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NT not caching bars locally?

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    NT not caching bars locally?

    how do i get NT to cache bars and not load them from the server when backtesting/optimizing?

    from the log below, you can see that it takes a couple of minutes to load 6 months of data. and it does this every time I switch tabs in the strategy analyzer...

    2009-07-02 10:32:10:240 Cbi.Instrument.RequestBars1: instrument='ES 09-09' from=1/2/2009 12:00:00 AM to=1/31/2009 12:00:00 AM period=1 Tick lookup=Provider, Repository
    2009-07-02 10:32:39:737 (Zen-Fire) Cbi.Instrument.RequestBars3: instrument='ES 09-09' from=1/2/2009 12:00:00 AM to=1/31/2009 12:00:00 AM period=1 Tick lookup=Provider, Repository
    2009-07-02 10:32:39:874 (Zen-Fire) Data.Bars.GetBarsNow: instrument='ES 09-09' from='2009-01-30' to='2009-01-31' sessionBegin='00:00:00' sessionEnd='00:00:00' excludeWeekend=False period=1 Tick splitAdjusted=False dividendAdjusted=False bars=0
    2009-07-02 10:32:40:492 Data.BarUpdateEventArgs.ProcessEventArgs: instrument='ES 09-09' first=0 last=-1 period=1 Tick
    2009-07-02 10:32:40:592 Data.BarUpdateEventArgs.Process: instrument='ES 09-09' first=0 last=5971329 error=NoError nativeError=''
    2009-07-02 10:32:50:240 Cbi.Instrument.RequestBars1: instrument='ES 09-09' from=2/1/2009 12:00:00 AM to=3/2/2009 12:00:00 AM period=1 Tick lookup=Provider, Repository
    2009-07-02 10:33:21:517 (Zen-Fire) Cbi.Instrument.RequestBars2: instrument='ES 09-09' from=2/1/2009 12:00:00 AM to=3/2/2009 12:00:00 AM period=1 Tick lookup=Provider, Repository
    2009-07-02 10:33:21:517 Data.BarUpdateEventArgs.ProcessEventArgs: instrument='ES 09-09' first=0 last=6398506 period=1 Tick
    2009-07-02 10:33:21:659 Data.BarUpdateEventArgs.Process: instrument='ES 09-09' first=0 last=6398506 error=NoError nativeError=''
    2009-07-02 10:33:32:099 Cbi.Instrument.RequestBars1: instrument='ES 09-09' from=3/3/2009 12:00:00 AM to=4/1/2009 12:00:00 AM period=1 Tick lookup=Provider, Repository
    2009-07-02 10:34:01:514 (Zen-Fire) Cbi.Instrument.RequestBars2: instrument='ES 09-09' from=3/3/2009 12:00:00 AM to=4/1/2009 12:00:00 AM period=1 Tick lookup=Provider, Repository
    2009-07-02 10:34:01:514 Data.BarUpdateEventArgs.ProcessEventArgs: instrument='ES 09-09' first=0 last=5969308 period=1 Tick
    2009-07-02 10:34:01:661 Data.BarUpdateEventArgs.Process: instrument='ES 09-09' first=0 last=5969308 error=NoError nativeError=''
    2009-07-02 10:34:11:535 Cbi.Instrument.RequestBars1: instrument='ES 09-09' from=4/2/2009 12:00:00 AM to=5/1/2009 12:00:00 AM period=1 Tick lookup=Provider, Repository
    2009-07-02 10:34:22:678 (Zen-Fire) Cbi.Instrument.RequestBars2: instrument='ES 09-09' from=4/2/2009 12:00:00 AM to=5/1/2009 12:00:00 AM period=1 Tick lookup=Provider, Repository
    2009-07-02 10:34:22:678 Data.BarUpdateEventArgs.ProcessEventArgs: instrument='ES 09-09' first=0 last=2070595 period=1 Tick
    2009-07-02 10:34:22:807 Data.BarUpdateEventArgs.Process: instrument='ES 09-09' first=0 last=2070595 error=NoError nativeError=''
    2009-07-02 10:34:26:277 Cbi.Instrument.RequestBars1: instrument='ES 09-09' from=5/2/2009 12:00:00 AM to=5/31/2009 12:00:00 AM period=1 Tick lookup=Provider, Repository
    2009-07-02 10:34:26:361 (Zen-Fire) Cbi.Instrument.RequestBars2: instrument='ES 09-09' from=5/2/2009 12:00:00 AM to=5/31/2009 12:00:00 AM period=1 Tick lookup=Provider, Repository
    2009-07-02 10:34:26:361 Data.BarUpdateEventArgs.ProcessEventArgs: instrument='ES 09-09' first=0 last=10003 period=1 Tick
    2009-07-02 10:34:26:463 Data.BarUpdateEventArgs.Process: instrument='ES 09-09' first=0 last=10003 error=NoError nativeError=''
    2009-07-02 10:34:26:499 Cbi.Instrument.RequestBars1: instrument='ES 09-09' from=6/1/2009 12:00:00 AM to=6/30/2009 12:00:00 AM period=1 Tick lookup=Provider, Repository
    2009-07-02 10:34:38:446 (Zen-Fire) Cbi.Instrument.RequestBars2: instrument='ES 09-09' from=6/1/2009 12:00:00 AM to=6/30/2009 12:00:00 AM period=1 Tick lookup=Provider, Repository
    2009-07-02 10:34:38:446 Data.BarUpdateEventArgs.ProcessEventArgs: instrument='ES 09-09' first=0 last=2526098 period=1 Tick
    2009-07-02 10:34:38:565 Data.BarUpdateEventArgs.Process: instrument='ES 09-09' first=0 last=2526098 error=NoError nativeError=''

