Kinetick - A new Market Data Feed Service for NinjaTrader

[Harry]

Have a workspace with 3 intraday and 2 daily charts. 3 intraday charts and 1 daily chart are connected -> ES. I used the other daily chart to download data for several instruments.

When I toggled through FOREX instruments, the loading of a FOREX instrument into the unlinked daily chart starts an infinite loop of loading daily data for ES (!) for June 18 and June 19 (Saturday). Disconnecting stops the loop, but reconnecting starts it again.

Interesting here: The offending chart is a FOREX chart, the loop appears for ES which is the instrument of the other 4 connected charts, which I did not touch.

If I close the offending default FOREX chart and then connect again, no loop. This means that the infinite loop is created by the impact of the daily FOREX chart on the rest of the workspace.

I have not had this so far, so I think it must occur when connecting Saturday morning (between 1:30 and 2:00 CET) .

Trace file attached.

[playafh69]

A quick question, when are you considering taking beta users off kinetic and officially launching it to the general public?

[NinjaTrader_Ray]

Originally Posted by playafh69

A quick question, when are you considering taking beta users off kinetic and officially launching it to the general public?

I think we are quite close technically. We have uncovered a few issues so far in beta testing but only a few. We are also finishing off the website and making sure all the payment processing is working. I am hoping we will go live within the next 4 weeks.

[NinjaTrader_Josh]

Harry,

I just tried your setup, but was unfortunately unable to reproduce. I will try again when the markets close to see if that makes a difference, otherwise will have to wait for the weekend to see if it is a weekend issue.

[Harry]

Hi Josh,

thanks for your answer, cold not reproduce either so far. However, there is a new problem. Please have a look at the daily chart for $USDJPY below (default chart). There are two false bars. If I look at the data base, the values that can be found there, are correct. Reloading the chart does not help. Again it will yield correct values in the data base, but false spikes on the chart.

Any ideas? If you look at the chart, you will notice that I have not fixed the scale. Nevertheless one of the bar exceeds the chart. This points to a rounding error, when the chart is plotted. Will try to reproduce with a different feed.

NT 7.0.0.17 with Kinetick feed, system time CET, session template

[Harry]

The error occured with a lookback period of 2000 days, for all scenarios

- opening a new chart
- toggling through instruments of an existing chart
- toggling via DOM and a connected chart

For a lookback period of 200 days, I had no false spikes, but a correct chart. So if I want to display the data in the data base, I can first open a chart with a lookback period of 200 days, and then extend it to 2000 days, and it will be displayed correctly.

So the problem is related to the chart lookback period.

[NinjaTrader_Josh]

Hmm. I am on CET with Kinetick and a 2000 day back daily chart of USDJPY, but am unfortunately not seeing it on my end. In your prior post it was not clear what session template you were applying. I am using "Forex" on my end.

It may be important to know what your pip settings are set to as well in Tools>Options>Data. Thank you.

[Harry]

Session template is default session template FOREX.

Pips are set to 1/10th.

The problem is not always reproducible on my end, but I have had it yesterday with other currencies.

[Harry]

The spikes only occur, when connected to Kinetick. If I disconnect and toggle -> no spikes. If I reconnect -> spikes reappear. But not 100% reproducible.

What is most striking: The chart displays different data then the data base.

The other bug -> On all intraday FOREX charts 6 hours are missing. If I reload all historical data for the chart, these 6 hours are still missing in the data base for many random days. They are definitely missing for the current day, but the chart displays these 6 hours for the current day! So the chart displays historical data which is not in the data base.

This bug -> For the daily chart it is the other way round. The data base is clean, but the chart comes up with some spikes. I admit being confused by this.

The first issue is obviously related to the time difference GMT +1 versus Eastern Time, which is 6 hours. The second is peculiar, could be even related to country settings.

[NinjaTrader_Josh]

I see. Unfortunately still no luck on my end. I tried as you have specified for USDJPY, EURUSD, GBPUSD, EURJPY, AUDUSD, AUDJPY, CADJPY, and NZDCAD. We will try with German settings and see what happens. Thanks.

[NinjaTrader_Austin]

Harry, I also tried reproducing this behavior but was unable to. I changed all of my PC's regional settings to German/Germany, and everything worked correctly. Also, I made sure to try various combinations of the Merge Policy and Daylight Savings and data reloads.

We will continue to keep an eye out for this issue though. If you come across a series of steps that reproduces this on demand, please let us know.

[Harry]

Thanks for your help.

I cannot always reproduce this either. I checked the trace file, see attached. There is only one error message that might be related to USDJPY, stating that the entry string has a false format.

2010-06-21 21:22:45:906 WARNING: invalid timestamp '2010MA:' on news item '21091852486': Die Eingabezeichenfolge hat das falsche Format.
2010-06-21 21:22:45:906 WARNING: invalid timestamp '2010CM:' on news item '21091751637': Die Eingabezeichenfolge hat das falsche Format.

There seem to be other types of errors as well for USDCHF and EURGBP relating to negative volume values, but they did not show on the charts (had no volume on my charts... )

[NinjaTrader_Josh]

Hi Harry,

For the timestamp one that occurs when the time is invalid on the news provider's end. You can essentially ignore it. Thanks for the mention though.

[Harry]

NT 7.0.0.17 with Kinetick feed.

Problem: When connecting workspace to Kinetick, this triggers an infinite loading of daily data, See tracefile enclosed. Data loading cannot be aborted, so NinjaTrader can not be used at all.

Workspace: 1 daily chart, 3 intraday charts (each having daily, weekly and monthly pivots on), tick chart.

Problem: The 9 pivot indicators on the intraday charts were in DailyBars mode. This is necessary to collect the settlement price instead of the close. All these indicators asking for daily data created the infinite loop. Problem occured for all tested instruments and was reproducible.

Workaround: When pivot indicators set to CalcFromIntradayData, NinjaTrader can be used and daily data is only loaded for the daily chart.

The problem only occurs with Kinetick feed and not with Interactive Brokers feed.

[NinjaTrader_Dierk]

Thanks for reporting. Can you please attach your workspace as well?