ES Data stuck

[blar58]

Hi

I am using Kinetick delayed data and I've got real problems with data.
Sometimes the data works sometimes it is stuck.
Seems to be a problem with ES. I am following CL market too but I do not get problems with CL.

Any idea ?

[NinjaTrader_Tyler]

Hello blar58,

Thanks for posting.

ES 03-20 settled today, so you'll want to roll your ES charts over to ES 06-20 if you haven't already.

If this does not resolve your inquiry, please send me your log and trace files so that I may look into what occurred.

You can do this by going to the Control Center-> Help-> Email Support

Ensuring 'Log and Trace Files' is checked will include these files. This is checked by default.

Please reference the following ticket number in the body of the email: 2465927 ATTN Tyler

[blar58]

Yes I am already using ES 06-20.
I have sent the email

[bltdavid]

When the price movement of a particular instrument has reached its "daily price limit" (meaning
price has moved up too far too fast or moved down too far too fast, aka "limit-up" or "limit-down")
the exchange (usually) halts or pauses trading for that instrument.

These limit rules are also known as "circuit-breaker" rules,
https://www.cmegroup.com/education/c...e-banding.html

https://www.investopedia.com/terms/c/circuitbreaker.asp

The ES and YM have had some limit-downs (and limit-ups) recently, but the CL has not.
Perhaps this "daily price limit" circuit-breaker trading-pause is what you're referring to?

Good article here,
https://markets.businessinsider.com/...0-3-1029003790

On your minute base charts, maybe you've seen completely flat bars during these
periods of no trading? There's no data due to no trading.

Some charts will show you flat bars (eg, minute charts) whereas other charts will
completely stop showing new bars (eg, UniRenko on NT7 does this). It depends
on the underlying price type (tick vs minute) whether you see flat bars or no bars.

[marcus2300]

When the price movement of a particular instrument has reached its "daily price limit" (meaning
price has moved up too far too fast or moved down too far too fast, aka "limit-up" or "limit-down")
the exchange (usually) halts or pauses trading for that instrument.

These are the infamous "circuit-breaker" rules,
https://www.cmegroup.com/education/c...e-banding.html

https://www.investopedia.com/terms/c/circuitbreaker.asp

Chances are you've seen no bars during these periods, since we've hit them several times lately,
https://markets.businessinsider.com/...0-3-1029003790

EDIT:
The ES has had some some limit-downs recently, but the CL has not.
Perhaps this "daily price limit" circuit-breaker trading pause is what you're referring to?

I agree with what you say. I use IQfeed, so I think it is not a Kinetick problem as I have problems too (sometimes).

On march 9,12,13,16,17 and 18 trading ES was halted (mostly because of the 5% down rule). As a result of that I have also charts that sometimes freeze. When I have this problem only 1 chart in a workspace with 4charts freezes. I never had this problem before. It started when trading was halted the first time. I have to do a forced close as NT does not react anymore, and start again. If I hover over a chart that shows the period when trading was halted, NT blocks again. If I don't scroll thru the period when trading was halted everything works fine. If I hover very slowly the problem does not seem to happen. I have the impression that or the CPU or the GPU has problemsadapting to the data from the period when trading was halted,
I checked for a "divided by zero" error but I use my indicators already years without any pronblem. So probably not a "divided by zero" error.

I get in my log files the following message: "Chart rendering failed. There is likely a problem with a chart object’s OnRender method. D2D error = ‘HRESULT:[0x88990001],Apicode:[D2DERROR_WRONG_STATE/Wrongstate],Message: The object does not have the right status to process thge method."

So I still have no clue how to fix the problem. But as long as I don't scroll over the halted periods everything works fine. Which suggests to me that it is not a mathematical problem in my indicators but rather a graphical problem with the charts.

I have never seen so many periods that trading was halted in such a short period. And also never seen such a volatility.

[bltdavid]

... it is not a mathematical problem in my indicators but rather a graphical problem with the charts.

Very interesting.

Just to confirm what your comment/screenshot seems to imply ...

When you create a new ES (or MES) 5-minute chart,
are you seeing this problem appear when absolutely no indicators are present on the chart?

