Multi-instrument: no security definition

[betcashrun]

Hello,

I use IB and NT 6.5.1000.15

In a multi-instrument strategy, I can use as primary instrument/secondary instrument:
NG 05-10/ES 06-10 => OK
NG 06-10/ES 06-10 => OK
ES 06-10/ES 09-10 => OK
NG 05-10/NG 06-10 => got the following error message:

‘Error in requesting historical data from IB: No security definition has been found for the request(200)’

In the Instrument Manager>Instrument Editor NG for IB is defined as ‘NG’.

Do you know how to fix this up? Thanks.

[NinjaTrader_RyanM1]

Hello betcashrun,

Thank you for your post.

Please make sure you are running the correct version of TraderWorkStation. Can download at the link below:

http://www.ninjatrader-support2.com/ninjatrader/TWS/tws40_install_900.exe

You can reset instruments using the procedure below.
To reset your instruments please: go to the Tools menu, select the Options menu item, select the Misc tab, and then click on 'Reset Instruments'.

Verify that you're able to receive data for both symbols when used outside of a strategy.

Let us know if this doesn't address the issue.

[betcashrun]

Thank you for your reply, Ryan.

I’ve still got the issue after having reset the instruments and having downloaded the last version of TWS. In a chart, I can have NG 06-10 or NG 05-10 with 7 days of 1 min data. If I add a strategy with NG 06-10/NG 05-10 or NG 05-10/NG 06-10, I get the same error message.

I reproduced the problem with this simple strategy:

  [COLOR=blue][FONT=&quot]#region[/FONT][/COLOR][COLOR=black][FONT=&quot] Using declarations[/FONT][/COLOR]
  [COLOR=blue][FONT=&quot]using[/FONT][/COLOR][COLOR=black][FONT=&quot] System;[/FONT][/COLOR]
  [COLOR=blue][FONT=&quot]using[/FONT][/COLOR][COLOR=black][FONT=&quot] System.ComponentModel;[/FONT][/COLOR]
  [COLOR=blue][FONT=&quot]using[/FONT][/COLOR][COLOR=black][FONT=&quot] System.Diagnostics;[/FONT][/COLOR]
  [COLOR=blue][FONT=&quot]using[/FONT][/COLOR][COLOR=black][FONT=&quot] System.Drawing;[/FONT][/COLOR]
  [COLOR=blue][FONT=&quot]using[/FONT][/COLOR][COLOR=black][FONT=&quot] System.Drawing.Drawing2D;[/FONT][/COLOR]
  [COLOR=blue][FONT=&quot]using[/FONT][/COLOR][COLOR=black][FONT=&quot] System.Xml.Serialization;[/FONT][/COLOR]
  [COLOR=blue][FONT=&quot]using[/FONT][/COLOR][COLOR=black][FONT=&quot] NinjaTrader.Cbi;[/FONT][/COLOR]
  [COLOR=blue][FONT=&quot]using[/FONT][/COLOR][COLOR=black][FONT=&quot] NinjaTrader.Data;[/FONT][/COLOR]
  [COLOR=blue][FONT=&quot]using[/FONT][/COLOR][COLOR=black][FONT=&quot] NinjaTrader.Indicator;[/FONT][/COLOR]
  [COLOR=blue][FONT=&quot]using[/FONT][/COLOR][COLOR=black][FONT=&quot] NinjaTrader.Gui.Chart;[/FONT][/COLOR]
  [COLOR=blue][FONT=&quot]using[/FONT][/COLOR][COLOR=black][FONT=&quot] NinjaTrader.Strategy;[/FONT][/COLOR]
  [COLOR=blue][FONT=&quot]#endregion[/FONT][/COLOR]
  
