Order Flow Volume Profile Indicator Tick Resolution for Data Older Than 12 Months

[artvandelay123]

Chelsea,

Tick-based and second charts for that range had no effect, the indicator still didn't plot.

Since I've had inconsistent results with clearing the db folder, I switched workspaces and recreated the charts, same effect. I closed out of NT, didn't clear db folder, and when I restarted, the indicators plotted on the other workspace. Switching back to my main workspace, indicators plotted.

So it would seem that I have a partial workaround, albeit most of the time it works, which is to switch workspaces to ensure indicators plot. It seems this lasts for at least a couple sessions (i.e., a session defined as not closing NT, then closing to end the session, then restarting to start a new session). Then the indicators don't plot again, so I need to switch workspaces, close out, and switch back.

Any reason that I have to switch workspaces to get indicators working on older charts?

Note that at least a couple other threads in the forums have commented on issues with indicators on older data series, with 12 months ago seemingly being the cutoff for issues.

Thanks.

This thread also had issues with data/indicators older than 12 months: https://ninjatrader.com/support/foru...al-data-issues

[NinjaTrader_ChelseaB]

Hello artvandelay123,

Indicators will use the same data that loads on a chart. If the data can load on a chart, the data can load in the indicator. This means to investigate the indicator, you will want to confirm the data is available by opening a chart to the same data type through the same date range.

Without taking other steps that have not been advised, lets focus on the question at hand.

Can you open a 3600 second chart to that date range?

[artvandelay123]

Hello artvandelay123,

Indicators will use the same data that loads on a chart. If the data can load on a chart, the data can load in the indicator. This means to investigate the indicator, you will want to confirm the data is available by opening a chart to the same data type through the same date range.

Without taking other steps that have not been advised, lets focus on the question at hand.

Can you open a 3600 second chart to that date range?

Chelsea,

I mentioned in a prior post that the 3600 second chart didn't load, and that I had to switch workspaces and restart NT for the any type of tick chart to load.

[NinjaTrader_ChelseaB]

Hello artvandelay123,

The chart is completely blank?

You are still currently connected to NinjaTrader Continuum?

If you right-click the chart and select Reload All Historical Data, is the chart still blank?

May I have a screenshot of the Data Series window?

[artvandelay123]

Chelsea,

The chart is not always completely blank, see attached chart from September 2018. I am still connected to Continuum. I've right-clicked and Reloaded All Historical Data, no use.

I feel like we are going around in circles as you're asking the same questions and I've answered. I kindly ask that you review my prior posts in this thread, where I've detailed all the issues, attached screenshots with Data Series windows, and indicated the only workaround I've found is switching Workspaces, restarting NT, and switch back to the original Workspace. I sometimes have to clear the db folder also.

I would ask what is going on with switching Workspaces that temporarily fixes this issue and why I have to keep switching Workspaces once the issue reemerges.

Thanks.

[NinjaTrader_ChelseaB]

Hello artvandelay123,

Open a new chart to 3600 second with no indicators applied to it.

What data is missing?

[artvandelay123]

Hello artvandelay123,

Open a new chart to 3600 second with no indicators applied to it.

What data is missing?

Chelsea,

3600 second chart with no indicators shows nothing (i.e., no bars, etc.). Date range is 9/28/18. I tried this when my workspace had stopped showing indicators. As I mentioned previously, in cases where my indicators don't show, the problem is my platform is not pulling tick data (here in the 3600 chart), and so this influences all tick-based indicators.

As I also mentioned previously, the only solution I've found is to switch workspaces back and forth and restart NT.

What I need is info from Ninjatrader why my Continuum connection is sporadically not pulling tick data for time periods prior to 12 months ago.

Thanks.

[NinjaTrader_ChelseaB]

Hello artvandelay123,

If you are connected to the data feed, and the data is available, right-click the chart and select reload all historical data.

After this is the chart completely blank?

May I have a screenshot?

[artvandelay123]

Hello artvandelay123,

If you are connected to the data feed, and the data is available, right-click the chart and select reload all historical data.

After this is the chart completely blank?

May I have a screenshot?

Chelsea,

See attached screen shot for Oct 2018 on the 11-18 CL contract. 3600 second chart. Note there's no bars, as no tick data is retrieved. I tried reloading data. This is connected to Continuum. No issues if I load data within the last 12 months, only data outside of 12 months.

[NinjaTrader_Jim]

Hello artvandelay123,

We quote recording up to a year of historical tick data for the instruments on our historical data servers. NinjaTrader Continuum connections will use our historical data servers for historical chart data.

Some instruments may have more, but the behavior you are describing would be due to the missing tick data since Tick resolution is built with tick data. (Second bars are built with Tick data.)

Additional market data provider services could be considered if you need tick data that far back, or you could consider importing the tick data from text files. (Be sure to check with the provider if that set of data is offered)

Importing - https://ninjatrader.com/support/help...tml?import.htm

Let us know if you have any questions.

[UN1234]

First post. Just getting started. Hi.

[artvandelay123]

Hello artvandelay123,

We quote recording up to a year of historical tick data for the instruments on our historical data servers. NinjaTrader Continuum connections will use our historical data servers for historical chart data.

Some instruments may have more, but the behavior you are describing would be due to the missing tick data since Tick resolution is built with tick data. (Second bars are built with Tick data.)

Additional market data provider services could be considered if you need tick data that far back, or you could consider importing the tick data from text files. (Be sure to check with the provider if that set of data is offered)

Importing - https://ninjatrader.com/support/help...tml?import.htm

Let us know if you have any questions.

Jim,

Can you point me to where it is advertised that Continuum only has tick data for the prior 12 months? The NT support guide did not indicate tick data limitations of prior 12 months: https://ninjatrader.com/support/help...y_provider.htm

Thanks.