Trouble loading large amounts of data in NT8

[guillembm]

Hello,

I have an issue loading large amounts of data in NT8. It happens with any strategy.

Let us say that we use the SampleMACrossover strategy. We set the Last parameter to 200, Slow to 400 and a Time Frame of 200 minute bars. If I request the strategy to load 200 days of data it works fine. But, if I ask the strategy to load 300 days or more the strategy stops working. Even if I set the days to load again to a lower amount of days I cannot start the strategy again. To do so, I have to disconnect the broker connection and connect again.

I never had this problem with NT7. I have been always able to load large amounts of data with no problem.

I am connected to IB.

[NinjaTrader_ChelseaB]

Hello guillembm,

I think you may be running into a historical data limitation specific to Interactive Brokers. After requesting too much data, there is a 5 minute timeout period.

Below is a link to a forum post that discusses.

https://ninjatrader.com/support/forum/forum/ninjatrader-7/platform-technical-support/21731-workaround-for-ib-historical-data-limit?p=270312#post270312

My suggestion would be to supplement the data with Kinetick or use another brokerage without historical data limitations.

[guillembm]

Thanks Chelsea,

I think this is not the case. I already have downloaded 5 years fo data in the db/minute folder. I understand that NT8 should first get this data in the local computer before loading from IB servers. This is how it always worked for me with NT7. I never had this issue with NT7.

Sometimes it also fails to load real-time data with NT8.

[NinjaTrader_ChelseaB]

Hello guillembm,

Close all open workspaces (so a new blank workspace is open with no charts or indicators). Restart NinjaTrader and Interactive Brokers.

Open a single chart with a single day of data in the Days to load.

Confirm you can reproduce the behavior. (If you can, I will schedule with you to confirm you have closed all open workspaces and opened a single chart with a single day of data)

[guillembm]

Thanks again,

I finally found the issue. It seems that when migrating from NT7 after the first start not all data has been migrated.

I manually exported the affected instrument from NT7 and now it works. I will try to repeat the migration. If it doesn't work, I will manually export data for all instruments.

[guillembm]

When importing data from NT7, must I keep the "Time zone of imported data" as UTC? When exporting from NT7 I cannot selected the time zone

[NinjaTrader_ChelseaB]

Hello guillembm,

Yes, the time zone of exported data from NinjaTrader will be UTC.

[guillembm]

Hello Chelsea,

I have been deeply checking the recorded data in NT8 after migrating it from NT7 in a fresh start and I have found many differences. I do not think it is reliable. As an example, I attach data for the AUDCHF instrument. Do you think repeating the migration is the solution?

[guillembm]

Also, when importing exported NT7 files I get a message like this: "AUDCHF: Illegal close value in line 1803509 at 01/03/201921:31:00. Close value needs to be smaller/equal high value: 20190301 213100;0.70765;0.70765;0.70765;0.7077;23000000" . Import fails.

[NinjaTrader_ChelseaB]

Hello guillembm,

Does the exported text file match the data in the NinjaTrader 7 historical data window?

[guillembm]

Not exactly but it is more similar than the one that appears in NT8. At least prices are more similar. I attach the exported file from NT7 for these dates.

[NinjaTrader_ChelseaB]

Hello guillembm,

What connection was the data downloaded from? (Kinetick, IQFeed, Barchart, FXCM, Forex.com?)

May I have a screenshot of the historical data window showing the data that isn't matching?

[guillembm]

Interactive brokers.

I don't know exactly what you mean. I think you are asking for what I already sent you in a previous post. I attach the files again. One screenshot is of the NT7 data window and the other belongs to NT8

[NinjaTrader_ChelseaB]

Hello guillembm,

In the first post I looked at the first screenshot and saw NT8, I see you had both NT8 and NT7.

To line these up, I need to know what time zone your computer is in.

[guillembm]

It's (UTC+01:00) Brussels, Copenhagen, Madrid, Paris