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Daily data download and update problem

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    Daily data download and update problem

    Hi,

    I always have three different timeframe charts for ES. From Sunday until Friday, since I have NT opened and working all the time, the data flows in ticks, minutes and daily, no problem.
    Since my data provider is the very same broker, Interactivebroker, obviously, I always have: "Save chart data as historical" , in order to have my data automatically saved. But lately I'm dealing with a very annoying issue:
    On Fridays, after market close, I can Check all charts and data are ok and updated, BUT, as soon as I close Ninjatrader, and then restart it back again, I can see the Ticks-Chart is ok, Mins-Data is OK, BUT daily data has disappeared the last 3 or 4 days. It's not a problem to jump over the cliff, but it makes me download from IB a "questionable" daily data, I prefer to build my daily data using my tick data.
    So, here my questions:

    1. How can I avoid this issue? what configuration is needed ?

    2. How can I rebuild (automatically) my daily data using my very same tick data, which is perfectly saved?

    Thanks

    #2
    Hello pstrusi,

    The real-time data being saved for historical is tick and minute data only.

    Any daily data is being downloaded as historical data directly from the provider.

    It is possible to build minute and daily bars out of the recorded tick data by exporting the data to file and then re-importing.
    Export the historical tick data and then re-import this with the 'Generate 'Minute' Bars from Imported Tick Data' and 'Generate 'Day' Bars from Imported Tick or Minute Data'. Keep in mind this will match the Session template selected for that instrument and would not adjust the daily bar for the settlement close.
    https://ninjatrader.com/support/help.../importing.htm

    This would not be possible to automated and would require doing manually.

    Alternatively, we suggest using a 1440 Minute chart as the daily chart or connecting to the Kinetick EOD connection for daily data.
    Chelsea B.NinjaTrader Customer Service

    Comment


      #3
      Thank you very much Chelsea for the complete info.
      Have a nice week

      Comment

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