More Historical Data Problems!!!

[FMtrader]

Just installed 8.0.4.0 and loaded my GC charts.

GC has just rolled over from GC 02-17 to GC 04-17 so I updated the instrument list to reflect that then updated all my charts to the April contract.

I immediately got the message that there was insufficient data to calculate pivots. I am using the standard NT8 indicator set to "Daily Pivots" using intraday data.
All my charts have "days to load" set to 10 or higher yet when I looked at the charts there was nothing loaded prior to 18:00 US EST on the 30th Jan.

Reloading all historical data made no difference and the problem occurs on both volume based and time based charts.

My market data settings call up a global merge policy of "Merge Back Adjusted" so I should be pulling in historical data from the recent February contract.

I also have "Get data from server" checked and am using NinjaTrader Continuum data.

It would appear that there may be an issue pulling historical data from the NT8 historical data server again.

Is this reproducible on NinjaTrader's end?

[NinjaTrader_Jason]

Hello FMtrader,

This is likely due to the 03-17 expiry month that is present in the instrument settings. Can you please go to Control Center-->Tools-->Instruments. Type GC and double click the GC futures. Scroll to the bottom and click the Contract months field. Highlight the 03-17 expiry month in the new window that opens up and click "remove". Click OK in all windows. Reload historical data in the GC 04-17 chart and check if the requested data is loaded.

[FMtrader]

Hello FMtrader,

This is likely due to the 03-17 expiry month that is present in the instrument settings. Can you please go to Control Center-->Tools-->Instruments. Type GC and double click the GC futures. Scroll to the bottom and click the Contract months field. Highlight the 03-17 expiry month in the new window that opens up and click "remove". Click OK in all windows. Reload historical data in the GC 04-17 chart and check if the requested data is loaded.

Thanks Jason. That appears to have fixed the issue. Will NT update the instrument settings as a running change download within 8.0.4.0?

[NinjaTrader_Jason]

Good to hear it fixed the issue.

I am not sure if that is the case. You could also solve it by updating instruments at Control Center-->Tools-->Database Management.

[FMtrader]

Good to hear it fixed the issue.

I am not sure if that is the case. You could also solve it by updating instruments at Control Center-->Tools-->Database Management.

Hi Jason

Unfortunately the problem has come back on the next NT8 restart.
The deleted GC 03-17 listing has reinstalled itself on the next restart.
Every time I delete the 03-17 contract it keeps on coming back on restart no matter what tick boxes I uncheck in the database management section. If I deliberately do a manual update to get your latest definitions the same thing happens. I also unchecked the "auto subscribe to required instruments" selection in the Market Data section under Options but the deleted contract still reinstalled.

Due to this reason I am simply unable to load any more that roughly 2 days of history on the GC 04-17 contract

It appears that NT8 is automatically updating the instrument settings from your server on startup and overwriting my changes.

Maybe NinjaTrader needs to update their server contract listings for GC to reflect the same active monthly contracts as you used in 2016?

[NinjaTrader_Jason]

I am able to reproduce the 03-17 expiry month coming back after a restart. I will send a report to development. Thank you for letting me know.

However I am able to remove the 03-17 expiry month by going to Control Center-->Tools-->Database Management. Enable 'General properties', 'Future expiries' and 'Symbol mappings' and click Update. Subsequently go to Control Center-->Tools-->Instruments. Double click the GC futures and check if the 03-17 expiry month has been removed. Unfortunately it will then appear again after a restart of NinjaTrader, but I will send a report of this.

[NinjaTrader_Jason]

Upon further testing, I could not reproduce anymore after a complete uninstall/reinstall of NinjaTrader. Can you please rename your database and check if the 03-17 expiry month still comes back after a restart.

- Shutdown NinjaTrader and go to the Windows Start Menu
- Select Documents--> NinjaTrader 8--> db--> NinjaTrader.sdf (SQL Server Compact Edition Database File)
- Right click on the NinjaTrader database file and select "Rename". *Name it "OLDNinjaTrader"
- Then restart the software and NinjaTrader will create a fresh database file to use

Check if you still have the 03-17 expiry month for the GC futures. If it is still there present after a restart, please shut down NinjaTrader. Delete the newly created database and rename the old database back to "NinjaTrader".

[FMtrader]

Upon further testing, I could not reproduce anymore after a complete uninstall/reinstall of NinjaTrader. Can you please rename your database and check if the 03-17 expiry month still comes back after a restart.

- Shutdown NinjaTrader and go to the Windows Start Menu
- Select Documents--> NinjaTrader 8--> db--> NinjaTrader.sdf (SQL Server Compact Edition Database File)
- Right click on the NinjaTrader database file and select "Rename". *Name it "OLDNinjaTrader"
- Then restart the software and NinjaTrader will create a fresh database file to use

Check if you still have the 03-17 expiry month for the GC futures. If it is still there present after a restart, please shut down NinjaTrader. Delete the newly created database and rename the old database back to "NinjaTrader".

Hello Jason

I renamed the existing database file and could no longer find the offending GC 03-17 contract after restarting NT8.
Exactly what information is stored in the NinjaTrader.sdf file? Is there any user specific information I might have lost or can I simply stay with the newly created version?

[NinjaTrader_Jason]

Good to hear it worked.

The following items are stored in the database:

Session templates
Instrument Lists / Custom Instruments
historical trade execution data
saved Strategy Analyzer backtest results

[brohnhdon]

I followed these instructions but I'm still experiencing issues. Firstly, even after NinjaTrader created a fresh database file, a gap exists after January 17th to January 19th. Even if this solution did work however, it wouldn't be satisfactory as all historical trade data would be lost. How can I fix this issue? Gold is one of my best performing instruments so it's quite critical that this issue be resolved.

[FMtrader]

Good to hear it worked.

The following items are stored in the database:

Session templates
Instrument Lists / Custom Instruments
historical trade execution data
saved Strategy Analyzer backtest results

Jason

Just thought I would let you know that the erroneous GC 03-17 contract has reinstalled itself yet again despite creating a new .sdf file some days ago.
If I manually remove it yet again I can then see the big 2 day gap brohnhdon has mentioned in the post below.

[brich]

I also experienced the same thing, then revert to the previous version and resolved.

[NinjaTrader_Jason]

I did not get the 03-17 back on my end. If you update instruments with 'Future expiries' enabled under Control Center-->Tools-->Database Management, do you still have the 03-17 expiry month?

I can reproduce the missing data between January 17th and January 19th for the GC 02-17. I will forward a report to our server team. Thank you for reporting.

[FMtrader]

I did not get the 03-17 back on my end. If you update instruments with 'Future expiries' enabled under Control Center-->Tools-->Database Management, do you still have the 03-17 expiry month?

I can reproduce the missing data between January 17th and January 19th for the GC 02-17. I will forward a report to our server team. Thank you for reporting.

If I update "futures expiries" the 03-17 contract disappears. If I then shut down NT8 and retstart it reinstalls itself again! Back to square 1 again.

[NinjaTrader_Jason]

Can you please send me your log and trace files so I can investigate. Log and trace files can be found at the following locations. Right click the log and trace folder and select Send to-->Compressed (zipped) folder. Subsequently attach both .zip files in your email and send it to platformsupport[at]ninjatrader[dot]com. Put 'Att Jason, 1653632' in the subject header.

Windows start menu-->Documents-->NinjaTrader 8-->log

Windows start menu-->Documents-->NinjaTrader 8-->trace