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Incomplete Hystorical Data

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    Incomplete Hystorical Data

    Hi, I use Interactive Brokers data feed.
    I trade asian future. I have problem to load correct hystorical data.
    I know IB have only a few days intraday data (1min).
    I upgrade data all days, in this mode, I have a long hystorical intraday data.
    In some exchange I have no problems, for example Singapore Exchange SGX, or Korea stock exchange KSE, but the future SPI (Australian securities exchange SNFE) doesn't load correct data.
    I can see only 4 or 5 days, I try to change 1min chart to 5 or 15min but is the same, I see only last 5 days, but ninja was connected and loaded for more days.
    The setting is the same to other exchange-chart that I see correctly.
    In format data, if I set 30 days back, I continue to see only 5 days.
    What can I set to have correct chart?

    Thanks in advance,
    effebi
    Last edited by effebi; 12-11-2008, 12:17 AM.

    #2
    Hello Effebi,

    Can you please right click in the SPI chart and select 'Reload Historical Data' and check if addditional historical data is added.

    To determine the historical data you have available in NinjaTrader for the SPI, please disconnect from IB. Create a new chart for the SPI and the data that is displayed in the chart is present in the database.
    JasonNinjaTrader Customer Service

    Comment


      #3
      Hi Jason,

      if I select "Reload historical data" it doesn't change.

      I tried to create new chart for the SPI, and I think the problems is the hours range I set to display in my chart (start and break session).
      I'm GMT +1, I want to display only the hours from 11.50PM of today until 6.30AM of tomorrow. In the proprieties I set - start 23.50 - end 6.30 - (24h).
      When I'm connected to IB, I see correctly the chart of last 5 days, because IB send me historical data. Before this days I see in the chart only the candle from 6.30AM to 0.00PM of the same day.
      Ninja has not save data from 0.00 to 6.30AM
      How can I set start and break session from today and break tomorrow?
      Why I see correctly the chart but I have not stored all data?
      When I set start and brek session, ninja save data outsite this hours?

      Thanks,
      effebi

      Comment


        #4
        Hello Effebi,

        NinjaTrader uses your PC clock to display the time in charts. Please enter the times in US format. For example, not as 23:50 and 6:30, but as 11:50 PM and 6:30 AM.

        NinjaTrader will store real-time bar data when 'Store real-time bar data' is enabled under Tools-->Options-->Data-tab and receiving real-time chart data.
        JasonNinjaTrader Customer Service

        Comment


          #5
          Hello Jason,

          if I try to enter the time in US format, when I save the value is 0.00 (my PC has europe time format). In other instruments I set for example end session at 22.00 and works fine.
          "Store real-time bar data" is enable, and other data is OK.
          Maybe there is a problem to store the data when session start today, trought midnight and finish in a new day?

          effebi

          Comment


            #6
            I converted my PC clock to display in European time and entered the session begin and end times as 11:50 PM and 6:00 AM and these values remain and did not convert to 0.00. Please see the screenshot and ensure you enter the times exactly the same.

            Crossing midnight should not be an issue to store data.
            Attached Files
            JasonNinjaTrader Customer Service

            Comment


              #7
              Hello Jason,

              if I set 11:50 it is OK, if I write 11:50 PM the value switch at 0:00, maybe my PC setting it is different.
              I set 0:00 to 6:30 and I wait some days to see if the stored data are correct without crossing midnight

              Comment


                #8
                That could be the cause; your PC clock is set up in European time in Windows and thus it only accepts European values.
                JasonNinjaTrader Customer Service

                Comment


                  #9
                  Hi Jason,

                  I still have the problem. I set 0:00 to 6:30 this morning and I see correct data, now I open again Ninja and before connecting to IB TWS, the data of today there aren't. I can see only the data outside my start/break session! I connect IB and load data of today from 0.00 to 6.30.... In the chart, I can see complete data only for this week becouse IB load last days, but last week data are only from 6.30 to 0.00 outside regular trading hours and not 0.00 to 6.30.
                  What can I try to fix the problem?

                  Comment


                    #10
                    Hi,

                    Try repairing your database under Tools--> Options--> Misc tab--> Repair DB.

                    If that doesn't work go to Tools and select Reload--> Historical Data.
                    Vince B.NinjaTrader Customer Service

                    Comment


                      #11
                      Hello Vincent,

                      I tried to repair DB, I tried to reload historical data but it doesn't change, I have the same error.
                      I lost data of the regular trading session, I can see only this week correctly becouse IB load data.
                      In the attached image I create new chart without any setting of start/break session and this is what I see...
                      The SPI future is the only DB give me this problem, I need to fix this problem.

                      Thanks
                      Attached Files

                      Comment


                        #12
                        Hello effebi,

                        Please check if your PC clock and time zone setting are setup correctly on your PC and synchronize your PC clock.

                        I tested an SPI 12-08 15 chart on my end.

                        On 12/7 (Sunday) I display data for 6.30 to 0.00. The times are different in the screenshot since my PC clock is set to US MDT. NinjaTrader uses your PC clock to display the times in charts.

                        However data for 12/5 (Friday) is complete.

                        Check your PC clock and time zone settings, make sure the chart session begin and end times are set to 0:00 and 0:00 and check again.
                        Attached Files
                        JasonNinjaTrader Customer Service

                        Comment


                          #13
                          Hi Jason,

                          I check again, my PC clock is setting correctly.

                          I try to reload data, this is what I see, you can see the begin and end times are set to 0:00 and 0:00 .................
                          Attached Files

                          Comment


                            #14
                            Can you please tell me what time zone your PC uses.
                            JasonNinjaTrader Customer Service

                            Comment


                              #15
                              gmt +1
                              -------
                              Last edited by effebi; 12-12-2008, 11:01 AM.

                              Comment

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