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Multi-Instrument IQ Data Problems

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    Multi-Instrument IQ Data Problems

    I have a strategy that uses a 7500 volume chart on the ES, then adds:
    Add("ES 03-10",PeriodType.Tick, 1); //ZenFire
    Add("ES 03-10",PeriodType.Volume, 3350); //ZenFire
    Add("DIA arca", PeriodType.Tick, 200); //an equity from IQ

    Everything was fine until I added the DIA instument. Now I often get errors like: "Error on loading chart data for 'ES 03-10 Globex': !ERROR! Invalid Symbol", when starting my strategy.

    Another error is: "Unable to subscribe to 'DIA': Instrument not supported by this provider"

    When connecting to data sources I connect to ZenFire(Mirus) then IQ.
    I removed IQ from ES in the Instrument manager. Also DIA only has IQ listed in the Instrument manager. My IQ account has no futures permissions.

    I Reset Instruments under Options->Misc, made no difference.

    When I get the above error I exit the strategy & restart it. Usually works, but sometimes I have to exit Ninja & start up again.

    Any ideas?
    Last edited by saturntd; 01-28-2010, 08:31 PM. Reason: Add another error message

    #2
    saturntd, which NT version are you using here? Have you tried with setting DIA exchange to ARCA and then just calling "DIA" as equity symbol to ADD?

    Comment


      #3
      Bertrand,
      Using version 6.5.1000.14

      Arca was already set in the Instrument manager for DIA.
      If I set add to: Add("DIA", PeriodType.Tick, 200);
      Ninja reports "DIA doesn't exist in the instrument manager or the specified exchange has not been configured".

      Comment


        #4
        Hi Saturntd, was the 'default' exchange for DIA checked as well?

        Comment


          #5
          Bertrand,
          'default' wasn't checked for DIA, so I checked it & got rid of arca n the add method. It didn't really make any big difference.

          What's the purpose of default?

          For ES I only have globex checked.

          What I notice, when I start Ninja, a ES chart comes up as part of my default template, then I connect to data sources. Today I accidently connected to IQ 1st, then Ninja mindlessly tries to update data through this connection for about 5 minutes. Why?

          In general I'm wasting a lot of time waiting for Ninja trying to access data. Why can't it realize right away which data connection to look for data on, based on Instrument manager settings?

          Comment


            #6
            Saturn, unfortunately expected, as IQ supports all instrument types, thus NinjaTrader would try receiving futures data through this primary connection then, too.



            I tried this here on my end and got no issues for example with

            Code:
             
            Add("DIA", PeriodType.Tick, 200);

            Comment


              #7
              Bertrand,
              One additional question: What is the purpose of default in the list of exchanges & should I use it?

              I couldn't really find anything on it the documentation.

              Thanks.

              Comment


                #8
                Sorry saturntd - 'default' is recommended for equities as it would route orders to the brokers SMART execution system.

                Comment

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