Import E-Mini SP+NQ from TS only writing 1 mo. of data when many months on TS Chart

[ChiTrader2000]

Hello,

So far I have successfully imported lots of futures contracts from TradeStation into Ninja Trader using the NTDataDownload strategy without a problem, but I have experienced a certain problem with some of the months of the E-Mini S&P (ES) and E-Mini Nasdaq (NQ) but not other months.

The problem is that for some months of ES and NQ, such as ESZ07, TradeStation shows lots of data on the chart (six months worth), but the ESZ07.txt file that is created only has data going back to 11/19/2007 9:21:00 AM.

Does anybody know how to fix this problem?

By the way, the specific contracts that do NOT experience this problem are ESM08, ESU08, ESZ08, NQU08, and NQZ08, and the months that DO experience this problem are ESH07, ESM07, ESU07, ESZ07, ESH08, NQH07, NQM07, NQU07, NQZ07, NQH08, NQM08.

Thanks in advance!

ChiTrader2000

[NinjaTrader_RJ]

Hello,

So far I have successfully imported lots of futures contracts from TradeStation into Ninja Trader using the NTDataDownload strategy without a problem, but I have experienced a certain problem with some of the months of the E-Mini S&P (ES) and E-Mini Nasdaq (NQ) but not other months.

The problem is that for some months of ES and NQ, such as ESZ07, TradeStation shows lots of data on the chart (six months worth), but the ESZ07.txt file that is created only has data going back to 11/19/2007 9:21:00 AM.

Does anybody know how to fix this problem?

By the way, the specific contracts that do NOT experience this problem are ESM08, ESU08, ESZ08, NQU08, and NQZ08, and the months that DO experience this problem are ESH07, ESM07, ESU07, ESZ07, ESH08, NQH07, NQM07, NQU07, NQZ07, NQH08, NQM08.

Thanks in advance!

ChiTrader2000

Hello ChiTrader2000,

I will look into this and test and get back to you.

Thank you for your patience!

[ChiTrader2000]

Hello NinjaTrader_RJStein,

Thanks a lot for taking a look at this!

ChiTrader2000

[ChiTrader2000]

Hello NinjaTrader_RJStein or anybody else who can help,

I am still very much interested in a solution to the problem I posted in my original post. Any ideas?

Thank you very much in advance,

ChiTrader2000

[ChiTrader2000]

Hello,

I am still having problems importing all the data for certain contracts from TradeStation as described in my original post, and this upcoming week I am hoping to give the (very) "important people" at my company the big official demo showing that Ninja Trader backtesting results are reliable, by testing against a bunch of TradeStation 2007-2008 domestic futures data and showing that the results are very similar to the actual performance of our trading systems for the 2007-2008 range.

Unfortunately, there are huge holes in some of my TradeStation data, as described in my original post, and this will make the demo much less compelling.

Can anybody take a look at the problem in my original post sometime this week?

Thank you very much in advance!

ChiTrader2000

[NinjaTrader_Ben]

Hello,

Try deleting the data files and starting over.

So Tools>Historical Data>Delete.

Thank within these instructions:

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

Delete the NINJATRADER.ELD files. Then start over importing the historical data.

[ChiTrader2000]

Hello NinjaTrader_Ben,

Thank you for the suggestion.

Based on your suggestion, I found a kind of a workaround that "fixes" my problem, although it is a slower way of getting TradeStation data, and I believe that I have found a real bug in either the NTDataDownload strategy or a bug with TradeStation in general.

Here is what I found works, and how to reproduce the bug:

What works:

1. Remove the NTDataDownload strategy from the chart.
2. Type in the symbol of interest, such as ESH07.
3. Once all the data is loaded, then insert the NTDataDownload strategy, and wait for the chart to reload.
4. You will note that the Ninja Trader data file created includes the desired data range.

5. REPEAT step 1, i.e. remove the NTDataDownload strategy from the chart.
6. REPEAT step 2, i.e. go to the next symbol of interest, i.e. ESM07.
7. REPEAT step 3, i.e. re-insert the NTDataDownload strategy.
8. You will note that the 2nd NinjaTrader data file also has the good data range.

This is what you need to do for each contract whose data you want to get out of TradeStation.

How to reproduce the bug:

If you do not detach the strategy before loading the NEXT contract's data, and the new contract is one of the ones that I listed in my first post, the exported data will only include 1 month of 5 weeks of data... or certainly will at least exclude the majority of the data range of data being displayed on the chart.

Hopefully this information will help somebody debug the problem with the strategy, unless there is no way to set the strategy up to work well without needing to be removed and readded after loading each contract. Maybe the problem is with TradeStation.

Still, it is probably worth a serious look by the Ninja Trader support team.

Thanks for the help, and hope my additional info helps,

ChiTrader2000

[NinjaTrader_Ben]

Hello,

I will have someone test this for you on Monday. Thank you for your patience.