NT8 RC1: Incorrect timestamp on Eurex Market Data

[KelvinKing]

Hi There, I previously logged this issue with support under ticket 1566665. But after doing a little bit more investigation, I think that this could be a potential bug, so I'm posting in the forum for follow up.

Basically, what happened is that I thought that I was missing the price data on both my FESX and FGBL futures for 5 Sept 2016 (Mon). When, after playing around with the session templates, I realized that a portion of that data was time stamped incorrectly.

What appears to have happened is that all my Eurex market data for that day was shifted 4 hrs earlier so that it starts at 10AM, instead of the usual 2 PM. My timezone is UTC +8. So, that should correspond with 8 AM London time. After switching to the Default 24 x 7 session template, I was able to see the missing data.

I loaded the same day on my NT7, with the same data provider and the chart seems to display correctly. Hence, leading me to suspect this is a bug in the new RC1.

Please investigate.

Thanks!

[FMtrader]

Hi There, I previously logged this issue with support under ticket 1566665. But after doing a little bit more investigation, I think that this could be a potential bug, so I'm posting in the forum for follow up.

Basically, what happened is that I thought that I was missing the price data on both my FESX and FGBL futures for 5 Sept 2016 (Mon). When, after playing around with the session templates, I realized that a portion of that data was time stamped incorrectly.

What appears to have happened is that all my Eurex market data for that day was shifted 4 hrs earlier so that it starts at 10AM, instead of the usual 2 PM. My timezone is UTC +8. So, that should correspond with 8 AM London time. After switching to the Default 24 x 7 session template, I was able to see the missing data.

I loaded the same day on my NT7, with the same data provider and the chart seems to display correctly. Hence, leading me to suspect this is a bug in the new RC1.

Please investigate.

Thanks!

Hi Kelvin

If look back over the past 20 or so postings you will see a number of them (including mine) that suggest there is some weird issue happening with RC1 and timestamps/pricing data. Like you I first hit the problem with FGBL and was wondering why I could see price data on NT7 that wasn't visible on NT8 RC1. I also noticed the four hour discrepancy.

I spent many hours reloading NT8 with clean installs thinking I had a corrupted installation. I then realized that playing around with session templates did allow me to see some of the missing data but the historical timestamps were way off. I then found that a similar problem was occuring on just about every market I looked at no matter what default template was being used. RC1 appears to have introduced a new issue and unless I am missing something it is pretty well unusuable for those that have experienced the problem. I suspect that some users depending on the markets and session templates loaded may have charts that initially look OK until you inspect the timestamps on the X axis more closely. Changing the timezone of my PC and deleting all the NT8 database files before starting NT8 didn't seem to materially affect the problem.

[Tremblinghandtrader]

Same problem here can get the charts to load correctly with the Default 24/7 trading hours template but the timestamps are way off.

[KelvinKing]

Timestamps still incorrect

So, unfortunately, what happened yesterday was not an anomaly. On the start of the new Eurex session, I refreshed my charts and again all the price data is time stamped 4 HOURS ahead of the actual time.

The only work around that I have found so far is to switch me session template to "CBOT US Interest Rate ETH". Which does seem to be able to capture all the required data.

Having said that, this is unacceptable behavior especially for an RC.

NinjaTrader, Please investigate and help to resolve.

Thanks!

Edit: For all those having this similar issue, quick fix workaround is change session template to "CME US Index Futures" for the Euro SToxx, and " CBOT US INterest Rate ETH" for Bund.

[KelvinKing]

Just a follow up, got a reply from support telling me to delete the db/cache folder.

To delete the cache, follow the steps below.

Shut down NinjaTrader.
Open the Documents > NinjaTrader 8 > db folder.
Delete the sub-folder named 'cache'.
Restart NinjaTrader and test.

That seemed to fix the issue.

[FMtrader]

Just a follow up, got a reply from support telling me to delete the db/cache folder.

To delete the cache, follow the steps below.

Shut down NinjaTrader.
Open the Documents > NinjaTrader 8 > db folder.
Delete the sub-folder named 'cache'.
Restart NinjaTrader and test.

That seemed to fix the issue.

Strange. This didn't work yesterday when I tried it a number of times but did work when I just tried it now. I wonder if NinjaTrader's historical database had a problem yesterday but has been fixed now?

[KelvinKing]

I suspect something like that happened. Because I did notice a very weird behavior in my data before all this happened. It must have corrupted the database....

[NinjaTrader_RyanM]

Hello,
Due to an initial issue with a Historical Data Server on 5th there was an initial issue with recording this data. This has since been resolved which is why the steps provided resolved the inquiry.

[FMtrader]

So the NT7 servers were unaffected but the NT8 servers had a problem?

[NinjaTrader_RyanM]

Hello,
That is correct only one server was down during this time.

[FMtrader]

Hello,
That is correct only one server was down during this time.

Hello Ryan
Can you please clarify a few things for me about how NT8 manages its historical data. (I was using NinjaTrader Continuum data on Monday when the problems occured)

Was the server that caused the problems on Monday a "NinjaTrader Continuum" server which provides the historical data supporting the live brokerage feed or is it something else.

If I was getting my data from a different provider such as IQ Feed for example would I have still seen this problem on Monday. Another way of asking this question is "Do all customer's copies of NT8 maintain a connection with a historical data server at NinjaTrader even if they source their live data from somewhere else?"

In the Tools>Options>Market Data area there is a tick box in the Historical section "Get data from server". Exactly what is this doing when it is enabled? I seem to still be able to download historical data even when it is not enabled

[NinjaTrader_RyanM]

Hello FMtrader,
NinjaTrader Historical Data Servers will be the same regardless of demo account or a live Brokerage account. NinjaTrader provides Historical Data as complimentary service for free.
If you were to use another connection such as IQFeed or Kinetick you may encounter the same situation however in that certain case I am unable to verify if other data services received the same issues.
The selection you are referring to in the options will default your connection to NinjaTraders Historical Data Servers.