NT7 and IB - No market data available to drive the simulation engine

[Spiderbird]

Hi all,

I'm using the approved versions of NT and IB (as well as Java) via NT's connection guide: http://www.ninjatrader.com/Connectio...nnection-Guide

I have a connection to IB and can see instrument data as well as the IB mosaic window. I've test loaded different instruments off the S&P and it shows them updating fine.

When I try a particular instrument that I've used in the past for market replay simulations (ex: TNA), I can't get any data on it to run the simulator.

I've attempted to send an order directly from the Control Center (Buy 100 at Market) and the status shows as initializing for about 20 seconds, then shows a pop-up with an error message saying:

Interactive Brokers: There is no market data available to drive the simulation engine. affected Order: Buy 100 Market

The instrument is updating in IB in real time. The instrument is also present and added in NT in the Market Analyzer (which doesn't show activity), the SuperDOM (no activity) and a 20 tick chart (no activity).

Now the weird thing is that I've gotten market data from this instrument before, and have used it in market replay to test strategies. But, the last time I tried for this particular instrument (TNA) was back in 2013.

My gut tells me there needs to be some redefinition of the instrument on NT's side (like a configuration of some sort). The sim price for the instrument is updated, so that's not it.

Any advice on where to start? Any help would be appreciated.

Thanks in advance!

[NinjaTrader_DaveI]

Hello,

NinjaTrader comes pre-loaded with the most commonly traded instruments. However, you may find the need to add an additional instrument. After checking on my end, I can confirm that TNA does not come pre-loaded in NinjaTrader, and it may be the same for the other instruments you are attempting to view. Please follow the instructions below to add an instrument in the Instrument Manager.

• From the NinjaTrader Control Center window select the menu Tools > Instrument Manager
• Press the "New" button
• *Enter in instrument specific information and select the appropriate exchange (add Default exchange for equities in addition to the actual exchange)
• Fill in any relevant information under the "Misc" tab such as symbol mapping for your target connectivity provider
• Press the "OK" button

* If you wish to add an equity, this can be accomplished without following the steps above. Just open a chart (for example) and start typing in the symbol and a new instrument is automatically created.

The instrument is now added to the master instrument list. Please follow the instructions below if you want to add this instrument to an instrument list.

• Select the instrument list you wish to add the instrument to via the "Instrument lists" drop down list in the upper left hand corner
• Select the exchange (Default recommend for equities) as this will route orders to your broker smart routing system
• Select the appropriate expiration date if this is a futures instrument
• Press the "<" button to add the instrument to the list
• You are now complete and can press the "OK" button.

Please let me know if I can assist further.

[Spiderbird]

Hi Davel,

I'm already aware that TNA doesn't come pre-loaded. I stated in my original post that I had already successfully added that instrument to the instrument list, was getting market data from it, recording it, and using it for market replay (back in 2013). I apologize if that wasn't clear.

It's now January 2015, and the data feed for that instrument is not working. I re-added it in NT per your instruction above, and the sim feed starting price was wiped out. Still doesn't connect.

In the 'Misc' tab of the Instrument Editor, there's a 'Symbol Map' list for IB, where TNA is mapped as 'TNA'. This is a new definition I just created, as the other definition was wiped out when I re-added the instrument per your instruction. I'm wondering if that's what needs to be properly defined before this instrument updates?

IB Reference page for TNA:

http://www1.interactivebrokers.ch/contract_info/v3.9/index.php?action=CONTRACT_DETAILS&clt=1&sess=1422377488&site=IB&mid=001&conid=55679435&detlev=2

The exchanges that are defined in the Instrument Manager are 'Default' and 'ARCA'.

What other options are there?

[Spiderbird]

So here's some more information that may help.

I'm using a Sim101 connection to IB.

I can add an instrument like AAPL to my instrument list, and the data feed shows in NT in the upper left hand side of the control center. I sent a test 'Buy 100 at market' through the Control Center and it filled the order. However, the order did NOT show up on IB's side. I'm assuming it's because I have a Sim101 account and this is default behavior (whereas before I used to see the order in IB irregardless of my licensing level).

