Another IB Adapter Issue

[klaus w]

Hi,
I did try to download the last two years of minute data of the E7 future. I know that there is a limitation of 2 years with the IB Adapter. NT did not find the contract E7 03-19 which I understand due to the 2 years limit of NT.
But it also does not find the E7 03-20 contract.
Maybe you want to look at it
Thanks,
Klaus

[NinjaTrader_Zachary]

Hello Klaus,

Thank you for your inquiry.

The error that you are receiving is not an error I would expect to see when requesting historical data that is not available. As the text of the error implies, this error normally means that something in the instrument's configuration is wrong. I'd like you to first reset your instruments, then try to load this historical data is smaller segments.

To reset your instruments, please take the steps below.

1. First, disconnect from any data providers by navigating to the Control Center > Connections menu, and left-click on “disconnect” that appears to the right when hovering your mouse over any active connection
2. Next, reset your instruments by navigating to the Control Center > Tools > Database Management
3. In the Database Management window, under the “Update instruments” section, ensure that “General properties”, "Futures expiries" and “Symbol mappings” options are checked and then click Update
4. Lastly, restart NinjaTrader for the changes to occur

Once you've reset your instruments, I'd like you to reconnect and try to load this data again but in much smaller chunks. The data through Interactive Brokers' API is tricky because Interactive Brokers impose strict limitations on how much data can be requested at any one time and will throttle requests that violate these limitations. Historical data requests need to be configured in such a way that no more than a few thousand bars are being returned (only a few days at a time if you are loading minute data). I'd recommend reviewing Interactive Brokers' historical data limitations guide that is publicly available from the link below and configuring your historical data request based on that;

https://interactivebrokers.github.io/tws-api/historical_limitations.html

[klaus w]

Hi Zachary,
thanks for your answer.
I will reset my instruments on the weekend. I cannot do this right now as my systems are trading 24/5.
This is a strange error as this is happening from time to time with different instruments. I cannot see any logic behind it yet but I will keep monitoring it. There is no issue when I download the data through the IB TWS API sample program. This is why I think there is an issue with the IB adapter. I also do not modify the instrument properties in NT.
When I have this message it is always the March 20 contract. No matter which future I download.
I will do some additional tests on the weekend.
Thanks,
Klaus

[klaus w]

Hi Zachary,
I did not reset the instruments but I still cannot download the future expiry of E7 03-20. Can you download the data?
Thanks,
Klaus

[NinjaTrader_Zachary]

Hello Klaus,

Thank you for your response.

I do not encounter the same issue with the error that you are receiving when I attempt to load data from the E7 03-20 contract with my Interactive Brokers connection. I am able to load this data without error. With that said, since it that contract is so far in the past and I am using minute bars, I had to load the data in much smaller chunks due to the way that historical data requests work with Interactive Brokers. Remember that Interactive Brokers will throttle requests that consist of more than a few thousand bars at most. If too much data is requested, it may not load at all until you disconnect and reconnect. Since I needed data from over a year ago, I used the 'Custom Range' setting on my chart to load data from last February and March in smaller 15 day increments.

Since I'm not experiencing the same issue, I'd like you to continue with resetting your instruments and try to load the data again. But this time, download the data in smaller increments and do not try to load several hundred days of data at a time. It may be easiest to use the 'Historical Data' window or the 'Custom Range' setting on the chart to download the data around 10-20 days at a time. I'd also recommend increasing the bar size, at least initially. You can only load a few days of 1 Minute bars at a time because of the historical data limitations imposed by Interactive Brokers through their API, so using something like 60 Minute bars will allow you to load significantly more data at a time since it's not returning as many bars.

Please let us know if you continue to experience this issue after resetting your instrument and using the method I suggested above to download the data in smaller pieces.

[klaus w]

Hi Zachary,
thanks for coming back to me. I gave you the wrong information on my last post. I meant that I did reset the instruments. Sorry for the confusion.
I just did tests with different settings but no matter what I tried I always got the same error. It also makes not difference if I use IGB 973, IBG 978 or even TWS. This is really wired...
Klaus

[NinjaTrader_Zachary]

Hello Klaus,

Thank you for your reply.

Upon further testing, I am encountering the same issue that you are with the 03-20 contract. While I can load data for the 12-19 contract and the 06-20 contract, the 03-20 contract is not available. Yesterday, when loading this chart, I had data populate during that period of time but realize now that I had previously loaded this historical data from another data provider. Upon further analysis, I was actually unable to find the 03-20 contract within TWS itself either. When I select 'Show historical contacts' in TWS, the system goes from 12-19 to 06-20 without 03-20. I've included an image for your reference.

It would seem that this particular contract is simply not available from Interactive Brokers. Since NinjaTrader does not have any oversight or control over Interactive Brokers' historical data servers, you will need to contact Interactive Brokers to get an understanding of why that may be the case.

[klaus w]

Hi Zachary,
I just tried to download the data via the IB TWS API Demo Software. No success there as well. I am going to contact IB. Sorry for bothering. Next time I am going to check IB first
Thanks,
Klaus