Strategy Analyser - Too Many Historical Requests

[NinjaTrader_JessicaP]

Hello tmfdouglas,

While running in a virtual machine over the entire S&P 500 at a tick size of 1 over several months did cause Ninja to use a lot of memory, we were unable to generate any kind of "Too many historical requests" message on our end using this approach. Were you in fact able to generate a similar message on your end?

I performed this test using Kinetick. Please use IQFeed for all future tests.

The strategy analyzer using a lot of memory when unusually intense parameters are being requested is to be expected. I will be happy to continue helping you debug the IQFeed adapter on your end.

[tmfdouglas]

Hi Jessica,

Thanks for testing.

From what you said should I interpret it as the memory management within NinjaTrader is as is and this is not classed as a bug (i.e. it will not be improved).

Re. the too many historical requests, I encountered the error yesterday evening again (and every time I use IQ Feed to source a lot of data). This only happens with IQ Feed although I'm not convinved it doesn't also happen with Kinetick, just the logging information isn't available as it is with IQ Feed.

Thanks
Tim

[NinjaTrader_JessicaP]

Hello Tim,

With regard to the IQFeed adapter, while we are continuing to work on this, I would like to mention that I did some research, and it turns out their simultaneous connection restrictions are more lax between 16:30 PM and 09:30 AM Eastern time. I would recommend backtesting your strategy during these times. The reason you are experiencing this in NinjaTrader 8 and not 7 is because NinjaTrader 8 can take better advantage of your processor, including the many threads your processor in particular makes available.

[tmfdouglas]

Thanks Jessica, I didn't realise IQ Feed also had a limit to the number of concurrent connections during US market hours, thought it was just the tick data download limit.

Look forward to the results of your investigation.

TIm

[NinjaTrader_JessicaP]

Hello tmfdouglas,

After extensive investigation, the "too many historical requests" message was not something I could manage to reproduce on the hardware available to me. I should mention that the computers I am using do not have as many processor threads as are available to yours. This appears to be the only significant difference between the systems I have available and your system.

I have informed the product management team. I will update this thread should we have more relevant information.