Is there a way to do this?

[eddieban]

I have two datafeeds:
1) Zen-fire
2) PFG

Ninjatrader has a corrupt data for Sunday 27 which was not recorded from Zen-fire.
I want to somehow substitute that data with a good patch from PFG.

I am using >1 min time-frames, 1 min is the minimum.
I tried to save 1 minute PFG history for ES in a txt file using ninja, and then import that into my 2nd computer (the one with zen-fire).

Ninjatrader gave an error message, "instument is not supported by repository"

What am I doing wrong? How I can have a good PFG history (ES only) ?

[NinjaTrader_Jason]

Hello eddieban,

Can you please ensure you meet the requirements listed at the link below upon importing historical data.

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

Make sure the instrument in question is listed in the Instrument Manager and the text file uses the instrument name.

Let me know if the error remains.

[eddieban]

jason,

i connect to pfg and save ES data into a txt file
then i disconnect from pfg and connect to mirus
and try to import that txt file that i just made myself

simple as that and i get an error message saying that the instrument is not in repository

my question is this:
there is a gap in your history of ES from 17 00 Sunday till 00 05 Monday morning
how can I patch this gap?
When I connect to PFG historical servers I have access to that missing data.

[NinjaTrader_Jason]

Can you please tell me what name the text file holds that you import.

You could connect to PFG first and Zen-Fire second to load the missing data.

[eddieban]

i am looking for a permanent solution
if i just load one first and then the other, the data won't stay there forever

the name of the file was generic
ES 09 10.txt
---------------------------------------
everything was perfect before this sunday
zen-fire is perfect
ninjatrader is perfect

and now i dont have a whole 7 hours of ES history
i have to shop around for a historical server like iqfeed or bachart
and pay $70-150 per month just for ES history which I need for my trading.

and even if I setup two connections
1) Zen-fire - main connection for realtime data and execution
2) barchart or iqfeed for historical data

i will have 2 different sources for my data, and they ARE different
so now i am gonna be dealing with this problem. Read this http://www.ninjatrader.com/support/f...ad.php?t=21417 to understand what I'm writing here about.


I would rather pay an extra 70 bucks for ninjatrader to my broker for having a reliable historical server that won't break once in a while.

This is the shortest way from perfect to a nightmare.

[NinjaTrader_Jason]

Please rename the file to ES 09-10.txt and the error message should not occur. Make sure you do not load historical data from Zen-Fire for last Sunday. Please see the link below how NinjaTrader loads historical data.

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

Unfortunately the historical data server was out last Sunday and did not record any data, so you will not be able to load this data with Zen-Fire. Please note that Zen-Fire itself does not provide any historical data. We allow Zen-Fire users to utilize our historical data server.

[eddieban]

jason,

didnt i specifically write to you that the file name was correct?
this forum is a joke, every time there's an issue, customer service staff acts like a captain obvious
can you just read my post and comprehend it for god's sake?
it's really hard to not set my roof on fire in here after being treated as an imbecile

ps btw i know all your links by heart now, because "yes" i do actually search for an answer to my problem BEFORE posting a new thread.

[NinjaTrader_Jason]

The file name ES 09 10 is incorrect and causes the error message you mention in your first post.

To resolve this error, you will need to rename the file to ES 09-10.

[eddieban]

jason,

file name was ES 09-10
i repeated the whole scenario again
same thing
it won't work

think jason, make me proud of nt customer service
how can i patch that hole in your datafeed?

[NinjaTrader_Jason]

Can you please post the text file in this thread, so I can test it on my end.

If you connect to PFG first you will retrieve all historical data from PFG and you will not experience a gap. If you connect to Zen-Fire, unfortunately you will experience the gap.

You can workaround it using the Zen-Fire connection as follows. Import the historical data via the Historical Data Manager. Subsequently open a chart that reflects the imported data and check if it is listed.

Connect to Zen-Fire and the imported data should remain. Let me know if this will not work for you.

