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Connecting, but lots of gaps and poor data using BarChart

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    Connecting, but lots of gaps and poor data using BarChart

    Hello,

    I wonder if someone could help?

    Data seems good for YM (Dow Jones), but nonsense for ES (S&P).

    Typically the 1-minute bars are 5-minutes apart, the high of the day is different to the correct high of the day in the control panel. If I load up the platform later in the day the 30-minute bars are different to when I was actually trading them earlier!

    Tony

    #2
    Hello Tony,

    If you right click in the chart and select Reload Historical Data, does it fill your gaps?

    I tested the ES 09-08 on my end while connected to BarChart (see screenshot) and displayed data as expected. Please check if your chart displays the same.
    Attached Files
    JasonNinjaTrader Customer Service

    Comment


      #3
      Hi Jason,

      Apologies for the poor quality of the screenshot, but you can see that the number of bars in the 1-minute chart roughly seems to correspond to the number of 5-minute bars which should be in the interval.

      i.e 5 bars rather than 25

      Tony
      Attached Files

      Comment


        #4
        Hello Tony,

        Could you please send a note to [email protected]. Please provide me your BarChart login credentials and put "Attn Jason" in the subject header.
        JasonNinjaTrader Customer Service

        Comment


          #5
          I have same issue. All historical tick data consolidated by 5 min intervals. Real-time is OK.

          GE market has no depth (1st level).

          Main issue - NT disconnects every 60 sec and reconnects again. Very irritating.

          I had Barchart subscription few weeks ago and it was working perfectly. Not sure what has happened in betwen.




          ---------------------------------------------------------------------
          Also I caught exception in chart window (not sure if relates to the depth issue):

          2008-09-01 11:52:43:761 at NinjaTrader.Gui.Chart.ChartControl.Remove(Indicato rBase indicator)
          at NinjaTrader.Gui.Chart.ChartControl.Remove(Strategy Base strategy)
          at NinjaTrader.Gui.Chart.ChartStrategies.Apply()
          at NinjaTrader.Gui.Chart.ChartStrategies.OnOkButtonCl ick(Object sender, EventArgs e)
          at System.Windows.Forms.Control.OnClick(EventArgs e)
          at System.Windows.Forms.Button.OnClick(EventArgs e)
          at System.Windows.Forms.Button.OnMouseUp(MouseEventAr gs mevent)
          at System.Windows.Forms.Control.WmMouseUp(Message& m, MouseButtons button, Int32 clicks)
          at System.Windows.Forms.Control.WndProc(Message& m)
          at System.Windows.Forms.ButtonBase.WndProc(Message& m)
          at System.Windows.Forms.Button.WndProc(Message& m)
          at System.Windows.Forms.Control.ControlNativeWindow.O nMessage(Message& m)
          at System.Windows.Forms.Control.ControlNativeWindow.W ndProc(Message& m)
          at System.Windows.Forms.NativeWindow.Callback(IntPtr hWnd, Int32 msg, IntPtr wparam, IntPtr lparam)
          Last edited by maxima; 09-01-2008, 04:56 AM.

          Comment


            #6
            On exception below:
            - please make sure you are on latest 6.5.1000.5
            - could you please provide exact steps to reproduce? Thanks

            Comment


              #7
              Yes I have the latest.
              And No - I cant reproduce it. Strategy tried to send orders but they went into loads of mess with cancelling etc (I am sure it is related to missing depth data - as same strategy worked OK in backtest) and then I clicked on 'Strategies' icon in chart window and then OK (to refresh strategy) and then the exception happened.

              I disabled placing orders in code now and am watching just graphical part of the strategy hence no more exceptions.

              Comment


                #8
                Thanks for clarification

                >> and then OK (to refresh strategy)
                This step could produce exception call stack below. Please let us know as you have a scenario to tarce this down further. Thanks

                Comment

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