    #2
    Originally posted by piersh View Post
    how do i get NT to cache bars and not load them from the server when backtesting/optimizing?

    from the log below, you can see that it takes a couple of minutes to load 6 months of data. and it does this every time I switch tabs in the strategy analyzer...
    Hello Piersh,

    Thank you for your post.

    I suggest to load a chart of the data that you need. This stores the data in the database. Then disconnect from your datafeed so that the stored data is used.

    NinjaTrader 7 will have improvements in this area.


    Please see this link for the latest news on NinjaTrader 7: http://www.ninjatrader.com/webnew/NT...er7_Letter.htm
    Ray S.NinjaTrader Customer Service

    Comment


      #3
      Originally posted by NinjaTrader_RJStein View Post
      Hello Piersh,

      Thank you for your post.

      I suggest to load a chart of the data that you need. This stores the data in the database. Then disconnect from your datafeed so that the stored data is used.

      NinjaTrader 7 will have improvements in this area.


      Please see this link for the latest news on NinjaTrader 7: http://www.ninjatrader.com/webnew/NT...er7_Letter.htm
      if i load the chart first, then I get an OutOfMemoryException...

      any other ideas?

      Comment


        #4
        Originally posted by piersh View Post
        if i load the chart first, then I get an OutOfMemoryException...

        any other ideas?
        It seems you are requesting data back before the ES 09-09 starts.

        Please review this link on when NinjaTrader loads data: http://www.ninjatrader-support.com/H...ricalData.html

        Here is what is likely happening:

        -You request 6 months or more of ES 09-09 data
        -NT first goes to your database
        -If there is no data at the "From" date, NT will then go to the data provider.
        -No data will exist from the data provider either and this is where it is taking some time to "load" as there is no data before about 6/10/09 or so.

        I suggest to try loading less time, or merging more data into your ES 09-09 contract.

        Merge instructions here: http://www.ninjatrader-support.com/H...eV6/Merge.html
        Ray S.NinjaTrader Customer Service

        Comment


          #5
          Originally posted by NinjaTrader_RJStein View Post
          It seems you are requesting data back before the ES 09-09 starts.

          Please review this link on when NinjaTrader loads data: http://www.ninjatrader-support.com/H...ricalData.html

          Here is what is likely happening:

          -You request 6 months or more of ES 09-09 data
          -NT first goes to your database
          -If there is no data at the "From" date, NT will then go to the data provider.
          -No data will exist from the data provider either and this is where it is taking some time to "load" as there is no data before about 6/10/09 or so.

          I suggest to try loading less time, or merging more data into your ES 09-09 contract.

          Merge instructions here: http://www.ninjatrader-support.com/H...eV6/Merge.html
          oh, sorry i should have mentioned. i have already merged ES 06-09 & ES 03-09 into ES 09-09...

          Comment


            #6
            Originally posted by piersh View Post
            oh, sorry i should have mentioned. i have already merged ES 06-09 & ES 03-09 into ES 09-09...
            Can you tell me the "From" date you are using when you try to open the ES Chart? Also, what type of chart? (tick, minute, daily, etc?)
            Ray S.NinjaTrader Customer Service

            Comment

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