Limited weekly data?

[PIPTrader]

When trying to see a weekly chart I can only get data for about 1 year.
This happens when connecting to the Interactive Brokers paper-trading account as well as when connected to my IB real account.

Is there any way to get weekly data covering more than just one year?

[NinjaTrader_Bertrand]

Hi PIPTrader, for which symbols are you seeing this? Have checked with IB directly how much weekly data is accessible from their servers? Maybe you have requested too much data at a time, disconnect and wait for about 10 mins for your data status to change and then reconnect try downloading more historical data.

[PIPTrader]

Waiting didn't help

Guten Tag, Bertrand,

(now back to English)

thanks for your help. I tired several currency pairs, such as EURJPY or EURUSD. I have two charts open, one weekly, one daily.

I waited (several hours, in fact), but the situation didn't change. I still only get data for about one year (first bar is dated 2008/6/6, last bar dated 2009/5/1)
To answer your second question: I tried to check with IB on limits on data provision, but I couldn't find anything in this regards on their website. I haven't approached them directly about this issue yet.

Before I contact IB I'd like to make sure that this is not a Ninjatrader issue.
First of all, are other installations working well with IB showing weekly charts longer than one year?
Secondly, are there any settings in Ninjatrader I need to check (for example currently the range settings in 'Format Data Series' is on 1818 days back)?

[NinjaTrader_Bertrand]

Moin PIPTrader - I suggest contacting IB directly to confirm how much data they store, I tested and could also not get more than about 11 months.

[PIPTrader]

Data limited by IB to one year

Hello Bertrand,

I contacted IB, here's their reply:

Hello There, If you are using an API program such as Ninja Trader, it is very important to recognize some of the limitations. http://www.interactivebrokers.com/ph...imitations.htm Raymund IB Technical Support

Following that link they state (among others):

Historical data requests are subject to the following limitations:

• Historical data requests can go back one full calendar year.
• Each request is restricted to duration and bar size values that return no more than 2000 bars (2000 bars per request).
• ...

I suppose Ninjatrader utilizes their API, so the cause of my problem is clearly due to IB's restrictions.

But my problem is not solved though:
Where, if not from my broker, can I get free, reliable daily and weekly currency data for Ninjatrader?

[NinjaTrader_Bertrand]

PIPTrader, thanks for sharing your findings.

For daily charts you could try using the Gain / Forex.com connection with 1440 min charts.

http://www.ninjatrader.com/webnew/support_GAIN.htm

[PIPTrader]

How about weekly chart data?

Hello Bertrand,

using GAIN for daily charts is a good idea, thank you very much.

Do you also have any recommendations in regard to free data for weekly charts?

[NinjaTrader_Bertrand]

No, unfortunately not - you could off course try longer minute amounts like 7220 (5 days), too.

[PIPTrader]

Importing Data

Hi Bertrand,

I'm still working on this problem...

My idea now is to import historical data covering a couple of years, hoping that data older than one year won't be deleted when the data from IB come in.

For example I made a file $EURUSD.txt and also $EURUSD IBIdealPro.txt with datalines like this:
20060501;1.2607;1.2607;1.2607;1.2607;1
(Open, High, Low, Close are all same because I only have one value per day, but this inaccuracy won't bother me when looking at weekly charts)

I then imported these files (tools-historical data-import), and as per message the import was OK.

When I export the data I get the same data than what I imported.

Unfortunately, however, even after format dataseries I can't see these imported data in the chart.
Is there anything else I need to do to get the imported data into the chart?

Many thanks.

[NinjaTrader_Bertrand]

No, this should do it - Is this file in daily data? Please try it with this file name : EURUSD.txt as this is the master instrument name. If this does not help, please send me your file to support at ninjatrader dot com Attn Bertrand and I will review this on my end. Thanks.

[PIPTrader]

File sent

Hello Bertrand,

I just sent you the file.

Once after I received your reply the import worked and the data showed in the chart (I was asked to repair the DB, which I did).

I then connected to IB and after format dataseries the imported data were gone again. I guess I set the wrong timerange when formating the dataseries.

I then deleted the histrocial data, imported my file, and repaired the DB again, but now the data don't show up in the chart again. Even restarting Ninjatrader or closing and opening the workspace didn't help.

[NinjaTrader_Bertrand]

Just responded directly via email, please try the process first in a disconnected state, works well here for me with your file.

[PIPTrader]

Still doesn't work

Hi Bertrand,

thanks for the explanation.

I tried it disconnected.
Importing worked, no error message.

Nevertheless, the data won't show in the chart. Any further ideas?

[NinjaTrader_Bertrand]

Hi, please send me your trace and log files from the software for review what else might cause this issue, you can just respond to my email then and attach the files from today (found in MyDocuments > NinjaTrader 6.5 > trace / log folders)

You can also try upgrading NinjaTrader to the latest 6.5.1000.10 release (Help > Download Site).

[PIPTrader]

Trace and Logfiles sent

Hi Bertrand,

I just sent you today's trace- and logfiles.

Thanks alot again for your great support!