After the market resumes trading and bars start to re-appear, does the problem go away?
Does it happen even when you're not connected to your data feed?
If you change the Chart Style to Candlestick, does that change the problem?
Can you attach a screenshot showing all your chart properties?

[marcus2300]

Very interesting.

Just to confirm what your comment/screenshot seems to imply ...

When you create a new ES (or MES) 5-minute chart,
are you seeing this problem appear when absolutely no indicators are present on the chart?

After the market resumes trading and bars start to re-appear, does the problem go away?
Does it happen even when you're not connected to your data feed?
If you change the Chart Style to Candlestick, does that change the problem?
Can you attach a screenshot showing all your chart properties?

I will first try to give the full information on how I proceed:
• I open NT8 and have IQfeed data provider
• My daytrading workspace opens automatically (=default)
• The workspace consists of 5 different timeframes and data for the last 14 days (ranging from hourly till seconds)
• Each timeframe has between 5 and 8 (self build) indicators
• Starting up needs about 30 sec, so no heavy calculations or massive amounts of data
• If I scroll thru the charts with settings cursor on "Global" I go simultaneously thru the 5 timeframes.
• When I reach a period where data stays the same because trading was halted, the third screen of the five blocks.It becomes black and I cannot select it anymore with my cursor. I can still see my cursor however on the other timeframes. On the blocked screen I see a blue circle turning around like if the pc is calculating, but it stays like that till I push CTRL Alt Delete to do a forced close down of NT8. All other attempts to close or just screen 3 , to close the workspace or anything else does not work as NT8 does not react to anything anymore.

What makes it more difficult to understand what the problem is, is the fact that sometimes NT8 does not crash, but most of the time it does. So testing my trading plan bit by bit is not reliable because sometimes the problem does not happen, but many times it does. So how you can know what works and what doesn't?
The self build indicators I use, worked perfectly for a long time before the problem of "trading halted" happened. At the start I had to solve a problem where sometimes calculations touched a "zero division" situation and blocked. But I solved that problems years ago already.
The problem is caused by the fact that trading was halted, that I know for sure. So it is linked with that.

I can start from scratch and do tests:
• First just with a chart without any indicators
• Then and one by one the indicators
• Then work with just one timeframe and add the other ones one by one
• Etc...
It would be a very time consuming thing and each time when I have no problem I should ask the question: was that the problem or was this just a luck attempt that the problem did not occur? I does not happen always so you will never be able to answer that question.

In which order should I test what? I don't know how to systematically test everything.

PS:

• I use OHLC combined wit Heikin Ashi, so 2 identical dataseries in overlay.
• The problem does not occur when the trading is halted, or resumes, the indicators and all timeframes continue to work correctly.
• I happens when I open NT8 and scroll backwards thru the timeframes, so it cannot have anthying to do with errors in my indicators as they would stop the work when trading would halt or resume or even generate errors in normal market. But they always work perfectly.
• It feels like the charts cannot follow the speed of scrolling, but when I scroll fast thru periods without "trading halted periods" everythings goes well. There is some connection with the fact that trading was halted.

[marcus2300]

Did some extra tests:

• 5 timeframes: scrolling back, blocks on time where trading was halted.
• Closed 2 timeframes, but with 3timeframes open it still blocks on time where trading was halted when scrolling back.
• With only 2 timeframes open no block but when I reach the time where trading was halted, the screen hesitates and has a short delay. Looks like it has problems to follow.
• With 5 timeframes open with only Heikin Ashi everything works well when scrolling back.

It looks like the CPU and/or the GPU have problems with digging thru the data and calculations.

I have a I7-6700HQ processor and NVIDIA GeForce GTX960M. I never had any indications that they would not be powerful enough. Especially because even in high volatility there is no lag. So why is there a problem when I scroll back and prices don’t move a long time? And why only if I scroll back in past to see the charts of the period when trading was halted? In realtime everything works perfectly and without any lag.

These are the results of my CPU and GPU while scrolling and when blocking happens: no real problems for CPU and GPU

[bltdavid]

Hopefully, NT support can reproduce ...

[NinjaTrader_Tyler]

Hello marcus2300,

Does this reoccur after clearing your cache?

