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Strange Error Du Jour

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    Strange Error Du Jour

    This is happening intermittently - very confusing... What does this mean:

    "There is no market data available to drive the simulation."

    I'm connected to live tape via Kinetick but yes, I'm using the sim account.
    Attached Files

    #2
    Hello molecool,

    Thanks for your post.

    To execute orders to the sim101 account a last price must come through on the instrument you want to trade.
    I would suggest ensuring that the last traded price is displayed for the instrument within the Orders tab of the Control Center. If it has not, you will need to wait until a new tick comes in to trade in sim.

    Comment


      #3
      This was triggered in historical tape when launching a strategy (i.e. Ninjascript).

      Comment


        #4
        Hello molecole,

        Thanks for you reply.

        So to clarify you are connected to Market Replay, replaying data you recorded from Kinetick?
        It would still be true that a Last price would need to be available for it to place an order to the replay101 account.

        Comment


          #5
          Originally posted by NinjaTrader_Brandon View Post
          Hello molecole,

          Thanks for you reply.

          So to clarify you are connected to Market Replay, replaying data you recorded from Kinetick?
          It would still be true that a Last price would need to be available for it to place an order to the replay101 account.
          See my first message where I clearly stated I am connected to live tape.

          Comment


            #6
            Hello molecool,

            Thanks for clarifying as I was unsure if you meant you were replaying a recording (Market Replay) like you would from a tape.

            This goes back to my original response that if you do not see a Last price in the Orders tab of the Control Center then you will not be able to place a simulation order. If you switch instruments you will not be able to trade it until a Last price comes in. This is the only way that the simulator knows the instrument is active at this time. If the simulator does not get a last price it assumes it is not active/there is no real time data at this time and you can not submit orders.

            Comment


              #7
              Originally posted by NinjaTrader_Brandon View Post
              Hello molecool,

              Thanks for clarifying as I was unsure if you meant you were replaying a recording (Market Replay) like you would from a tape.

              This goes back to my original response that if you do not see a Last price in the Orders tab of the Control Center then you will not be able to place a simulation order. If you switch instruments you will not be able to trade it until a Last price comes in. This is the only way that the simulator knows the instrument is active at this time. If the simulator does not get a last price it assumes it is not active/there is no real time data at this time and you can not submit orders.
              Okay, I think we have some misunderstanding here. If I load a strategy and it's taking historical trades then an error like this should not happen right? The entry it was complaining about was from a previous day. So it wasn't running live and not getting a price. Perhaps I'm not getting the underlying issue - can you explain this to me please?

              Comment


                #8
                Hello molecool,

                Thanks for your reply.

                When you are saying it is taking historical trades, do you mean that it is submitting an order to sync you with your account position? Or do you mean that you are flat, expect to be flat, and it is just historically plotting your strategies performance?

                Comment


                  #9
                  Same error again

                  This is happening again - connected to Kinetick LIVE and reloading my strategy. Getting notification about simulation engine. WHY? I'm not running any simulations - I'm trying to pick up an historical entry when reloading my strategy. It was trying to sync an open position which was taken live a few days ago.

                  See the enclosed screen grab.
                  Attached Files

                  Comment


                    #10
                    Hello molecool,

                    Thanks for your reply.

                    To clarify, it is sending an order to the sim101 account so that your account position and strategy position match, correct? For the order to execute you must have received a live tick of data so their is a Last price. Please select the instrument within the Orders tab of the Control Center and ensure there is a Last price and then enable the strategy.

                    Comment


                      #11
                      Originally posted by NinjaTrader_Brandon View Post
                      Hello molecool,

                      Thanks for your reply.

                      To clarify, it is sending an order to the sim101 account so that your account position and strategy position match, correct? For the order to execute you must have received a live tick of data so their is a Last price. Please select the instrument within the Orders tab of the Control Center and ensure there is a Last price and then enable the strategy.
                      Could that have happened because I launched that strategy before the futures opened? But it was an OLD entry - from a few days ago. Or if there is no open position, depending on the sync setting which is set to true, would it look to enter now and then throw that error?

                      It's a complicated issue obviously...

                      Comment


                        #12
                        Hello molecool,

                        Thanks for your reply.

                        Yes, this would be from enabling the strategy before the market is open. When you sync your account and strategy position it does not give you a historical fill at the date/time the strategy would have placed it, it will fill you with current market prices at the current time. If you try to do this when the market is closed you will get an error for submitting an order when the market is closed. There is no live prices for it to execute on.

                        Comment

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