Data issue strategy

[NinjaTrader_JessicaP]

Thank you Renejm. Please use the built in ADV symbol. In case you do not have this symbol in your system I am providing instrument editor settings from my system you can use to recreate this symbol.

If you set up your ADV symbol in this way, and you still are not receiving realtime daily data for this symbol, please let us know so we may investigate further.

[Renejm]

Please use the keyword "NYSE ISSUES ADVANCES" and as instrument type choose 'market statistic'

[NinjaTrader_JessicaP]

Thank you for this additional information. Using Kinetick's publicly available symbol search I was unable to find information on this instrumet. Could I ask you to locate the symbol on this page,

https://kinetick.com/Help#!Help_SymbolSearch

And send the result as well? I am sending an example your way so you can see what I am requesting. This is only a convenient example and does not constitute trading advice. Thank you again, this will enable us to give you the best assistance possible.

[Renejm]

For market replay you could use a copy of the live data received, so you replay using the exact same ticks as during the live session in order to reproduce the live situation. That works fine in NT

[Renejm]

Please don't make things too simplified. I run NT already for a long time with dozen of strategies. Of course I use a live datafeed. I use the Kinetick livefeed and NT is receiving live ticks for IINA.Z. I have attached a screen with a grpah displaying the issue on my live system receuiving live IINA.Z ticks. The hourly graph is updated each day and the daily bars are missing and are not build during live. (the system is restarted each weekend, so untill firday you see the daily bars. The daily bars for monday and today are missing. Compare this to the second graoph from VIX. You see both hourly and daily bars.

[bltdavid]

Additional information: The same issues does apply when replaying the strategy with the live data.

Huh? That doesn't make sense, how can you "replay" the strategy with live data?

It's either "run strategy with live data" or "run strategy with market replay data".

Right?

Additional if I open one graph with two series IINA.Z (hourly data) and IINA.Z (daily data) and connect it to a live datafeed of Kinetick the hourly data graph of IINA.Z is updates and the daily data graph of IINA.Z not. In replay the same problem

Emphasis mine. Perhaps the data feed is not the issue. I'll butt out now.

[bltdavid]

Are you absolutely sure your data feed provider is providing you data for this instrument in real-time?

I didn't mean to be rhetorical or sarcastic ... but

It would appear the answer is no, since, uh, that seems to be the problem.

Have you checked with your data feed provider?

[bltdavid]

Historical data of IINA.Z is ok, but if I run the strategy live I notice that daily data of IINA.Z is not updated.

I read this sentence and the first thing I thought of:

Are you absolutely sure your data feed provider is providing you data for this instrument in real-time?

Historical data and real-time data can come from completely different servers.

[Renejm]

As requested, the mapped files. Downloading data using the Kinetick datafeed is working fine for this symbol.

[NinjaTrader_JessicaP]

Hello Renejm, and thank you for your question. Please visit Tools -> Instrument Manager, then follow the attached instructions to navigate to the Instrument Map section for your IINA.Z instrument. Please then attach a screenshot of this window.

To send a screenshot with Windows 7 or newer I would recommend using Window's Snipping Tool.
Click here for instructions
Alternatively to send a screenshot press Alt + PRINT SCREEN to take a screenshot of the selected window. Then go to Start--> Accessories--> Paint, and press CTRL + V to paste the image. Lastly, save as a jpeg file and send the file as an attachment.
Click here for detailed instruction

[Renejm]

Additional information: The same issues does apply when replaying the strategy with the live data. Additional if I open one graph with two series IINA.Z (hourly data) and IINA.Z (daily data) and connect it to a live datafeed of Kinetick the hourly data graph of IINA.Z is updates and the daily data graph of IINA.Z not. In replay the same problem

[Renejm]

In my strategy I add a dataserie by using the Add function. I add the symbol IINA.Z (statistical data) and use daily data. The strategy is running on the symbol ^SP500 (hourly data). Historical data of IINA.Z is ok, but if I run the strategy live I notice that daily data of IINA.Z is not updated. I show the symbol IINA.Z in the Market Analyzer and see ticks for IINA.Z coming in, but in the strategy the last tick used is the last tick from the historical data before live ticks come in. If I use hourly or minute data for IINA.Z in the strategy ticks are received as it should. I I use the symbol ^VIX instead of IINA.Z als with daily data, the ticks are receives as it should. So it seems a symbol specific issue that using daily data for this symbol in a strategy will not be updated. Any idea how to solve this or use a workaround?
Kind regards, Rene