I deleted all 'TNA' references as an instrument in the 'Instrument Manager' window and readded it with defaults to a new instrument list (along with AAPL). All Bid/Ask/Last fields shown 'n/a' when the instrument is selected in the 'Name' dropdown in the 'Orders' tab in the Control Center.

I've also tried Symbol mapping TNA with '$TNA', 'TNA.IV' and 'TNA'. No luck with any of these.

Help?

[NinjaTrader_DaveI]

Hello,

I've just successfully brought up a chart for TNA using an Interactive Brokers connection, after adding TNA with the specifications that you mentioned ("TNA" symbol mapped to Interactive Brokers, "Arca" and "Default" exchanges selected).

Please send me your log and trace files for today so that I may look to see if any errors are preventing you from receiving the data.

You can do this by going to the Control Center-> Help-> Mail to Platform Support (please do not attach the files in the forum).

Please reference the following ticket number in the body of the email:*1245214

Regarding the Sim101 account -- when you place trades to this account, all of the trades are simulated locally on your PC, so no order information will be sent to Interactive Brokers. When using your Sim101 account, the only exchange of info between Interactive Brokers and NinjaTrader is the price and volume data sent from the Interactive Brokers data feed to NinjaTrader.

I look forward to your reply.

[Spiderbird]

Hello,

I've just successfully brought up a chart for TNA using an Interactive Brokers connection, after adding TNA with the specifications that you mentioned ("TNA" symbol mapped to Interactive Brokers, "Arca" and "Default" exchanges selected).

Please send me your log and trace files for today so that I may look to see if any errors are preventing you from receiving the data.

You can do this by going to the Control Center-> Help-> Mail to Platform Support (please do not attach the files in the forum).

Please reference the following ticket number in the body of the email:*1245214

Regarding the Sim101 account -- when you place trades to this account, all of the trades are simulated locally on your PC, so no order information will be sent to Interactive Brokers. When using your Sim101 account, the only exchange of info between Interactive Brokers and NinjaTrader is the price and volume data sent from the Interactive Brokers data feed to NinjaTrader.

I look forward to your reply.

Done! Just sent per your instruction above.

[Spiderbird]

Hmmm...

Well, haven't heard from anyone on NT's side for 12 hours, so an update on my end.

I tried uninstalling NT (with Revo Uninstaller) and re-installing the current version using my SIM license. No dice on getting TNA data to load.

I tried restoring two different backups. One from 2/1/2014 and another from 9/2/2012. While the latter had outdated IB connection info that I corrected, neither of these could generate TNA data once the connection to IB was established.

I haven't experimented with the Ninjatrader 7 folder in my 'Documents' folder, and I'm holding off till someone from NT responds. Hopefully sooner than later.

[NinjaTrader_DaveI]

Hello,

I believe my email from platformsupport [at] ninjatrader [dot] com may have gotten stuck in your spam filter. Please see the text of my email below:

Subject: RE: NT7 and IB - No market data available to drive the simulation engine
Cc: <email hidden>

Hello,

Thank you for sending those files. Looking in your trace file, I am seeing several instances of the following error:

ERROR: Requested market data is not subscribed.Error&ARCA/STK/Top 354

It is likely that your Interactive Brokers account may not be enabled for ETFs, or for the TNA specifically. I recommend contacting Interactive Brokers to ensure that you are enabled for this instrument.

Please let me know if I can assist further.

[Spiderbird]

Hi Davel,

The ARCA errors you're seeing are a product of my own experimentation with trying to get TNA to work within NT yesterday. The main symbol listing/instrument definition I use normally is for Nasdaq.

Just to cover all my bases, I contacted a chat representative at IB this morning. Here's the transcript:

Robert M: Hello, this is 'Robert M'. How may I help you?
(Me): Hi there. Got a question. Is there anything in my account that's preventing me from seeing the TNA/TZA etf's via Nasdaq?
(Me): In other words, I should be able to see tick data and price updates in TWS, correct? That's what I'm experiencing in TWS, but it's not showing up in my Ninjatrader client.
Robert M: one moment
Robert M: You have access to the tickers, but you are not subscribed to data. I am not sure if you subscribe through ninja or not

... and there you go. My subscription to the data had expired or changed. *facepalm* Ugh...

Thanks for your help Dave!

[NinjaTrader_DaveI]

You bet -- Don't hesitate to reach out to us with any further questions.