B5 Multiple Issues

[Tiixo]

I played with the open beta for 2 days now. Fantastic product. Very stable, good performance. But i found the following issues.

1. Can not open a chart for Brent Future(BRN).
If i try to open a Chart for BRN 11-15 (or 10-15 or any other BRN Contract i tested) i get the following error.
2015-09-23 23:03:21:720|3|4|Failed to resolve instrument for market data: F.US.QO.N15 could not be resolved.
2015-09-23 23:03:23:905|0|4|Error on requesting bars series: 'Unknown instrument 'BRN 07-15''
Trace file has the following:
2015-09-23 23:03:23:779 Cbi.Instrument.RequestBars (to Provider): instrument='BRN 07-15' from='09/23/2015 00:00:00' to='09/23/2015 00:00:00' period='1 Minute'

So somehow NT8 tries to request 07-15 when i wanted to open 11-15. I already tried Tools->Database->Update instruments but the problem is still there.

2. TickReplay in combination with a custom TradingHour template issue
I made a custom 24x7 TradingHours template that has every hour from Monday to Sunday in it as a trading hour.
When i open a chart with TickReplay enabled and my custom TradingHours template the chart seems to not load the correct historical data when there is a weekend in the requested date range. If i change the TimeZone in my TradingHours template from CEST to EDT the historical data is loaded correctly. Alternatively if i disable TickReplay but keep CEST in my TradingHours template the data is also loaded correctly. Only TickReplay + different TimeZone in the TradingHours template seems to trigger the weird behaviour.
(Edit: it might not be the weekend that's generating the issue but the rollover that happened last friday in the tested instrument)
(Image attached)

3. Missing Data in Tick/Volume Charts
When i open a Volume chart after 20:00 CEST(14:00 EDT) all data after 20:00 CEST is missing. (Only for the current day. Past days data loads fine.)
Minute based Charts load all data correctly after 20:00 CEST. Only tick based charts are affected and the historical data manager shows that no data after 20:00 CEST was downloaded from the historical data server.
(Image attached)

Tested with NT8(64bit) on Win7 SP1. Data provider is CQG. Local Timezone is CEST.

[NJA_MC]

Hi,

#3 is related to what I have been chasing for a while now:

http://ninjatrader.com/support/forum/showthread.php?p=428699#post428699

[NinjaTrader_PatrickH]

Hello Tiixo,

Thank you for your post.

We will look into these items and follow up with you here.

[Tiixo]

Issue #1 is fixed.
After resetting my database BRN was completely missing in the instrument editor. But i discovered that NT8 had renamed Brent from BRN to B. And BRN was only in my database because of the data import from NT7.
And when i open a chart of B 11-15 all data is there and no errors.

[Ricam]

IQ feed bar request error: From-Date must be smaller than Too-Date

This chart has 2 dataseries of futures that come from CQG, and an indicator that uses secondary instruments (that are stocks) that need data from IQ Feed.

Two dataseries of the same futures contract, one is TickReplay and the other is not. Both have same period, one of them is a transparent line plot you don't see although plot visible is true.

During the week was working OK. Today, Saturday 24 October, loads historical data OK prior to making any data feed connections. Connect to CQG and refresh chart, still OK. Then connect to DTN, refresh chart, get the error message shown in screenshot and Ninjatrader locks up and needs to be killed with task manager.

Maybe something to do with weekend maintenance at DTN?

Also,it seems that charts like this cause Ninjatrader to crash if the Connect On Startup option is selected for any of the data feeds.

[Ricam]

cannot load data for secondary series if it is a stock.

Note: As of 4PM PT on Sunday with resumption of live data, problem below has disappeared. Only seems to happen during weekend break when there is no real time data.


This screen shot shows a related problem. Simple indicator refuses to load secondary dataseries of a stock although NT is connected to AMP CQG for futures and DTN for stocks. Note error box. Error not being trapped in OnStateChange by try catch block.
Can also send trace files if will help. Trace file does not show the crazy request years of 1800 and 2099 that are in the modal error boxes.
No problem if secondary symbol is that of a futures contract.
Reset the database and checked that stocks have correct session template hours. However trace file seems to show data being requested outside of trading hours.
Problem went away after setting last day to load as Friday Oct 23 or Sat Oct 24 and returned when last day to load reset to today, Sunday Oct 25.

As noted above problem disappeared when live data resumed on Sunday.

[NinjaTrader_PatrickH]

Hello Ricam,

Thank you for your patience.

Have you seen this issue continue since you last reported it?

If so, I have been unable to recreate with my own script and was hoping to get your script to test. In addition, can you advise what version of the IQ Feed Data Client you are running?