NInjaTrader Bug on Downloading Daily Data on Rollover Day

[Harry]

I have tested this extensively, it is reproducible, and clearly is a bug related to rollover day and downloading daily data. It occurs in "MergeBackAdjusted" mode only.

Problem: Reloading daily data for the new front month contract for currency futures on rollover date from Kinetick. Is it now 0:30 CET (18:30 Est). Reload worked for all futures contracts with the exception of

6A 3-11, 6B 3-11, 6C 3-11, 6E 3-11, 6J 3-11, 6S 3-11, DX 3-11

These are the new front month currency futures - today is rollover date. Reload of the old contract months was no problem.

When trying to reload an internal Ninjatrader bug prevented the download of the data, and the chart showed Loading data... forever. The info bar of the control center remained empty, so no way to abort the process. Screenhot attached.

The tracefile shows that Ninjatrader could not process the request of loading data for the expired contract internally. This could be reproduced several times for all new front month contracts that are rollled today.

2010-12-10 00:21:55:562 (Kinetick – End Of Day (Free)) Data.Bars.GetBarsNow: instrument='6A 12-10' from='2010-12-08' to='2010-12-09' period=Daily splitAdjusted=False dividendAdjusted=False bars=0 session='CME FX Futures Default 2'
2010-12-10 00:21:56:093 (Kinetick – End Of Day (Free)) Data.Bars.GetBarsNow: instrument='6A 03-11' from='2010-12-01' to='2010-12-09' period=Daily splitAdjusted=False dividendAdjusted=False bars=0 session='CME FX Futures Default 2'
2010-12-10 00:21:56:562 Cbi.MasterInstrument.UpdateRolloverOffsets: instrument='6A' periodType=Day date=2010-12-10 offset=-0,0111
2010-12-10 00:21:56:609 (Kinetick – End Of Day (Free)) Data.Bars.GetBarsNow: instrument='6A 12-10' from='2010-12-08' to='2010-12-10' period=Daily splitAdjusted=False dividendAdjusted=False bars=0 session='CME FX Futures Default 2'
2010-12-10 00:21:57:062 (Kinetick – End Of Day (Free)) Data.Bars.GetBarsNow: instrument='6A 03-11' from='2010-12-10' to='2010-12-10' period=Daily splitAdjusted=False dividendAdjusted=False bars=0 session='CME FX Futures Default 2'
2010-12-10 00:21:58:859 (Kinetick – End Of Day (Free)) Data.Bars.GetBarsNow: instrument='6A 12-09' from='2009-12-06' to='2009-12-11' period=Daily splitAdjusted=False dividendAdjusted=False bars=0 session='CME FX Futures Default 2'
2010-12-10 00:21:59:312 (Kinetick – End Of Day (Free)) Data.Bars.GetBarsNow: instrument='6A 03-10' from='2009-12-07' to='2010-03-12' period=Daily splitAdjusted=False dividendAdjusted=False bars=0 session=''
2010-12-10 00:21:59:765 (Kinetick – End Of Day (Free)) Data.Bars.GetBarsNow: instrument='6A 06-10' from='2010-03-08' to='2010-06-11' period=Daily splitAdjusted=False dividendAdjusted=False bars=0 session=''
2010-12-10 00:22:00:218 (Kinetick – End Of Day (Free)) Data.Bars.GetBarsNow: instrument='6A 09-10' from='2010-06-07' to='2010-09-10' period=Daily splitAdjusted=False dividendAdjusted=False bars=0 session=''
2010-12-10 00:22:00:671 (Kinetick – End Of Day (Free)) Data.Bars.GetBarsNow: instrument='6A 12-10' from='2010-09-06' to='2010-12-10' period=Daily splitAdjusted=False dividendAdjusted=False bars=0 session=''

(3) No info on the log file.

Workaround: Switch NinjaTrader to merge policy "Do not merge", reload data and switch NinjaTrader back to merge policy "MergeBackAdjusted".

[NinjaTrader_JoshP]

Harry,

Thanks. We will look into it.

[Harry]

Thank you for your prompt answer. It is nothing serious, as loading is possible with "DoNotMerge" setting. I have had no other problems with downloading data during the last months.

I always use the Historical Data Manager -> Download, select the whole default list, and then go for a cup of coffee. When I come back, everything is updated. This is a huge improvement over NT 6.5., so I do not want to complain too much.

Harry,

Thanks. We will look into it.

[NinjaTrader_JoshP]

Harry,

This should be resolved in the next version.

Please note though that trying to reload data of a chart with a rollover date in the future will yield the "Loading data" message. This is a limitation. So for instance, pulling up 6A 06-11 right now and doing a reload will result in the message.