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RC2 bug Historical Data load (days)

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    RC2 bug Historical Data load (days)

    Using IB Gateway 954 connection:

    Problem 1: Data gaps caused by automatic chart data load.

    Steps to reproduce:
    Step 1)
    Get a full set of USDMXN Ask Day prices into Historical Data, going back to 17 Oct 2014. Close whatever you used to load this (eg Historical Data form or chart).

    Step 2)
    Open new chart USDMXN Daily Ask, 1 Timeframe: Bars 10, end date=30 Oct 2014. Result:All is fine since this is only requesting bars already in Historical Data (earliest bar shown is 17 Oct 2014).

    Step 3)
    Change Data Series so that Bars to load=11.
    Result: NT detects it does not have a price for 16 Oct 2014 and chart displays ‘Loading’.
    Chart appears to be correct with no gaps shown and extra bar for 16 Oct 2014.

    Analysis:
    Expected result in Historical Data: NT should insert prices for USDMXN/Ask/Day/16 Oct 2014 .
    Actual result:
    Checking the IB Gateway log I see this:
    src:Ask e:20151011-23:00:00 len:1 y step:1 day
    Which indicates that NT has asked IB for date information for a year going back from 11 Oct 2015.
    This is extremely odd since NT only needed to ask for a single date (16 Nov 2014).
    Opening Historical Data: I see that the earliest date stored is now 13 Oct 2014 (even though I only asked for an extra day. But looking at 11 Oct 2015 I see, serious bug NT has deleted the next date (12 Oct 2015).

    What seems to have happened:
    a) NT did block delete of dates in Historical Data going as far forward as 12 Oct 2015.
    b) NT requests a year of dates from IB to 23:00 (where did this come from) 11 Oct 2015.
    The result is unexpectedly more extra earlier dates, and a gap of one date (12 Oct 2015 deleted) which is nowhere near what the user is looking at, and is unlikely to be noticed until it causes problems at some later time, for example when running a strategy.
    Last edited by DaveE; 11-14-2016, 10:28 AM.

    #2
    Since post #1 I have upgraded to NT8.0.1.
    I assume problem 1 is still there (dont see a fix in release notes).

    Problem 1 shows how single date gaps (in unexpected locations) can be caused by NT chart automatic data loading.
    It should be simple to fill a single date gap using Historical Data form.

    Problem 2: Historical Data form loads the wrong date.
    Steps to reproduce:
    Step 1)
    Close anything else that might load USDMXN. Open Historical Data form (Edit tab) find Historical/USDMXN/Ask/Day/2015
    Right click, select Remove. This ensures there is no Historical Data for 2015 so the effect of the next step is clear.

    Step 2) In Load tab: Instrument USDMXN, Day, Ask, start and end date = 14 Jan 2015. Press "Download".
    Switch back to Edit tab. Observe that a row has been inserted for 2015. But it is for 15 Jan 2015 (1 day after what was requested).


    Again looking at IB Gateway log I see
    src:Ask e:20160114-00:00:00 len:1 y step:1 day
    Which shows that NT has request a whole year of dates ending at 14 Jan 2016.
    It looks as though the NT developers only know how to get a whole year of dates from IB (even though the IB API does provide the facility for getting date ranges down to a single date), and then dont always know what to do with the results.

    Comment


      #3
      DaveE, sorry for the delay and thanks for those detailed posts - we will attempt reproducing on R1 and Gateway 954 and be back in touch with our thoughts.

      Comment


        #4
        Thanks again DaveE, I was able to hit two items I will want to clarify further with our developers on. Will be back in touch once I have further info to share.

        Comment

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