To delete the cache, follow the steps below.

• Shut down NinjaTrader.
• Open the Documents > NinjaTrader 8 > db folder.
• Delete the sub-folders named 'cache' and 'minute'.
• Restart NinjaTrader and test.

[marcus2300]

Hello marcus2300,

Does this reoccur after clearing your cache?

To delete the cache, follow the steps below.

• Shut down NinjaTrader.
• Open the Documents > NinjaTrader 8 > db folder.
• Delete the sub-folders named 'cache' and 'minute'.
• Restart NinjaTrader and test.

Hi Tyler,

problem seems to be gone. Thanks! :-)

[marcus2300]

Unfortunately the problem starts again. So it was not corrupted data. It is always when I scroll backwards over periods when trading was halted.
Even when I remove my own developed indicators chart 3 from 5 freezes each time when I hover over the periods when trading was halted.
It never happens in realtime, only if scroll backwards.
If I scroll back, does NT recalculate the chart for the backwards period that I see on my screen?
It looks like NT is choking in the data. It is always in the middle chart (chart 3 from 5), so higher and lower timeframes are working perfectly. So why would NT choke on chart 3 from 5? I would think if it would on any chart, all the following charts would freeze too. But that's not the case. Higher and lower timeframes are perfect.
If it would be the data then several timeframes would be infected, as in all different 1 till 60 minute charts the data used will be the same. And that's not the case.
If I wait long enough (very very very very long) the chart unfreezes and functions normal again.

I am happy it does not happen in realtime, because that would be a huge problem. But I am fascinated by the problem.

[bltdavid]

I will first try to give the full information on how I proceed:
• I open NT8 and have IQfeed data provider
• My daytrading workspace opens automatically (=default)
• The workspace consists of 5 different timeframes and data for the last 14 days (ranging from hourly till seconds)
• Each timeframe has between 5 and 8 (self build) indicators
• Starting up needs about 30 sec, so no heavy calculations or massive amounts of data
• If I scroll thru the charts with settings cursor on "Global" I go simultaneously thru the 5 timeframes.
• When I reach a period where data stays the same because trading was halted, the third screen of the five blocks.It becomes black and I cannot select it anymore with my cursor. I can still see my cursor however on the other timeframes. On the blocked screen I see a blue circle turning around like if the pc is calculating, but it stays like that till I push CTRL Alt Delete to do a forced close down of NT8. All other attempts to close or just screen 3 , to close the workspace or anything else does not work as NT8 does not react to anything anymore.

What are the exact chart properties for all 5 different charts?
The best way to provide this information is with 5 different screenshots.

Asking the forum why "would NT choke on chart 3 from 5" is rather useless
until you clearly define what these 5 charts consist of ...

I mean, others might like to be fascinated by this problem, too,
but we still don't have enough information to reproduce it ...

Quit hogging all the fun!

[marcus2300]

bltdavid,

this is a screenshot with a 5 min chart. Even with just 1 timeframe the chart freezes. I do not touch any settings so they all are as they are by default.
I have 5 own build indicators which become just horizontal lines when the charts freezes. With only 1 chart I have to wait about 20 seconds before the chart unfreezes. With 5 charts it takes much longer.But sometimes I have to use Ctrl Alt Del to unblock NT.

PS: I am not going to post a normal chart with all indicators working as that is irrelevant for the problem as the problem contnues even when I remove all my own indicators.
And I don't want to give away what took me many years to build.



To have an idea about how "heavy" these indicators are: just the chart style alone uses 2.5 times more than all the rest.

[NinjaTrader_Tyler]

Hello marcus2300,

Thanks for your reply.

I'd like to schedule a remote support call with you- please write in to [email protected] with the following information:

• A phone number where you can be reached
• A time window where I can call you (please include a time zone). Our regular support hours are 8:30am to 6pm US Eastern, Monday through Friday
• Shortly before our call, please launch our remote support application (TeamViewer). There are 2 ways you can do this:
  • Via NinjaTrader Control Center > Help > Remote Support
  • If you cannot start or have not downloaded NinjaTrader, please download the support application here: http://www.ninjatrader.com/support/NTSupport.exe

I look forward to our support call.