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Problems with historical FXCM tick data

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    Problems with historical FXCM tick data

    Hello
    recent 2-3 week I have a problem to get tick data for more deep historical periods, eg. October 2018. In more than 90% cases I get either a timeout message https://www.screencast.com/t/nXoaPBsXs61 or the chart update is almost immediate but no tick data are downloaded. My NT7 uses FXCM connection and I have tried both usual FXCM connection and UK FXCM server. I have also tried both NinjaTrader FXCM servers or NinjaTrader servers. Anything of that does not change the situation. The same happens either if I change the End date in Data Series settings or if I try to download data using Historical Data Manager. My PC and internet connection have plenty of performance and space to be a cause. Could you help me please?
    Many thanks.

    #2
    What version of NinjaTrader 7 are you using? Please provide the entire version number. This can be found under Help -> About (Example: 7.0.1000.?)

    I would only expect NinjaTrader's servers to have 365 days of tick data. Minute data should be available back to late 2008 so your request should be valid if you request only minute data for your 2018 date range from our servers. I could not comment on how or why FXCM historical server behavior has changed as those servers are managed by FXCM.

    Please clarify - this message in your screenshot occurs when requesting data from NinjaTrader servers, from FXCM servers, or both?

    Does this occur if you download a more recent date within the last year like April 15 2020?

    Comment


      #3
      Originally posted by NinjaTrader_PatrickG View Post
      What version of NinjaTrader 7 are you using? Please provide the entire version number. This can be found under Help -> About (Example: 7.0.1000.?)
      ***** 7.0.1000.40

      I would only expect NinjaTrader's servers to have 365 days of tick data. Minute data should be available back to late 2008 so your request should be valid if you request only minute data for your 2018 date range from our servers. I could not comment on how or why FXCM historical server behavior has changed as those servers are managed by FXCM.

      Please clarify - this message in your screenshot occurs when requesting data from NinjaTrader servers, from FXCM servers, or both?
      ***** this is for FXCM, for Ninja servers it is the case of "quick but empty" charts

      Does this occur if you download a more recent date within the last year like April 15 2020?
      ***** I have reached the maximum of 06/2019 for NinjaTrader FXCM servers and approx. half of 05/2019 for NinjaTrader servers. But this is this time. Sometimes I was able to reach the data from 2018, as I have written previously. Would you have any advice how to have reliable tick data beyond reached limits?

      Comment


        #4
        To clarify, "Use NinjaTrader FXCM servers" is FXCM's historical data servers. "Use NinjaTrader servers" is NinjaTrader's historical servers. Also please keep in mind that when changing this setting within the connection a disconnect/reconnect is required.

        I cannot comment with any certainty on any behavior regarding FXCM's historical data servers.

        I can confirm/comment on the behavior of NinjaTrader's historical data servers. You should be able to request historical minute data from our servers for at least the last 10 years. While connected to 'Use NinjaTrader servers' and only requesting minute data, do you still run into this symptom?

        Comment


          #5
          Yes, the difference in servers and necessity to reconnect is clear. The minute data work without problem in deeper past. But of course it does not solve my problem. Would you have any recommendation of the source/provider of historical tick data Ninja could be connected to? Many thanks

          Comment


            #6
            I am not aware of any data provider that supplies more than one year of historical tick data.

            Comment


              #7
              I have tried the NT8 chart that needs tick data as well and, to my surprise, it gave me the January 2018 with no problems https://www.screencast.com/t/0mOsWZSbI . NT7 with the same settings is not able to open the chart sucessfully (and unfortunately I need the NT7 chart only). Could you figure out, what is the diference and why NT8 works and NT7 not?

              Comment


                #8
                Again, we only guarantee to maintain 365 days of historical tick data. If you find more than that available on a per-instrument basis then that simply means it has not yet been cleared off of our servers. That data is not guaranteed to be there. Additionally, NinjaTrader 7 and NinjaTrader 8 servers are completely different servers (for the time being), so the latent 'extra' tick data would not be expected to be the same.

                Comment


                  #9
                  All right, many thanks for your answers.

                  Comment

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