There is no data to drive the simulation engine...Again

[Atomic]

I am still getting these, and one of the things I decided to do was to create the ability to resubmit a rejected order. As part of that I was going to write an AutoHotKey script to respond to the message about "no data available to drive the simulation engine". I need the window properties for the AutoHotKey script, so I decided I would generate the error on purpose. I first turned off the external data feed and then submitted an order. Nothing happened. Then I just turned off the data feed for one symbol and it took orders for that symbol. Then I removed the symbol from the instrument list, and it still took orders for that symbol. What is happening?

[NinjaTrader_JustinD]

Hello Atomic,

Thank you for using NinjaTrader.


Does this error persist if you reset your Sim101 account using the steps below? For clarification, are you trying to trigger this error message on purpose? It will not appear by default while you are disconnected and try to place an order. Generally, this error message will appear if there is no data for the instrument stored in the platform's database.

Resetting a simulation account will clear all historical trade data from this account. Please follow the instructions below to reset a simulation account.

• From the NinjaTrader Control Center window select the Accounts tab
• Right-click on your simulation account and select Edit Account
• Press the "Reset" button

I look forward to your response.

[Atomic]

Hello Atomic,

Thank you for using NinjaTrader.


Does this error persist if you reset your Sim101 account using the steps below? For clarification, are you trying to trigger this error message on purpose? It will not appear by default while you are disconnected and try to place an order. Generally, this error message will appear if there is no data for the instrument stored in the platform's database.

Resetting a simulation account will clear all historical trade data from this account. Please follow the instructions below to reset a simulation account.

• From the NinjaTrader Control Center window select the Accounts tab
• Right-click on your simulation account and select Edit Account
• Press the "Reset" button

I look forward to your response.

Yes it does.

[NinjaTrader_JustinD]

Hello Atomic,

Thank you for your response.


For clarification, are you trying to trigger this error message on purpose? Does this only appear when placing an order with your strategy or does it also appear when placing orders manually?

Thank you in advance for the clarification.

[Atomic]

Hello Atomic,

Thank you for your response.


For clarification, are you trying to trigger this error message on purpose? Does this only appear when placing an order with your strategy or does it also appear when placing orders manually?

Thank you in advance for the clarification.

Yes, I was trying to create it on purpose, partly so I could automatically dispose of the message using AutoHotKey. It only occurs when using the dll and sending trades from a TS chart. My suspicion is that it happens when there are multiple orders. I will try to test that specifically and report back.

[Atomic]

I sent 8 orders for 8 different symbols on a single tick and everything worked.

One of the things I've done is to change the "Wait for data" setting from 100 seconds to 5 seconds. I previously had raised it to max because I thought it would help with the no data problem. Any thoughts on that?

Also, tell me about
Delay comm
and
Delay exchange.
Might they affect this?

[NinjaTrader_Kate]

Hello Atomic,

Thank you for your reply.

No data to drive the simulation engine means the order is placed to the sim101 and there is no data.

There is no supported way to trigger that when there is data. Its the simulation engine sending that message, and you can't get around that.

If you wish to be able to test always getting that message, you can connect to the external data feed which doesn't have any data unless its pushed through the API.

Simulating a delay (for slippage) we don't believe would actually affect the simulator engine in filling orders where there is data available.

The wait for data setting would prevent the error if data isn't receiving quickly, but wouldn't be used to generate the error.

Please let us know if we may be of further assistance to you.

[Atomic]

Here it is happening just this morning. As you can see, there is data for the entered and rejected order.

https://www.dropbox.com/s/oclagzggulfcnhg/ThereIsNoMarketDataMessage.PNG?dl=0

[NinjaTrader_Kate]

Hello Atomic,

Thank you for your reply.

Do you receive real time data for MES or is your data delayed? Delayed data would cause this issue with the simulation engine. You would need to ensure you receive real time data in order to not receive this error.

Please let us know if we may be of further assistance to you.

[Atomic]

Hello Atomic,

Thank you for your reply.

Do you receive real time data for MES or is your data delayed? Delayed data would cause this issue with the simulation engine. You would need to ensure you receive real time data in order to not receive this error.

Please let us know if we may be of further assistance to you.

It is real time data, not delayed.

This seems to happen most often when I submit more than one order for different symbols on the same tick.

[NinjaTrader_Kate]

Hello Atomic,

Thank you for your reply.

We would really need to see a reduced example script that replicates this behavior sending orders to only one or two added data series. Can you provide a compilable, reduced example that illustrates along with detailed steps for testing? Please include instrument to test on, bar type, interval and date range to reproduce.

Thanks in advance; I look forward to assisting you further.