No HistoricalData forInstruments

[vivekniwas]

Hi suddenly after upgrading to new NinjaTrader version I stop getting historical data from Bars request.

Below is my code.
Also attached is the screenshot of Trading Hours window. I am using TD Ameritrade subscribed to NASDAQ Level II and NYSE realtime data as well.

public static void loadHistoricalPriceData(Instrument instrument , string bartype, int barsize, DateTime starttime, DateTime endtime)
{
Thread subscriptionThread=new Thread(() =>
{
try{

Thread.CurrentThread.IsBackground = true;
// create a new bars request. This will determine the insturment and range for the bars to be requested
BarsRequest barsRequest = new BarsRequest(instrument, starttime, endtime);


// Parametrize your request.
barsRequest.BarsPeriod = new BarsPeriod { BarsPeriodType = BarsPeriodType.Day, Value = 1 };
barsRequest.TradingHours = TradingHours.Get("US Equities RTH");
barsRequest.Request(new Action<BarsRequest, ErrorCode, string>((bars, errorCode, errorMessage) =>
{
if (errorCode != ErrorCode.NoError)
{
// Handle any errors in requesting bars here
NinjaTrader.NinjaScript.NinjaScript.Log(string.For mat("Error on requesting bars: {0}, {1}, {2}",
errorCode, errorMessage, instrument.FullName), LogLevel.Warning);
Tradelytics.API.nobarDataInstrument.Add(instrument .FullName);
//sendPriceHistory(getEmptyDataTable(instrument.Full Name, "NotFound"), instrument.FullName);
return;

}

if(bars.Bars.Count>0)
{


try{

DataTable barsData = new DataTable(Tradelytics.BarData.TableName);
barsData.Columns.Add(new DataColumn(Tradelytics.BarData.Time_Stamp, typeof(DateTime)));
barsData.Columns.Add(new DataColumn(Tradelytics.BarData.Open, typeof(float)));
barsData.Columns.Add(new DataColumn(Tradelytics.BarData.High, typeof(float)));
barsData.Columns.Add(new DataColumn(Tradelytics.BarData.Low, typeof(float)));
barsData.Columns.Add(new DataColumn(Tradelytics.BarData.Close, typeof(float)));
barsData.Columns.Add(new DataColumn(Tradelytics.BarData.Instrument, typeof(String)));
barsData.Columns.Add(new DataColumn(Tradelytics.BarData.Volume, typeof(int)));
barsData.Columns.Add(new DataColumn(Tradelytics.BarData.Ask, typeof(float)));
barsData.Columns.Add(new DataColumn(Tradelytics.BarData.Bid, typeof(float)));
//barsData.Columns.Add(new DataColumn(Tradelytics.BarData.Eps, typeof(float)));
barsData.Columns.Add(new DataColumn(Tradelytics.BarData.ProductType, typeof(String)));

for (int i = 0; i < bars.Bars.Count; i++)
{
barsData.Rows.Add(
bars.Bars.GetTime(i),
bars.Bars.GetOpen(i),
bars.Bars.GetHigh(i),
bars.Bars.GetLow(i),
bars.Bars.GetClose(i),
instrument.FullName,
bars.Bars.GetVolume(i),
0,
0,
// fundamentalData.EarningsPerShare,
instrument.MasterInstrument.InstrumentType.ToStrin g());
}
sendPriceHistory(barsData, instrument.FullName);

} catch (Exception error) {NinjaTrader.NinjaScript.NinjaScript.Log("Error Loading Historical data for "+instrument.FullName+ " in subscription method\n"+error.StackTrace, LogLevel.Error); }

}

NinjaTrader.NinjaScript.NinjaScript.Log(instrument .FullName+" bars found: "+bars.Bars.Count+" between "+starttime+" and "+endtime+" for "+bartype, LogLevel.Information);


}));
}
catch (Exception error)
{
NinjaTrader.NinjaScript.NinjaScript.Log("loadHisto ricalPriceData "+instrument.FullName+ " \n"+error.StackTrace, LogLevel.Error);

}
});
subscriptionThread.Priority=ThreadPriority.Highest ;
subscriptionThread.Start();

}

[NinjaTrader_Jesse]

Hello vivekniwas,

Do you still see the same problem if you remove the added threading from your sample? We cannot assist with threading so that is something you would need to remove as a test.

Also do you see this using the sample copied/pasted from the help guide? If you can test using the help guide sample method that would eliminate any additions you may have added which will help the debugging process. https://ninjatrader.com/support/help...ub=barsrequest
That method could be added to an indicator or addon for testing.

Do you have any issue with requesting historical data from a chart for this instrument?

I look forward to being of further assistance.