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Missing Data when using Add()

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    Missing Data when using Add()

    I've created an indicator which is calling another instrument using:
    Code:
    Add(secondInstrument, PeriodType.Tick, ticksize);
    The problem is I am not getting all the data from the second instrument. For example, I can load a BRN chart just fine but the indicator doesn't think there is any data until 8:00 CST.
    Another situation I have is on a SI chart; I can load a tick chart just fine but when I set the indicator to single tick, the indicator can only pull an hours worth of tick data from the SI chart. If I change it to 256 tick, for example, it loads days of data.

    Is there an explanation for this? Does something need to be changed within the code?
    I'm using CQG.

    #2
    Hello,

    Thanks for the note.

    What session template is your main data series using? Data would only be loaded for the primary data series session template. Most likely this session template begins at this time.

    Secondary time frames are slave to the primary time frame. If the primary time frame only goes back a day the secondary will only be able to go back a day as well.

    Please change the number of days to load for the primary data series this will affect both data series.

    -Brett
    BrettNinjaTrader Product Management

    Comment


      #3
      I'm using Default 24/7 and have tried increasing the days to load. I've tried loading 10 days, 5000 bars, etc. If I'm loading BRN as the second instrument and have mulitple days loaded on my primary data series, I get BRN data from 8:00 CST to 1:30 CST only but I see 24/7 data on the primary instrument.

      Comment


        #4
        Who is the provider?

        -Brett
        BrettNinjaTrader Product Management

        Comment


          #5
          I'm using CQG.
          I was incorrect about the session template. The template in question was set to "use instrument settings." I've corrected that now. That addresses one issue...
          Now that I do actually have the 24/7 template, I still only get limited tick data. I just loaded 3 days on the primary instrument but only have BRN data back to 7:25am CST today when I have it at single tick. However, if I change it to 256 ticks, it gives me all three days. Any ideas why loading single tick data on the second instrument would be limited?

          Comment


            #6
            Hello,

            I cannot think of a scenario where this should be the case. Other then making sure that you have 20 bars of the primary series before the secondary series would start However you should be good there.

            How difficult would it be to send me a sample code that shows this behavior with a screenshot of the data series window settings so that I can try this on my side and see what is going on.

            Please send this into support at ninjatrader dot com ATTN: Brett and reference this forum post.

            -Brett
            BrettNinjaTrader Product Management

            Comment

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