  [COLOR=green][FONT=&quot]// This namespace holds all strategies and is required. Do not change it.[/FONT][/COLOR]
  [COLOR=blue][FONT=&quot]namespace[/FONT][/COLOR][COLOR=black][FONT=&quot] NinjaTrader.Strategy[/FONT][/COLOR]
  [COLOR=black][FONT=&quot]{[/FONT][/COLOR]
  [COLOR=gray][FONT=&quot]///[/FONT][/COLOR][COLOR=gray][FONT=&quot]<summary>[/FONT][/COLOR]
  [COLOR=gray][FONT=&quot]///[/FONT][/COLOR][COLOR=green][FONT=&quot] Enter the description of your strategy here[/FONT][/COLOR]
  [COLOR=gray][FONT=&quot]///[/FONT][/COLOR][COLOR=gray][FONT=&quot]</summary>[/FONT][/COLOR]
  [COLOR=black][FONT=&quot]    [Description([/FONT][/COLOR][COLOR=maroon][FONT=&quot]"Enter the description of your strategy here"[/FONT][/COLOR][COLOR=black][FONT=&quot])][/FONT][/COLOR]
  [COLOR=blue][FONT=&quot]public[/FONT][/COLOR][COLOR=blue][FONT=&quot]class[/FONT][/COLOR][COLOR=black][FONT=&quot] MyCustomStrategy : Strategy[/FONT][/COLOR]
  [COLOR=black][FONT=&quot]    {[/FONT][/COLOR]
  [COLOR=blue][FONT=&quot]#region[/FONT][/COLOR][COLOR=black][FONT=&quot] Variables[/FONT][/COLOR]
  [COLOR=green][FONT=&quot]// Wizard generated variables[/FONT][/COLOR]
  [COLOR=blue][FONT=&quot]private[/FONT][/COLOR][COLOR=blue][FONT=&quot]int[/FONT][/COLOR][COLOR=black][FONT=&quot] myInput0 = [/FONT][/COLOR][COLOR=purple][FONT=&quot]1[/FONT][/COLOR][COLOR=black][FONT=&quot]; [/FONT][/COLOR][COLOR=green][FONT=&quot]// Default setting for MyInput0[/FONT][/COLOR]
  [COLOR=green][FONT=&quot]// User defined variables (add any user defined variables below)[/FONT][/COLOR]
  [COLOR=blue][FONT=&quot]#endregion[/FONT][/COLOR]
  
  [COLOR=gray][FONT=&quot]///[/FONT][/COLOR][COLOR=gray][FONT=&quot]<summary>[/FONT][/COLOR]
  [COLOR=gray][FONT=&quot]///[/FONT][/COLOR][COLOR=green][FONT=&quot] This method is used to configure the strategy and is called once before any strategy method is called.[/FONT][/COLOR]
  [COLOR=gray][FONT=&quot]///[/FONT][/COLOR][COLOR=gray][FONT=&quot]</summary>[/FONT][/COLOR]
  [COLOR=blue][FONT=&quot]protected[/FONT][/COLOR][COLOR=blue][FONT=&quot]override[/FONT][/COLOR][COLOR=blue][FONT=&quot]void[/FONT][/COLOR][COLOR=black][FONT=&quot] Initialize()[/FONT][/COLOR]
  [COLOR=black][FONT=&quot]        {[/FONT][/COLOR]
  [COLOR=black][FONT=&quot]           [B] Add([/B][/FONT][/COLOR][B][COLOR=maroon][FONT=&quot]"NG 06-10"[/FONT][/COLOR][COLOR=black][FONT=&quot],PeriodType.Minute,[/FONT][/COLOR][COLOR=purple][FONT=&quot]1[/FONT][/COLOR][COLOR=black][FONT=&quot]);[/FONT][/COLOR][/B]
  [COLOR=black][FONT=&quot]            CalculateOnBarClose = [/FONT][/COLOR][COLOR=blue][FONT=&quot]true[/FONT][/COLOR][COLOR=black][FONT=&quot];[/FONT][/COLOR]
  [COLOR=black][FONT=&quot]        }[/FONT][/COLOR]
...

[NinjaTrader_RyanM1]

Thanks for sharing those details. I was able to reproduce this on version 6.5

When I tried in NinjaTrader 7 it didn't produce the error message. Please send an email to [email protected] for the beta download. Reference this thread in the email to sales:

http://www.ninjatrader-support2.com/vb/showthread.php?t=27401

Test it and let us know if it's still not working as expected.

[betcashrun]

Thanks for your reply, Ryan. My email was sent. And I already got a reply from NT Customer Service. As a result, I will test your next beta update.

[betcashrun]

Ok it's working now on NT 7.