NT7-B6 MBTrading Forex Connection - Historical data slow & tick data not loading

[Sc1entia]

Hi guys,

I'd like to report an issue with NT7-B6 while using the MBTrading Forex connection. I have verified the results on two seperate systems (one Vista and one Windows 7) to make sure it is consistent (also performed clean installations of NT7-B6 as well).

Loading and reloading of historical data in NT7-B6 is really slow compared with version 6.5. Loading and reloading 10 days of minute bars takes ~5 secs using version 6.5, but takes an incredible ~140 secs to load the same data in version 7. Both NT versions are installed on the two seperate workstations and reload times are quite consistent.

Whats more, version 7 will not load or reload any historical sec/tick bars. The loading flashed up in the Control center (bottom right) for one sec, and then nothing happens. It blanks the chart screen, and just carries on showing the live data. Version 6 loads the historical data fine, 12-16 secs per 10 days of historical data.

I've tried the two versions of MBT Navigator (the one recommended for 6.5 and seperately the one for 7), the results are consistent across both versions of MBT Navigator.

The account settings are consistent across the two versions, using MBTrading servers for historical data.

It's not a problem with my Internet speed, & I seem to have eliminated the MBTrading servers as the problem. The very slow loading of the data that does load, combined with the no-loading of the tick data seem to be related to NT7-B6 itself.

Anyone else got this type of behaviour, or has this already been reported?

(I know there was an MBTrading connection in a earlier beta version, where no data was coming through at all)

Thanks,

Sc1entia

[KBJ]

I've seen some fairly long load times too, but I can't claim to understand all the nuances of what NinjaTrader is doing when it's loading or trying to load data.

I thought the speed issues might be because maybe I was just asking for more data than the server was willing to provide and that maybe there was a timeout as NinjaTrader asked for data from a year ago and got nothing, then asked for data from 51 weeks ago and got nothing, then 50 weeks ago, etc.

More understanding of what issues there are with timeouts, connectivity issues, etc. would be much more apparent to users if more status information were presented during a download of historical data.

What I would like to see is an option on the right side of the download historical data screen where a user could check a box if he wanted to see a series of status messages displayed while the data was being downloaded. Since it should be relatively easy to display this type of information, I'm assuming that the reason this isn't currently done is for performance issues (i.e., that doing so would slow down the process).

However, in some cases a user might opt for less download performance in favor of seeing how many bytes/bars/packets/etc have been downloaded representing which day/minute/etc. for whatever named instrument is currently being (or has just completed being) downloaded.

This status information could be output to the Log, placed in another trace file, or displayed on the right side of the screen (where it currently says "Download in progress...")

With this kind of information available to users, I would think that they would be able to make more meaningful support requests, or better yet not have to ask so many questions because they understand the download process better, and can see which instruments and time periods are causing delays in the downloading process.

[NinjaTrader_Dierk]

Let's not get confused here:
a) NT6.5: MBT adapter did NOT support historical data. So if you downloaded historical data while connected to MBT then either had to be connected to 2nc connection providing historical data or you had a multi-broker license which would hook up your MBT connection to our historical data server
b) NT7: MBT adapter DOES support historical data (daily, minute-based, tick-based). You needed to check the "Historical data: use MBT servers" option on your account connection

So:
a) as you experience (b) is much slower than (a) then this could be the case as NT has no impact how the MBT server speed.
b) if you don't get any data at all in (b), then I suggest contacting your broker and asking for clarification.

[Sc1entia]

Ok... but...

Hi Dierk,

Thanks for the reply, and I appreciate thet ye guys are getting all kinds of queries and bug reports coming from all sides.

I do have a multi-broker license, so that might explain where the historical data was coming from in version 6.5.

How and ever, in version 7, there is still no tick data coming in from MBTrading (no other connection configured). I have just started up MBT Navigator directly and and loaded a chart (USD/EUR but any will work), and there is historical tick data coming in. I only opened the chart at 07:00, and I can scroll back to 06:30 and before just fine - all tick data present. Nothing else was opened on the laptop downloading the data before 07:00, so there is no way that the tick data before 07:00 could have come from anywhere else, other than MBTrading (i.e. MBTrading is letting MBT Navigator download historical Tick Data, but NT7 cannot download the same Tick Data).

Thoughts?

