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Still can't access SPY

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    Still can't access SPY

    Recently, I signed up for Kinetick. I found I couldn't access SPY (NYSE Arca) which I was previously getting from IB.

    I was told the reason was that Kinetick supplies this symbol and I would need to upgrade the Kinetick Service. I added both NYSE & NASDAQ L1 with Kinetick but still cannot access SPY. I can access other ETFs on NYSE Arca such as MOO.

    I have tried various combinations on instrument manager but I just can't see to get it working.

    1/8/2011 2:45:38 AM|0|4|Error on loading chart data for 'SPY Default': Unable to load historical data: unknown instrument
    1/8/2011 2:52:47 AM|0|4|Error on reloading data: Unable to load historical data: unknown instrument (Panic)
    1/8/2011 2:52:58 AM|0|4|Error on loading chart data for 'SPY Default': Unable to load historical data: unknown instrument
    1/8/2011 2:53:57 AM|0|4|Error on loading chart data for 'COCO Nasdaq': Unable to load historical data: unknown instrument
    1/8/2011 2:54:31 AM|0|4|Error on loading chart data for 'SPY Default': Unable to load historical data: unknown instrument
    1/8/2011 2:55:43 AM|0|4|Error on loading chart data for 'SPY Default': Unable to load historical data: unknown instrument
    1/8/2011 2:56:38 AM|0|4|Error on reloading data: Unable to load historical data: unknown instrument (Panic)
    1/8/2011 2:56:49 AM|0|4|Error on loading chart data for 'SPY Default': Unable to load historical data: unknown instrument
    1/8/2011 2:59:19 AM|0|4|Error on loading chart data for 'SPY Arca': Unable to load historical data: unknown instrument
    1/8/2011 2:59:59 AM|0|4|Error on loading chart data for 'SPY Nasdaq': Unable to load historical data: unknown instrument
    1/8/2011 3:08:06 AM|0|4|Error on loading chart data for 'SPY Nyse': Unable to load historical data: unknown instrument


    Can you help?
    Thanks
    Pete

    #2
    Hello DionysusToast,

    Thank you for your post.

    What version of NinjaTrader are you currently using with Kinetick real-time data feed? You can find this in Help > About… ?
    ChipNinjaTrader Customer Service

    Comment


      #3
      Hi Chip

      Thanks for the reply.

      I'm on 7.0.1000.1 Multi-Broker

      Thanks

      Pete

      Comment


        #4
        Hello Pete,

        You will want to upgrade to the latest version of NinjaTrader 7 (7.0.1000.2).

        Make sure you close NinjaTrader prior to running the install/upgrade and let me know if the issue with Kinetick persists.

        Thank you,
        ChipNinjaTrader Customer Service

        Comment


          #5
          Thanks Chip

          Same issue. Now I am also getting errors about the ES.

          This is a show stopper for me by the way...

          Cheers

          Pete

          1/9/2011 11:50:02 PM|2|4|Session Break (Version 7.0.1000.2)
          1/9/2011 11:50:02 PM|1|4|Current license: Type=Regular State=Verified StartDate=10/26/2010 EndDate=4/26/2011 Collective2 Dtn ESignal External Provider2 Provider3 Provider7 Replay Simulator Yahoo Provider9 Hosted InteractiveBrokers MBTrading Patsystems Provider1 Tda TrackData TradingTechnologies Provider4 AutomatedTrading AdvancedStrategyManagement BasicEntry Charting LiveTrading SuperDom SuperDomRoyalties TrackExecutions DataConnection SystemDevelopment
          1/9/2011 11:50:02 PM|1|4|Vendor assembly 'CarlosAg.ExcelXmlWriter' version='1.0.0.6' loaded.
          1/9/2011 11:50:02 PM|1|4|Vendor assembly 'Interop.Microsoft.Office.Interop.Excel' version='1.6.0.0' loaded.
          1/9/2011 11:50:02 PM|1|4|Vendor assembly 'NDde' version='2.1.563.0' loaded.
          1/9/2011 11:50:02 PM|1|4|Vendor assembly 'NinjaDDE' version='1.0.0.0' loaded.
          1/9/2011 11:50:03 PM|1|4|Starting transaction credit = $24.800
          1/9/2011 11:50:04 PM|1|2|Auto connecting to 'Kinetick'
          1/9/2011 11:50:04 PM|1|2|Kinetick: Primary connection=Connecting, Price feed=Connecting
          1/9/2011 11:50:04 PM|1|2|Connecting to NinjaTrader data server (64.202.118.179/31654)
          1/9/2011 11:50:10 PM|1|2|Kinetick: Primary connection=Connected, Price feed=Connected
          1/9/2011 11:50:10 PM|1|2|Time to flatten=3:50:00 PM, Flatten all=Disabled
          1/9/2011 11:50:14 PM|1|4|Order entry hot keys disabled
          1/9/2011 11:50:14 PM|1|2|Optimized CPU performance enabled
          1/9/2011 11:50:14 PM|1|4|Automated trading enabled (port 36973)
          1/9/2011 11:50:49 PM|0|4|Error on loading chart data for 'SPY Default': Unable to load historical data: unknown instrument
          1/9/2011 11:51:45 PM|1|4|Exception writing to Excel 0, 10, 0
          1/9/2011 11:51:45 PM|1|4|Exception writing to Excel 0, 7, 58
          1/9/2011 11:51:46 PM|0|4|Error on loading chart data for 'ES 03-10 Globex': Unable to load historical data: unknown instrument
          1/9/2011 11:52:21 PM|0|4|Error on loading chart data for 'ES 03-10 Globex': Unable to load historical data: unknown instrument
          1/9/2011 11:52:56 PM|0|4|Error on loading chart data for 'ES 03-10 Globex': Unable to load historical data: unknown instrument

