache.

If I am correct, NT6.5 stores a previously loaded chart in internal cache so that it doesn't have to ping the data provider for prices all the time. Based on my testing, using "Days back" number in 'Format data series' window after previously loading a "Start date" specific chart that has less number of bars will produce the "Start date" specific chart.

Am I correct in my testing/assumptions about NT Internal Cache?

Thanks.

Tony

[tonyh]

RE: Start Date field

Hi again RJStein:

After more testing I have found 2 symbols that do not work using the "Start date" field: COW and DAG

Could you please try these in the same manner as you did for AAPL in the previous post. Perhaps there is something else I need to do to finally move on from this problem.

Thanks.

Tony

[NinjaTrader_Jason]

Hello Tony,

I tested these two stocks on mmy end and was unable to retrieve historical data as well. I tried various intervals, but all produced the same error. However, I receive real-time data.

The error states "We were unable to process your request. Please try again later", which comes from the connectivity provider.

Could it be your account is not authorized for historical data regarding these stocks? I suggest to contact your broker and check if you should be able to retrieve historical data for these two stocks.

[NinjaTrader_RJ]

Tony,

This is actually a known issue with 3 letter symbols that will be corrected in the next release of NinjaTrader.

[tonyh]

RE: Three letter symbols (COW and DAG)

Thanks RJStein:

Will look for next update to handle DAG and COW.

Tony

[tonyh]

RE: TD Ameritrade Data Differences (Start Date in Format Data Series window)

Hello RJStein:

I have performed an analysis of this symbol and data problem that might be instructive to you guys. Please note that I created two data set tests containing the following values in the "Tools-Options-Data" tab in "Options" window:

3 year data 4 year data
----------- -----------
Tick, Vol & Range 3900 3900
Second Bars 3900 3900
Minute Bars 99999 99999
Daily Bars 756 1008
Weekly Bars 156 208
Monthly Bars 36 48
Yearly Bars 3 4

Note that I kept Tick through Minute Bars the same values in each run. In each instance, I saved the data, exited NT6.5 and restarted to ensure there was no internal cache problems. When bringing up a chart, here are the "Start Date" values that are grayed out in the "Format Data Series" window:

3 year date 4 year date
----------- -----------
Tick, Vol & Range 06/26/1998 06/26/1998
Second Bars 06/26/1998 06/26/1998
Minute Bars 01/01/1800 01/01/1800
Daily Bars 02/03/2007 05/27/2006
Weekly Bars 09/25/2008 08/4/2008
Monthly Bars 01/23/2009 01/11/2009
Yearly Bars 02/25/2009 02/24/2009

Note the "Minute Bars" value of 1800. Perhaps there is an internal setting problem with 99999 as a minute bar value. In ALL other cases above, NOT selecting "Start Date" will ONLY retrieve data from the date in the grayed out "Start Date" area. This happened in ALL cases. This leads me to believe that there is a hidden correlation between the "Options" window and the "Format Data Series" window that determines the amount of data to retrieve and display. Changing the "Start Date" after loading a chart based on the data number in "Options" window will only bring up data limited to the grayed out "Start Date" value. This is obviously the internal cache problem others have discussed in this thread.

Perhaps the grayed-out "Start Date" selections in the "Format Data Series" window can be indexed to whatever the data selection values are in the "Options" window to get a close enough estimate for number of bars in the chart. Hope this helps.

Thanks.

Tony

[NinjaTrader_RJ]

Hello RJStein:

I have performed an analysis of this symbol and data problem that might be instructive to you guys. Please note that I created two data set tests containing the following values in the "Tools-Options-Data" tab in "Options" window:

3 year data 4 year data
----------- -----------
Tick, Vol & Range 3900 3900
Second Bars 3900 3900
Minute Bars 99999 99999
Daily Bars 756 1008
Weekly Bars 156 208
Monthly Bars 36 48
Yearly Bars 3 4

Note that I kept Tick through Minute Bars the same values in each run. In each instance, I saved the data, exited NT6.5 and restarted to ensure there was no internal cache problems. When bringing up a chart, here are the "Start Date" values that are grayed out in the "Format Data Series" window:

3 year date 4 year date
----------- -----------
Tick, Vol & Range 06/26/1998 06/26/1998
Second Bars 06/26/1998 06/26/1998
Minute Bars 01/01/1800 01/01/1800
Daily Bars 02/03/2007 05/27/2006
Weekly Bars 09/25/2008 08/4/2008
Monthly Bars 01/23/2009 01/11/2009
Yearly Bars 02/25/2009 02/24/2009

Note the "Minute Bars" value of 1800. Perhaps there is an internal setting problem with 99999 as a minute bar value. In ALL other cases above, NOT selecting "Start Date" will ONLY retrieve data from the date in the grayed out "Start Date" area. This happened in ALL cases. This leads me to believe that there is a hidden correlation between the "Options" window and the "Format Data Series" window that determines the amount of data to retrieve and display. Changing the "Start Date" after loading a chart based on the data number in "Options" window will only bring up data limited to the grayed out "Start Date" value. This is obviously the internal cache problem others have discussed in this thread.

Perhaps the grayed-out "Start Date" selections in the "Format Data Series" window can be indexed to whatever the data selection values are in the "Options" window to get a close enough estimate for number of bars in the chart. Hope this helps.

Thanks.

Tony

Hi Tony,

Thank you for reporting.

I will forward this information to development.

[aligator]

>> If you mean my web browser then I did clear that.
Correct. Please let me know how this latest build goes. Thanks

Hi Dierk,

I have the same problems as described in previous notes with NT7 15. I have gone through all fixes trying to establish connection with TD Ameritrade. It stays in "Connecting" mode and no connection is made. I have a real account but I want to use NT7 15 in sim mode with data feed from TDA. I had discussed this with Kyle a while ago and sent him all the log files and information. Nothing seemed to work short of providing my account ID and PW to him so that they log into my account. I have gone through all installation and re-installation routines, cache cleaning, etc., nothing seem to work. This problem seems to be related to Version 7 since I have no problem connection to TDA data feed using Version 6.5.

Any idea or fixes? Thanks.

[dwhall]

Having the same problem connecting to Ameritrade

I am having the same problem connecting to TD Ameritrade using NT7 r16. I've uninstalled/reinstalled multiple times on both a Vista 32 bit machine and Windows7 64 bit machine. I'm using the 32 bit NT7 on the Windows7 laptop.

I get to the same point where the bottom pane says "connecting - TD AMERITRADE" and it stays that way without showing any warning/error messages.

I ran Windows Update of both computers. I did clean installs multiple times.

Thanks