NT Reliability

[NinjaTrader_Dierk]

I'm not exactly sure what you mean by "conflicting". Your and my findings are very accurate. Here is again the unfiltered trace output for data sent from TWS API for TF 12-09:
2009-10-15 12:27:25:671 (IB Live) IB.HistoricalDataRequest.Process: date='20091013' open=612,4 high=618,8 low=609,4 close=611,4 volume=89475
2009-10-15 12:27:25:671 (IB Live) IB.HistoricalDataRequest.Process: date='20091014' open=611,6 high=618 low=604,1 close=616,4 volume=138512
2009-10-15 12:27:25:671 (IB Live) IB.HistoricalDataRequest.Process: date='20091015' open=614,5 high=622,9 low=613,6 close=619,7 volume=148644
2009-10-15 12:27:25:671 (IB Live) IB.HistoricalDataRequest.Process: date='20091016' open=619,9 high=621,5 low=619,6 close=620,6 volume=1896

Note: Today is the 15th

I'm not sure why you feel NT should take care of obviously unexpected data sent from IB.

[Harry]

I am not defending IB, they are giving false or conflicting responses. But I cannot fix the problem.

And still I need accurate data for trading with NinjaTrader.

[NinjaTrader_Dierk]

Unfortunately I then only would have 2 suggestions for you:
- you could try setting your machine to a different timezone like EST. Obviously I don't know how TWS/IB works internally but may be that would make a difference
- NT would support other data providers which would not exhibit the data problem you experience with IB. You may consider checking out one or more of them.

[Harry]

For the time being I focus on YM, NQ and ES, as there are no problems. I understand that NT7 will allow editing the database. So if I do not like the daily data, I can change it manually, or import the data from other sources, is that correct?

(This problem only affects daily data of TF futures).

Also I will check, whether the timezone setting for my machine to ET helps.

[NinjaTrader_Jason]

Hello Harry,

That is correct. Please see the link below.

http://www.ninjatrader.com/webnew/NT7/NinjaTrader7.html

New Historical Data Manager
The Historical Data Manager allows you to import/export and edit historical data. The image below depicts a historical tick table with an excluded record (bad tick) marked in red and a changed record which is marked in yellow. If historical data is reloaded it will not overwrite any of the changes, exclusions or data additions. Changes logs are maintained and original values can be easily restored.

[cctrade]

I have had the same exact problem for the last 5 months and no one has answers. I only use one instrument zb and I have to start over everyday with a new database because the 1 minute chart constantly defaults to "saving cannot abort" if I don't. My datafeed is IB. I don't use workspaces I just use a 1 minute and daily chart of zb

[NinjaTrader_Jason]

Hello cctrade,

Could it be you have some old workspaces running in the background you forgot to close?

Check if you are running workspaces in the background (these will request data & resources as well) and close them. Can you please restart NinjaTrader and go to File-->Workspaces and check what workspaces are listed below 'Save Workspace As'. The workspace with the checkmark is the workspace opened on your monitor. Any additional workspaces listed, are opened in the background.

Select a workspace without a checkmark and subsequently go to File-->Workspaces-->Close Workspace. Repeat this process until only one workspace is opened.

Make sure your PC meets the requirements listed at the link below.

http://www.ninjatrader.com/webnew/support_installationguide.htm

What interval is selected in the chart and how much historical data does it request?

What happens if you close the chart, then connect to IB and subsequently open up a new chart via File-->New-->Chart?

[Harry]

NT regularly losing data of merged daily data...

Still with NT 6.5.1000.14

Have merged future contracts, everything was fine, but after some time, many of the merged daily futures show holes on the volume section. In this case the middle section containing data from TF 09-09 is simply missing.

It is no problem for me to merge again, but I know that in some days NT will lose the data again, and it all starts over. Things like this are just tedious.

I did not press any reload buttons to overwrite the merged contracts. The volume in the middle section is not zero but a low number of contracts traded with the next expiry.

I really hope that there will be some improvement with NT7.

[NinjaTrader_Jason]

Hello Harry,

It seems the TF 09-09 did not merge correctly.

I suggest to re-merge the TF 09-09 into the TF 12-09 using the following dates:

18/6/2009 - 17/9/2009

You could create a TF 09-09 chart first and verify if the volume is reported as expected.

