Multi Instrument Strategy Problem

[spiralhead]

I'm working on a strat that contains 500 instruments with daily and minute data series for each. In the strategy settings I have it set to load 256 days of historical data however it is only loading about 60-something days of data. When I reduce the number of symbols to 100 or less it loads all 256 days. This leads me to believe there's some kind of data limit. What is preventing all 256 days from loading?

[NinjaTrader_RyanM1]

Hello spiralhead,

Who is your data provider and are you getting any messages from them when making this large data request? Check log tab of control center for these.

[spiralhead]

Data provider is kinetick. I checked the log and there's nothing in there about data limits.

[NinjaTrader_RyanM1]

Kinetick restricts the amount of historical data provided during market hours. This is to allow for more bandwidth dedicated to real time data. To get the maximum historical data, you must request after 6:30 PM eastern time. Please let us know if this doesn't explain what you are seeing in your strategy.

[spiralhead]

This is a bit odd because if I create 500 different strategies (one for each instrument) then all of the data loads fine. This seems like a bit of a contradiction.

To make things more manageable for me I wanted to switch to monitoring all of the instruments from one strategy instance but this data restriction is preventing me from doing that.

[NinjaTrader_RyanM1]

I see. Thanks for the reply. Please send a note to support 'at' kinetick 'dot' com. They can look into further what is happening in this case. Reference this thread, and include your Kinetick ID.