[eddieban]

ok lets do it, jason

i am connecting to PFG and exporting a txt file with 1 minute data for ES, it has the data for June 24-29 (the gap was on the 27th)

i have the txt file but its 200 kb and your forum wont allow anything bigger than 30kb

here an extract of that file:

20100624 000100;1089.25;1089.5;1089.25;1089.5;14
20100624 000200;1089.5;1089.75;1089.5;1089.75;25
20100624 000300;1089.5;1090;1089.5;1089.75;74
20100624 000400;1089.5;1089.5;1089.25;1089.25;104
20100624 000500;1089;1089;1088.5;1089;135
20100624 000600;1089;1089;1088.5;1088.5;196
20100624 000700;1088.5;1089;1088.5;1089;61
20100624 000800;1088.75;1089.25;1088.75;1089.25;19
20100624 000900;1089;1089.25;1088.75;1089;97
20100624 001000;1088.75;1089;1088.75;1089;93
20100624 001100;1088.75;1089;1088.5;1088.5;347
20100624 001200;1088.5;1088.75;1088.25;1088.5;378
20100624 001300;1088.5;1088.75;1088.5;1088.5;218
20100624 001400;1088.5;1088.75;1088.5;1088.5;74
20100624 001500;1088.5;1088.75;1088.5;1088.75;3
20100624 001600;1088.75;1088.75;1088.25;1088.5;69
20100624 001700;1088.5;1089;1088.5;1088.75;62
20100624 001800;1088.75;1089.25;1088.75;1089.25;91
20100624 001900;1089.25;1089.5;1089.25;1089.5;168
20100624 002000;1089.75;1090.5;1089.75;1090.25;596
20100624 002100;1090;1090.5;1090;1090.25;356
20100624 002200;1090;1090.25;1089.75;1089.75;144
20100624 002300;1089.75;1089.75;1089.5;1089.5;56
20100624 002400;1089.5;1089.75;1089.5;1089.75;107
20100624 002500;1089.5;1089.75;1089.5;1089.75;14
20100624 002600;1089.75;1090;1089.75;1089.75;255
20100624 002700;1090;1090.25;1089.75;1090.25;77
20100624 002800;1090;1090.25;1089.75;1089.75;328
20100624 002900;1089.75;1090;1089.75;1090;48
20100624 003000;1089.75;1090;1089.75;1089.75;200

[NinjaTrader_Jason]

Unfortunately I would need the entire file to test it.

Could you please send it to support[at]ninjatrader[dot]com. Please reference this forum thread and put 'Attn Jason' in the subject header.

So you still experience the initial error when you import the text file, while named ES 09-10, correct?

[eddieban]

of course, jason, i am actually computer literate person, and before posting here had tried everything i could possibly think of.

my main question still - is it the right way of patching my historical data?
am i doing the right thing here in the first place?

my goal is to patch that sunday hole in ninjatrader's history with a block from PFG history
can i actually do this?

[NinjaTrader_Jason]

Yes, you can patch the data by manually importing the missing data as per post #10.

However, am I correct you connect to PFG in the same instance of NinjaTrader or do you connect to PFG in NinjaTrader on a different PC?

If this is the same PC, please connect to PFG first and load the missing data in a chart. Keep the chart opened and disconnect PFG and connect to Zen-Fire. The historical data should remain as well.

[eddieban]

it only remains if i unclick "use historical servers" from zen-fire, also i miss the data while i'm switching between pfg and zen-fire
anyways this is not a serious solution to the problem
i am looking for a permanent fix of that gap

right now i am gonna compare two histories
one from zen fire and another from pfg
and see if the damage affects my trading (it's been almost 2 days since the gap)
i am about to give up on this
yet i have another question for you, jason

lets assume i have 2 connections
1) zen-fire for realtime and execution
2) barchart for historical

barchart says on its website that they provide 2 types of services
- historical or delayed (about 10 minutes delayed)
- real-time

if I use delayed base barchart does that mean that everytime I load from their historical server i am gonna have a gap of that 10 minutes ?
because zen-fire realtimes quotes are gonna be realtime
and historical quotes from barchart are gonna be 10 minute old
meaning theres going to be a gap equal to the delay period

am i right in my conclusion?