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Historical Data Download doesn't return

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    Historical Data Download doesn't return

    BETA3: I have cleared out my historical and replay data to make sure there is no bad data to impact testing of the new release. After manually removing that data, I used the Historical Data LOAD tool with NTBrokerage. It apparently downloaded the data pretty quickly, about 10 Mins or so, but didn't give any indicator it had completed. I finally stopped it when I looked at the logs and in the DB folder to see there was no new file writes.

    I have enclosed a copy of that dialog box.
    Attached Files

    #2
    Hi NJA_MC,

    I am unable to reproduce using the futures instrument list.

    Can I have a list of the instruments you have in this instrument list?
    Chelsea B.NinjaTrader Customer Service

    Comment


      #3
      Originally posted by NinjaTrader_ChelseaB View Post
      Hi NJA_MC,

      I am unable to reproduce using the futures instrument list.

      Can I have a list of the instruments you have in this instrument list?
      Sure, see attached.
      Attached Files

      Comment


        #4
        Hi NJA_MC,

        I am finding that it takes a very long time to download the tick data.

        I'm using the same instrument list, and when I only select 1 day of tick, minute, day, ask, bid, last, it will finish.

        Are you able to reproduce downloading a single day? (I tried downloading 05/04/2015)

        When you think the download is completed and is still gray, are you seeing that the NinjaTrader process is idling at 0 cpu usage?
        Chelsea B.NinjaTrader Customer Service

        Comment


          #5
          I Just Tried May 4th, and it loaded with no problem. Activity jumped as it was loading took about 2 to 3 minutes. After the data loaded, Memory and CPU usage almost doubled, is there a background task that is managing the saving of this data? That took about 3 to 4 mins before CPU usage dropped back to ~0%.

          What I will do it run this tonight to download the data. The CPU usage was 0% last time I tried, so maybe something hung the process after about 10 mins, but seemed like it had downloaded almost 1 GB of data in that time.

          Comment


            #6
            Okay,

            I have tried to download the Historical Data again and give it more time. Now I get Exception errors. I have removed all charts so I have just the Control Center and the Historical Download data box. I have had this problem with June 1s through July 27th time frame. I have loaded the latest list of instruments (contracts rolled) as well as a screenshot of the download configuration. I am connected to NTBrokerage.

            Here is a sample Exception Error:
            2015-07-27 11:35:07:265 Cbi.Instrument.RequestBars (to Provider): instrument='NQ 06-15' from='05/27/2015 00:00:00' to='06/10/2015 00:00:00' period='1 Minute - Ask'
            2015-07-27 11:35:07:265 Cbi.Instrument.RequestBars (to Provider): instrument='NQ 09-15' from='06/07/2015 00:00:00' to='06/30/2015 23:59:59' period='1 Tick - Bid'
            2015-07-27 11:36:04:357 *************** unhandled exception trapped ***************
            2015-07-27 11:36:04:357 Index was out of range. Must be non-negative and less than the size of the collection.
            Parameter name: startIndex
            2015-07-27 11:36:04:357 System.ArgumentOutOfRangeException: Index was out of range. Must be non-negative and less than the size of the collection.
            Parameter name: startIndex
            at System.BitConverter.ToDouble(Byte[] value, Int32 startIndex)
            at NinjaTrader.Data.BarsSeries.GetBid(Int32 index)
            at NinjaTrader.Data.Bars.GetBid(Int32 index)
            at NinjaTrader.Cbi.Instrument.<>c__DisplayClassd2.<>c __DisplayClassd4.<RequestBars>b__cb(Object o)
            at System.Threading.ExecutionContext.RunInternal(Exec utionContext executionContext, ContextCallback callback, Object state, Boolean preserveSyncCtx)
            at System.Threading.ExecutionContext.Run(ExecutionCon text executionContext, ContextCallback callback, Object state, Boolean preserveSyncCtx)
            at System.Threading.QueueUserWorkItemCallback.System. Threading.IThreadPoolWorkItem.ExecuteWorkItem()
            at System.Threading.ThreadPoolWorkQueue.Dispatch()
            Attached Files

            Comment


              #7
              NJA_MC,

              I've narrowed down the issue to coming from the 6J 09-15 last tick data from June 12 to June 14.

              (Removing the 6J 09-15 allows the data to download for all the other instruments)

              I've got this submitted to development. Thank you for reporting this.
              Chelsea B.NinjaTrader Customer Service

              Comment


                #8
                Originally posted by NinjaTrader_ChelseaB View Post
                NJA_MC,

                I've narrowed down the issue to coming from the 6J 09-15 last tick data from June 12 to June 14.

                (Removing the 6J 09-15 allows the data to download for all the other instruments)

                I've got this submitted to development. Thank you for reporting this.
                Removing 6J did work. Thanks.

                Comment

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