Most recent daily bar not processing

[bridenour]

Hi,


I use IQFeed as my data provider. I have a strategy that is multi-timeframe, and includes the use of daily bars.


Each day I process the daily bar and log a message. When I start up the strategy in real time mode, i see all of the historical daily bars process -- EXCEPT for yesterdays bar.

Generally, every day at 4:15pm a daily bar is processed. But, for some reason I never receive a bar for the previous day. Unfortunately, the most recent data is also the most useful.

Any idea why i would not receive yesterday's bar?

[NinjaTrader_ChristopherJ]

Hello bridenour,

Thank you for your post.

Please attempt to reload your historical data by right mouse clicking within your chart-->Reload historical data.

If the data is still missing please delete your hisorical data for this instrument by disconnecting-->Tools-->Historical Data-->Delete-->Reconnect. Next please open a new chart with no template applied and let me know if the issue persists.

If the issue does persist please let me know what instrument you are attempting to load so I may attempt to test on my end.

Please let me know if I may be of further assistance.

[bridenour]

hi Chris,


I am having this problem when running strategies, not in charts.


Anyway, I did as you suggested, and deleted the historical data. I then reran the strategy but the same problem occurred.



For whatever reason, the daily bar from yesterday doesn't show up.

But here is whats weird -- after 4pm today the daily bar from yesterday does get processed in the strategy, but now today's daily bar is not showing up (should have been processed at 4:15pm).

This is probably something weird about sessions and daily bars, but im not sure how to get to the bottom of it.

[NinjaTrader_ChristopherJ]

Hello,

Can you please tell me what IQ client version you currently have installed?

What version of NinjaTrader do you have installed? This can be checked by going to to Help-->About.

[bridenour]

IQFeed 4.7.0.3


NT 7 Beta 10

Thanks

[NinjaTrader_VinceB]

Hi,

You need to be on Beta 11. Can you please send a note to support and refer this post. (case 295588)

I will send you upgrade instructions then.

Also put in the subject 'For Vince'.

[bridenour]

Hey I'm upgrading to 12 right now...let me see if that resolves the issue. I upgraded my IQFeed software to be current as well.

thanks

[bridenour]

I am completely upgraded. My ninjascript strategy still does not receive yesterday's daily bar.

For example, i just started it up this morning. The last daily bar it received was at 4:15pm on 3/24. It should have received one at that time yesterday, but no daily bar is being received by the strategy at all.

[bridenour]

This is happening to me in two different strategies on two different instruments with two different session templates.

The one i referenced in my last post was an ES strategy.


I just ran a CL strategy where the session closes at 2:30. Last daily bar processed was 3/24, none received for yesterday.


Mind you, when i run this on Monday, all the daily bars for 3/25 will show up. Some funny business going on here....

[NinjaTrader_ChristopherJ]

Hello,

Please upgrade to version 4.7.0.9 IQFeed Client at the link I have provided below.

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

Also please add Prints in the OnBarUpdate() of your strategy.

Please let me know if the issue persists after this procedure.