Getting no data

[blar58]

Hello

I have created an indicator and I am using the bar request to get some data.


Here I am trying to get daily data on the SPY.


Here is part of my code :

requestDailyBestVolume = new BarsRequest(Instrument.GetInstrument("SPY", DateTime.Now.AddDays(-25), DateTime.Now);

// Parametrize your request.
requestDailyBestVolume.BarsPeriod = new BarsPeriod { BarsPeriodType = BarsPeriodType.Minute, Value = 1440 };
requestDailyBestVolume.TradingHours = TradingHours.Get("CME US Index Future RTH");


requestDailyBestVolume.Request(new Action<BarsRequest, ErrorCode, string>((bars, errorCode, errorMessage) =>
{

if (errorCode != ErrorCode.NoError)
{
ChartControl.Dispatcher.InvokeAsync(new Action(() => {
NinjaTrader.Gui.Tools.NTMessageBoxSimple.Show(Wind ow.GetWindow(ChartControl.OwnerChart as DependencyObject), " Error on requesting bars !", "Alert", MessageBoxButton.OK, MessageBoxImage.Hand);
}));
//System.Windows.Forms.MessageBox.Show(" Error on requesting bars !");
return;
}
Print(" Bars Count : "+bars.Bars.Count);

// Output the bars we requested. Note: The last returned bar may be a currently in-progress bar
for (int i = 0; i < bars.Bars.Count; i++)
{
Print((double)bars.Bars.GetVolume(i));
}

After testing it gets the instrument right as well as the Trading Hour but I get no bars ?
it prints Bars Count : 0 and it doesn't get to my second print statement.


What is wrong ?

[NinjaTrader_Kate]

Hello blar58,

Thank you for your note.

Looks like you have some issues with the forming of the request. I've created a simple example script that I'm seeing return SPY bar values that you can compare to your code - I'm seeing this print as I would expect. Do you see the same on your end?

Thanks in advance; I look forward to assisting you further.

[blar58]

My code is exactly the same except that it is not coming from State.Configure but inside a timer that triggers a BackgroundWorker as I need to delay the downloading.

In short I am waiting 30 seconds before downloading the data.

[NinjaTrader_Kate]

Hello blar58,

Thank you for your reply.

Can you modify the indicator I sent to demonstrate how you're trying to trigger the request?

Thanks in advance; I look forward to assisting you further.

[blar58]

Hello Kate

Sorry for the delay.
Here I have attached the modified indicator.

Thank you

[NinjaTrader_Kate]

Hello blar58,

Thank you for your reply.

This doesn't compile when I import it manually into NinjaTrader. We would need a compilable example that demonstrates what you are seeing with prints.

Thanks in advance; I look forward to assisting you further.

[blar58]

Sorry for this Kate

Here is the modified indicator again

[NinjaTrader_Kate]

Hello blar58,

Thank you for your reply.

I'm able to see the output I would expect when running the above example on a chart. Here's the output I get from testing:

 Bars Count : 18
Time: 7/8/2022 3:00:00 PM Open: 387.27 High: 390.64 Low: 385.66 Close: 389.02 Volume: 50623398
Time: 7/11/2022 3:00:00 PM Open: 385.85 High: 386.87 Low: 383.5 Close: 384.65 Volume: 44893902
Time: 7/12/2022 3:00:00 PM Open: 383.65 High: 386.16 Low: 378.99 Close: 380.81 Volume: 46223253
Time: 7/13/2022 3:00:00 PM Open: 375.1 High: 381.92 Low: 374.66 Close: 378.15 Volume: 59611696
Time: 7/14/2022 3:00:00 PM Open: 373.66 High: 378.57 Low: 371.04 Close: 378.15 Volume: 59357802
Time: 7/15/2022 3:00:00 PM Open: 382.55 High: 385.36 Low: 380.54 Close: 385.25 Volume: 49347522
Time: 7/18/2022 3:00:00 PM Open: 388.38 High: 389.09 Low: 380.66 Close: 382.41 Volume: 47403304
Time: 7/19/2022 3:00:00 PM Open: 386.08 High: 393.36 Low: 385.39 Close: 393.04 Volume: 58291904
Time: 7/20/2022 3:00:00 PM Open: 392.41 High: 396.26 Low: 391.03 Close: 394.04 Volume: 52512042
Time: 7/21/2022 3:00:00 PM Open: 394.16 High: 399.03 Low: 391.63 Close: 397.72 Volume: 48175831
Time: 7/22/2022 3:00:00 PM Open: 398.92 High: 400.18 Low: 392.75 Close: 394.99 Volume: 50192063
Time: 7/25/2022 3:00:00 PM Open: 395.75 High: 396.47 Low: 393 Close: 394.76 Volume: 40379644
Time: 7/26/2022 3:00:00 PM Open: 393.84 High: 394.06 Low: 389.95 Close: 392.51 Volume: 40602818
Time: 7/27/2022 3:00:00 PM Open: 394.36 High: 402.88 Low: 394.05 Close: 400.66 Volume: 61608779
Time: 7/28/2022 3:00:00 PM Open: 401.89 High: 409.72 Low: 398.15 Close: 409.21 Volume: 54303371
Time: 7/29/2022 3:00:00 PM Open: 407.58 High: 413.03 Low: 406.77 Close: 411.94 Volume: 57955342
Time: 8/1/2022 3:00:00 PM Open: 409.15 High: 413.41 Low: 408.4 Close: 411.02 Volume: 51700105
Time: 8/2/2022 3:00:00 PM Open: 409.12 High: 413 Low: 406.82 Close: 409.44 Volume: 37618202

Are you not seeing the same on your end with the modified example you provided?

Thanks in advance; I look forward to assisting you further.

[blar58]

No

I am seeing Bars Count : 0

It's kind of weird !
Same indicator different results

[NinjaTrader_Kate]

Hello blar58,

Thank you for your reply.

Can you confirm you're connected to a data connection when testing?

Who is your data provider? Are you able to pull up a chart of the same time frame for SPY?

Thanks in advance; I look forward to assisting you further.

[blar58]

Here is my chart settings.

Yes I am connected and my data provider is Rithmic for NinjaTrader Brokerage

But I cannot load SPY data from this connection !

[blar58]

OK the code is fine but my data provider doesn't allow me to download stock data.
I did a test with Kinetick and everything is fine.

Thank you