[Harry]

This is a NT problem that I have already frequently observed in the past. Contracts are merged correctly, and then after a couple of days they unmerge. Possibly there is some data loading going on in the background that overrides the merged data. This can be also caused on purpose by increasing the lookback period of the chart beyond the data available.

Another potential cause is the Data.Bars.GetBars() method of some of the indicators that may override the merged data, as this also kicks off reloading of daily bars.

The strange thing about the chart below is that NT was only overriding the middle section of the chart, which I cannot explain. Until yesterday the chart was ok, but NT always creates some surprises.

Hello Harry,

It seems the TF 09-09 did not merge correctly.

I suggest to re-merge the TF 09-09 into the TF 12-09 using the following dates:

18/6/2009 - 17/9/2009

You could create a TF 09-09 chart first and verify if the volume is reported as expected.

[NinjaTrader_Jason]

Hello Harry,

NinjaTrader 7 is improved regarding merging data. Please see the link below for more information.

http://www.ninjatrader.com/webnew/NT7/NinjaTrader7.html

New Continuous/Merged Futures Contracts
The concept of continuous contracts are implemented in a manner that allows you to continue to work with the front month for trading (ES 09-09 is the current front month as of this writing) and define a rollover date, June 11, 2009 is the contract boundary between June and September contracts. Rollover dates for the most popular futures contracts will be managed by NinjaTrader server and automatically uploaded to you. You can of course overwrite this. You then set up a "Merge policy" globally which can be overridden at the instrument level. As you request a historical chart, if the days to load crossed over the rollover boundary, NinjaTrader will transparently request the prior month(s) historical data and merge it into one Data Series based on the selected merge policy. This entire process is of course transparent to the user and ensure that a complete chart is received and that you know which contract you are actually executing trades against.

[Harry]

Will wait for NT7

Ok, will wait for NT 7.

[Harry]

Loading historical data with connected charts

This refers to NT 6.5.1000.14

I have a workspace with 4 charts for the same instrument (3 intraday charts and 1 daily chart), a DOM and one NYSE Tick charts. The 4 charts and the DOM are connected

Whenever I change instruments of the charts, there is a probability > 50% that one or more of the charts will remain empty. It just reads "instrument" in the upper left corner and displays some horizontal lines.

Once this happens it is no more possible to create a new chart. I then have to shut down NinjaTrader. It quits with a loud noise "announcement". I really hate this noise because it comes up so often every day.

Only workaround: loading charts one by one. This is tedious and a source of errors on my side as well.

Is there any other way of avoiding permanent crashes , when changing the instrument of connected charts?

[NinjaTrader_Jason]

Hello Harry,

I suggest to reduce the data/resource of the 4 charts. Reduce the amount of historical data in the charts. Use less indicators in the charts or set 'Calculate on bar close' to True.

Check if all 4 charts load data when less data and calculations are processed.

[Harry]

This is a huge problem for me!

Hello Jason,

thank you for answering. I think the problem is elsewhere.

(1) If I am not connected, I can easily change the instrument for all the connected charts many times. It is fast and reliable. It is a 5 min chart, a 30 min chart, a 120 min chart and a daily chart. Changing instruments takes about 2 seconds.

(2) When connected to Interactive Brokers each of the charts asks for historical data. What I doubt, but do not know, is

- some of the data requests are rejected by Interactive Brokers for violation of pacing rules
- as a direct consequence of this NT becomes unusable and the data base can no more being accessed (i.e. new charts can not be created)

(3) I think something is terribly wrong here:

- NT should not violate but comply with the pacing rules of IB, this should be implemented via the interface to IB's API.
- If no data is returned this should not crash NT.

(4) I have observed a similiar behaviour with NT7, see seperate thread about indicator panel. For NT7 it is worse, because problems already occur when I apply indicators to a single chart, when connected.

This problem is huge for all those that use NT with Interactive Brokers. If this remains unsolved, it basically means that NT is incompatible with Interactive Brokers, as all the crashes are totally unacceptable. A large part of this thread is only about this problem: NT is permanently locking itself up on historical data loading from IB.

Please consider that I am basically putting up this again, because I am afraid that the several hundreds of crashes that I have experienced with NT 6.5 will reappear with NT7. Otherwise I am a very happy user of NT.