No daily data for the current 0923FDAX future

[mmiterli]

Hi,

Find a strange behaviour regarding 0923FDAX futrures daily data.

Minute data downloaded right for the current 0923FDAX and the previous contracts like 0623FDAX, 0323FDAX.
Dailiy data dowloaded for the previous contracts like 0623FDAX, 0323Fdax and so on according to Historical data. But there is no daily data for 0923FDAX.

When I try to display the daily data of the current 0923FDAX - data series - 1day - 30day length - I got the Loading... message forever.
The NT8 log shows nothing. The NT8 trace shows the following:

023-07-18 17:42:10:137 Cbi.Instrument.RequestBars (to Provider): instrument='FDAX SEP23' from='2023-06-14 00:00:00' to='2023-07-19 00:00:00' period='Daily'
2023-07-18 17:45:29:389 (My Interactive Brokers) IB.Adapter.OnError: id=-1 errorCode='MarketDataFarmConnectionIdle' errorMessage='Market data farm connection is inactive but should be available upon demand.usfuture'
2023-07-18 17:45:29:389 (My Interactive Brokers) IB.Adapter.OnError: id=-1 errorCode='MarketDataFarmConnectionIdle' errorMessage='Market data farm connection is inactive but should be available upon demand.usfuture'
2023-07-18 17:45:29:389 (My Interactive Brokers) IB.Adapter.OnError: id=-1 errorCode='MarketDataFarmConnectionIdle' errorMessage='Market data farm connection is inactive but should be available upon demand.cashfarm'
2023-07-18 17:45:29:389 (My Interactive Brokers) IB.Adapter.OnError: id=-1 errorCode='MarketDataFarmConnectionIdle' errorMessage='Market data farm connection is inactive but should be available upon demand.cashfarm'

The tws trace show a repeated pattern of data reques and response. The same data block provided by TWS in every one to 3 seconds. The data block contains one year of FDAX data. I truncated the data block's data:

17:45:21:898 <- 20-6-200-0-DAX-FUT-202309-0-0-25-EUREX--EUR---1-20230718 15:45:23 UTC-1 day-1 Y-0-TRADES-1--
17:45:21:916 -> 2-6-402-8-34692-
17:45:21:916 -> 46-6-402-45-1689695122-
17:45:21:916 -> 2-6-402-5-3-
17:45:21:916 -> 1-6-402-1-16234.00-7-1-1-6-402-2-16235.00-14-1-2-6-402-0-7-2-6-402-3-14-
17:45:22:615 -> 2-6-402-8-34696-
17:45:22:616 -> 2-6-402-0-9-2-6-402-3-8-
17:45:23:263 -> 2-6-402-0-6-2-6-402-3-12-
17:45:24:013 -> 2-6-402-0-10-2-6-402-3-8-
17:45:24:764 -> 2-6-402-0-13-2-6-402-3-7-
17:45:25:515 -> 2-6-402-0-9-
17:45:26:391 -> 17-3-200-20220718 15:45:23-20230718 15:45:23-257-20220719-13498.0000-13498.0000-13498.0000-13498.0000-0-13498.0000-false-0-20220720-13461.0000-13461.0000-13461.0000-13461.0000-0-13461.0000-false-0-20220721-13397.0000-13397.0000-13397.0000-13397.0000-0-13397.0000-false
,
.
,
,
-25872-20230718-16181.0000-16238.0000-16126.0000-16234.0000-34689-16175.8000-false-20178-

I attached a part of the trace file wich contains 3 minutes of data. It seems NT8 is really trolling the TWS datafeed.

It seems NT8 got a reply from TWS: " IB.Adapter.OnError: id=-1 errorCode='MarketDataFarmConnectionIdle" and try to request data again and again. From TWS side TWS provides the data for every request but it is not processed by NT8. It seems NT8 stuck into the state getting error from TWS and not processing data.

Could you please suggest steps to eliminate this problem and getting daily data for the current contract?

[NinjaTrader_Alaura]

Hello mmirterli,

Thank you for the post.

Please be sure that you are on the supported version of TWS or Gateway.

In addition, can you try starting in Safe Mode, connect, and try manually downloading the data again?

To enable Safe Mode, please use the following steps:

• Shut down NinjaTrader.
• Hold the CTRL key and double-click the NinjaTrader icon.
• Keep holding the CTRL key until you see the Control Center.
• You may then verify you are in Safe Mode by going to Help -> About.

Please let us know if you have questions or if the issue persists in Safe Mode.

If it does persist, please email support[AT]ninjatrader[DOT]com .