[NinjaTrader_Dierk]

Please verify that the "Historical data: use MBT servers" option on your MBT account connection.

If that is the case and you don't get historical data for MBT (please verify by right click->reload historical data on chart) for $EURUSD then please contact your broker to ask him why there is no historical data available for that instrument. Historical data provided by MBT is beyond NT's control.

[Sc1entia]

You Missed the Point of my Last Post Totally

Dierk,

Verified - Yes, I have that Account Connection Setting configured correctly.

When I connect to my broker using MBT Navigator, I can load historical data within MBT Navigator for BOTH tick & minute data.

When I connect to my broker using NinjaTrader 7, I can sucessfully load historical data ONLY for minute data. There is NO historical tick data coming in to NT.

Since NinjaTrader uses MBT Navigator libraries when connecting, and I use the same account, it looks to me like NinjaTrader 7 is NOT loading ANY historical tick data from MBT, despite sucessfully loading the historical minute data from MBT.

As an end user, this is a bug in NinjaTrader, and should be within NTs control to fix, or at least provide a better explanation of what is supposed to work and what is not. I admit that there might not be an issue here at all, if NinjaTrader are saying that historical tick data is not available through the MBT account connection, but that historical minute data is. Although this seems a bit crazy to me...

I apologise if I am missing something, but the above description is as clear as I can be about proving that an the issue/bug exists.

Thanks,

Sc1entia

[NinjaTrader_Dierk]

>> There is NO historical tick data coming in to NT.
That is exactly what I'm saying: please contact your broker as the request executed by NT against the MBT server would not yield any historical tick data for that particular instrument. MBT needed to take care of that.

Thanks

[Sc1entia]

Thanks, but should it work (is it supported)?

Ok, just want to be sure about this, before I go and log the call with MBT...

In a perfect world, where MBT servers have historical (tick) data available to download, should NT7 be able to download it?

i.e. In version 6.5, historical data from MBT was not supported or available. Is historical data retreval supported for MBT connection in version 7 (when configured correctly)?

Sorry to be pedantic, but I'm just trying to find out what should work versus what is actually working.

Thanks,

Kieran

[NinjaTrader_Dierk]

>> MBT servers have historical (tick) data available to download, should NT7 be able to download it?
yes

>> Is historical data retreval supported for MBT connection in version 7
yes

[Gains]

Any thoughts on what is happening here and how I can fix it?

I just started up Ninja 7 b 16 and connected to MBT. I have only one workspace open with only two Range charts. They are both for EUR/USD.
I have the Range type of chart set arbitrarily to 45 days of data. For live trading I will reduce it further to hopefully speed up the interaction with what seems to be very slow MBT historical servers.

I did not actually time the load but it took several minutes before the first chart painted.
HERE IS THE QUESTION FOR NINJA. Two actually...

1) Does this delay indicate that Ninja hits the MBT servers every time it wants to draw a chart? I have Ninja set to "save chart data as historical". Before I connected to MBT I had a complete chart ending last Friday afternoon, I connect and this chart disappears and I wait several minutes to retrieve less than a day of data. I thought that Ninja would draw from its own internal DB and then only request the missing data from the MBT server. In this case it is Monday morning in the US so it would be missing FX data only from Sunday evening until this morning.

2) The first range chart painted and then there was a further delay of over two minutes before the second range chart painted. Again these are both EUR/USD range charts of different ranges. Once Ninja has downloaded the most recent data is it again going back to the MBT server to draw the second chart?

Are there settings I need to adjust to speed things up?

Thanks,
Gains

[NinjaTrader_Jason]

Hello Gains,

1. NinjaTrader will load data from the connected connectivity provider under the circumstances listed at the link below.

http://www.ninjatrader-support.com/HelpGuideV6/WhenDoesNinjaTraderLoadHistoricalData.html

Please note that range data is build by tick data, so it can take a while for the requested data to be loaded.

Did you see data being loaded that was already present in the database when checking the lower right corner of the Control Center? You can check the trace file to view what exact data was loaded.

2. Did you see any data being loaded in the lower right corner of the Control Center when you created the second chart? Please tell me what times you loaded the charts and send me your trace file. You can find trace files at the following location.

Start Menu--> My Documents--> NinjaTrader 7--> trace--> trace.20100607 for today. (trace.yyyymmdd for any other date)