IB Backfill

[Blaster79]

Hello,

i am unable to show up more than 4-5 days of historical data (i'm using free Ninjatrader version with a regular IB account) even if i set 30 days back history. Is this a limitation of the free edition?

For example, yesterday i could see e-mini NQ history back to 24 November. Today i can't look back before 25.

Thanks,
Simone

[NinjaTrader_Ben]

Hello,


How many days back can you display in TWS? You will only have access to this many days in NT. What type of chart are you building? Remember, the NT/IB connection does not support historical tick data (except what you have recorded):

http://www.ninjatrader-support.com/HelpGuideV6/HistoricalData.html

[Blaster79]

Hello Ben,

it is not tick data but minute data (1 min timeframe). In TWS i can show it for 1 day only (2 days for 5 min timeframe), however IB should support up to 2 months of minute backfill. In NT i can show only last 4-5 days when i do a reload. If i correctly understood, NT stores real-time data (i have this option turned on) so i shouldn't have the 24 November day disappeared today... right?

Thank you for your prompt reply
Simone

[Blaster79]

So if i do a reload i lose historic data even if it's stored in the database? Let me do an example.. i have 20 days of 1 min data on the DB and click reload: i end up having only 4 days of history?

If the above is true, when i find some bar gaps how do i backfill them without reloading the chart and losing the history?

[NinjaTrader_Ben]

Hello,


I deleted my other posts so we can start fresh.

For post #4: you will maintain the data in your database and add to it. So if you have 20 days back in the format data series you will show all 20 days.

For post #5: Open a new chart and increase the days back so you know it is beyond the maximum of what you have stored. The result is what you have in your database. Your historical data is not limited in any version of NT. The amount of data that is provided by your data provider is limited however.

Please open a new chart and tell me the exact stops you are taking so I can reproduce this on my end. So far I am not able to reproduce any limited historical data if it is in my database.

[Blaster79]

Hello Ben, i now made a reset of DB and cancelled all the history then opened a new graph. Now the oldest day i can see on NQ is 11/25. Let's see tomorrow how this develops...

[Blaster79]

Hello,

this is what i'm trying to do now: i opened a new NQ chart, 1 min, the max past day i can see is 11/25. Then i click on "format data series", choosed 5 days back from 11/26 (i just want to see if i can get more 1 min historic data from IB). The chart does not update, so i click "reload historical data"... some seconds after, the chart is still not updated. In the TWS log i get:

AY 21:12:19:828 JTS-EServerSocket-83: Error: can't parse long string - java.util.NoSuchElementException
AY 21:12:19:829 JTS-EServerSocket-83: [0:20:43:1:0:0:0:ERR] -'wb' : cause - Historical data query end date/time string [20081126 00.00.00] is invalid. Format is 'YYYYMMDD{SPACE}hh:mm:ss[{SPACE}TMZ]'.
AY 21:12:19:829 JTS-EServerSocket-83: Anticipated error
AY jextend.d: Historical data query end date/time string [20081126 00.00.00] is invalid. Format is 'YYYYMMDD{SPACE}hh:mm:ss[{SPACE}TMZ]'.
at jextend.wb.d(wb.java:505)
at jextend.y.h(y.java:239)
at jextend.rd.L(rd.java:847)
at jextend.rd.run(rd.java:707)
at java.lang.Thread.run(Unknown Source)

With other softwares i can backfill 1 min IB historic data since 1 month minumum.

Any clue?

[Blaster79]

Wooow guys... sorry if i'm speaking by myself like a crazy.. but i've found the solution. It seems that NT was requesting historical data from IB with the wrong format, because i'm in Italy and my time is displayed as HH.MM.SS. When i first opened a chart, the first 5 days backfill was ok... the problem was only with requests prior to that period, that were failing (i suppose because they are done in different manner).

I then changed my Vista settings to display time as HH:MM:SS ... the result is that i'm now getting 1 min historical data since September

Problem solved! I ask you NT guys to take this into consideration for international users that could have my same problem...

[NinjaTrader_JoshP]

Thank you for the suggestion. I will forward it to development.

[NinjaTrader_Dierk]

This is a bug which will be resolved with next update. Thanks for reporting.