Historical Data from Kinetick

[ivb73077]

Hello,

I am running a strategy that uses Kinetick for live and historical data. When the strategy starts, I retrieve the history since the start of the session (at 9am). On the chart, I see all the data since the session began. However, in my code, it is clear that some ticks are being retrieved. The issue is that I had a disconnection during the session and ~10 minutes worth of data was not written to the NT database. It seems the chart is populated using the complete data from Kinetick, but the code is using the NT DB data.

Must I pull data from the NT DB? Or can I retrieve data into my code directly from Kinetick?

Thank you.

Isaac

[NinjaTrader_CalH]

Isaac,

Your data is always going to be pulled from the data provider unless otherwise specified in Tools -> Options -> Data Tab -> Get data from server (if available) is unchecked or you're not connected to anyone.

It will then pull historical data from the db folder for either Tick, Minute, or Daily data.

[ivb73077]

Cal,

Thank you for the very fast reply.

I have Get Data from Server checked and it is still evidently pulling from the DB. The chart is correct (i.e. it is populated by Kinetick), but the code is incorrect. I added a Print statement to write out the current price for every tick from 12:02-12:05pm today and nothing is being written because there is no data in the DB for that period.

Thoughts?

[NinjaTrader_CalH]

What instrument (contract if futures) are you using?

What time interval are you testing this on?

Is this just a simple Print() line in the OnBarUpdate(), or is there more going on?

[ivb73077]

Using the Dow mini futures. Symbol is YMM5 (the June expiry).

Using 1-tick bars in the OnBarUpdate event. To conduct this test, I have a print statement that says:
Print(Close[0]). I literally just want to see that the historical ticks are being loaded. The code print out the prices until the exact moment when there is no data in the DB and resumes printing as soon as there is more data. For the period in which the DB lacks data, the print statement has no output because the OnBarUpdate event does not get executed.

[NinjaTrader_CalH]

Issac,

To clarify, the DB is not involved with historical data. This only hold Orders, ATM Templates, Instruments and account names.

I see the data on my end and I am able to print out the tick data.

I would like you to delete the cache folder and delete the data for the YM by going to the (My) Documents -> NinjaTrader 7 -> db folder -> Tick

You will need to restart NinjaTrader

[ivb73077]

That suggestion fixed the problem. May I ask what exactly causes such a problem?

Thank you again for your responsiveness.

[NinjaTrader_CalH]

Issac,

More than likely the cache files had become corrupted and needed to be re-created with the new data that is being downloaded.

Let me know if I can be of further assistance.

[ivb73077]

Nothing further. Thanks again.