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    Imported Data Questions

    I had trouble a while back with getting certain historical data from IB, my broker, namely CLV08 and CLX08. IB confirmed that some of this data was comprised and cannot be provided from IB. This forum was helpful in finding a historical data provider, from which I purchased useful historical data. That data was imported and has been helpful (I have backtested using the data prior to the contracts listed above). Even after deleting the old data for CLV08 and CLX08, I still cannot seem to get these months to come up even though I know that the new historical data I purchased and imported is valid. My questions are:
    (1) Is there a way to clean out the "registry" so to speak so that I can get the imported data to pull thru for these contracts (other than the delete method - which I have tried repeatedly)
    (2) When I am importing data from another source it appears that I still have to be connected to IB for that data to load and chart (at least the 1st time). Is that accurate?
    Thanks.

    #2
    Lawdawg, perhaps for backtesting only the best is to setup a new master symbol for those without a mapping set for IB, as you need to set at least one just set something for the simulator. Then reimport the data and check if it loads properly even without connecting to IB first.
    BertrandNinjaTrader Customer Service

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      #3
      Bertrand - thanks for your reply. Can you give me more details regarding how to accomplish what you suggested? At this point, I have loaded historical .txt data using the Historical Data Import function and then created charts while connected to IB. How can I bypass the IB connection (which I think is the source of my problems regarding CLV08, etc.)? Thanks.

      Comment


        #4
        Just create a completely new master symbol for your contracts under Tools > Instrument Manager and don't enter a specific mapping for IB (except as written maybe the simulator one as you're required to enter one) - http://www.ninjatrader-support.com/H...eDatabase.html

        Then rename the historical data file in the proper way to match your newly created master symbol and import the data for it. Then check if the charts loads properly without being connected to IB at all.
        Last edited by NinjaTrader_Bertrand; 06-23-2009, 12:25 PM.
        BertrandNinjaTrader Customer Service

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          #5
          Thanks. I created a new symbol and imported the data under that symbol. When I try to create a chart I get an error message that states "Must select an Instrument." This message occurs whether I am connected under the simulator data feed or not connected to a data feed at all. How do I get the charts to generate in this situation?

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            #6
            Which expiry did you select to chart Lawdawg?
            BertrandNinjaTrader Customer Service

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              #7
              NGV08 - I have problems with both CL and NG for the V08 contract. Rather, IB had problems with both contracts which, in part, caused my to seek 3rd party historical data. I selected dates in early September (the IB feed stopped the data for this contract on 8/28/08.

              Comment


                #8
                Lawdawg, please contact me at support at ninjatrader dot com Attn Bertrand as I would like to test this on my end for you. For this I would need the data as well, you can use YouSendIt to send it to me to the above email.
                BertrandNinjaTrader Customer Service

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                  #9
                  Bertrand - I just e-mailed a 3 MB version of the .txt file for your testing. Thanks for your help.

                  Comment


                    #10
                    Bertrand - Have you had a chance to look into this issue? I deleted all historical data on NT and reloaded my 3rd party data. It appears that historical data from my broker (IB - which had missing data) is somehow still in the cache because my reloaded 3rd party data does not appear to be overriding the missing info. Ex: IB data was missing NGV08 from 8/27/08 to 9/25/08. Even after I deleted this history and loaded the data from a 3rd party vendor it is still not showing up. Any thoughts? Thanks.

                    Comment


                      #11
                      Thanks for ringing my bell on this, unfortunately I never got the mail, please check your PM's here on the board and resend the mail to the address given there. Thank you!
                      BertrandNinjaTrader Customer Service

                      Comment


                        #12
                        Viewing 3rd Party Historical Data

                        Bertrand - I reset the database in NT but the historical data charts are retained in that case, thus I still have problems with data gaps filtering thru from IB. To recap, I have loaded good historical data from a 3rd party. It appears that the IB data is still overriding the newly imported data in 2008 commodity contracts (ex: data gap from IB for SIZ08 - from 9/19/08 to 10/13/08). Is there a way to view imported 3rd party data charts without connecting to IB? If not, is it best to just delete the current NT platform and download a new platform and start over?

                        Comment


                          #13
                          Lawdawg, thanks for the reply - could it be this is data form last year's July NG contract? When I changed the file name to NG 07-08 and imported it, the chart comes up as expected without any connection running. There are some volume errors in the file (<= 0), but those will then be replaced by 1 as volume on import.
                          BertrandNinjaTrader Customer Service

                          Comment


                            #14
                            You are correct that the file I sent was NG 09-08. It was only named NG 07-09 because it came from a huge file I imported into NT that included data up to 07-09. Question:

                            It seems I can only get a chart created when I am connected to IB. How do I create a chart from my 3rd party historical data offline (i.e. not connected to IB)?

                            Comment


                              #15
                              With the imported data you provided I can open the chart properly without being connected to a provider at all, which error do you get when trying this disconnected? Or just a blank chart?
                              BertrandNinjaTrader Customer Service

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