          Comment


            #6
            Hello DionysusToast,

            Can you please go to Control Center-->Tools-->Instrument Manager. Highlight the SPY and click Edit. Select the Arca exchange besides the Default exchange and click Ok.

            Remove and re-add the SPY instrument in your instrument list, so it is updated using the new settings. Subsequently check if you can load historical data for the SPY.

            If the issue remains, can you please contact Kinetick and verify if the SPY is included in your subscription.
            JasonNinjaTrader Customer Service

            Comment


              #7
              This doesn't help I'm afraid...


              1/10/2011 1:35:08 AM|1|64|Instrument='DBP' Account=xxAvg price=40.9798 Quantity=200 Market position=Long
              1/10/2011 1:35:08 AM|1|64|Instrument='DEM' Account=xxAvg price=49.82265 Quantity=200 Market position=Long
              1/10/2011 1:35:08 AM|1|64|Instrument='EFA' Account=xxAvg price=51.40495 Quantity=200 Market position=Long
              1/10/2011 1:35:08 AM|1|64|Instrument='IXC' Account=xxAvg price=32.78945 Quantity=200 Market position=Long
              1/10/2011 1:35:08 AM|1|64|Instrument='IYY' Account=xxAvg price=55.815 Quantity=200 Market position=Long
              1/10/2011 1:35:08 AM|1|64|Instrument='MOO' Account=xxAvg price=40.885 Quantity=200 Market position=Long
              1/10/2011 1:35:08 AM|1|64|Instrument='REZ' Account=xxAvg price=36.39 Quantity=200 Market position=Long
              1/10/2011 1:35:08 AM|1|64|Instrument='RWX' Account='U802529' Avg price=34.04995 Quantity=200 Market position=Long
              1/10/2011 1:35:09 AM|1|2|Time to flatten=3:50:00 PM, Flatten all=Disabled
              1/10/2011 1:35:10 AM|1|32|Kinetick CME data fee waiver program eligibility verified. Server validation successful for 'InteractiveBrokers'
              1/10/2011 1:53:40 AM|1|2|Mirus Futures: Primary connection=Connecting, Price feed=Connecting
              1/10/2011 1:53:40 AM|3|2|Mirus Futures: 'Zen-Fire' is not available in the 64-bit version of NinjaTrader.You must use the 32-bit version of NinjaTrader.(LoginFailed)
              1/10/2011 3:52:12 AM|1|4|Exception writing to Excel 0, 3, 0
              1/10/2011 3:52:12 AM|1|4|Exception writing to Excel 0, 6, 127
              1/10/2011 4:41:53 AM|1|2|Kinetick: Primary connection=Disconnected, Price feed=Disconnected
              1/10/2011 4:41:53 AM|1|2|IB: Primary connection=Disconnected, Price feed=Disconnected
              1/10/2011 4:43:58 AM|1|4|Verifying license at primary server...
              1/10/2011 4:44:00 AM|2|4|Session Break (Version 7.0.1000.2)
              1/10/2011 4:44:00 AM|1|4|Current license: Type=Regular State=Verified StartDate=10/26/2010 EndDate=4/26/2011 Collective2 Dtn ESignal External Provider2 Provider3 Provider7 Replay Simulator Yahoo Provider9 Hosted InteractiveBrokers MBTrading Patsystems Provider1 Tda TrackData TradingTechnologies Provider4 AutomatedTrading AdvancedStrategyManagement BasicEntry Charting LiveTrading SuperDom SuperDomRoyalties TrackExecutions DataConnection SystemDevelopment
              1/10/2011 4:44:01 AM|1|4|Vendor assembly 'CarlosAg.ExcelXmlWriter' version='1.0.0.6' loaded.
              1/10/2011 4:44:01 AM|1|4|Vendor assembly 'Interop.Microsoft.Office.Interop.Excel' version='1.6.0.0' loaded.
              1/10/2011 4:44:01 AM|1|4|Vendor assembly 'NDde' version='2.1.563.0' loaded.
              1/10/2011 4:44:01 AM|1|4|Vendor assembly 'NinjaDDE' version='1.0.0.0' loaded.
              1/10/2011 4:44:02 AM|1|4|Starting transaction credit = $24.800
              1/10/2011 4:44:05 AM|1|2|Auto connecting to 'Kinetick'
              1/10/2011 4:44:05 AM|1|2|Kinetick: Primary connection=Connecting, Price feed=Connecting
              1/10/2011 4:44:05 AM|1|2|Connecting to NinjaTrader data server (64.202.118.179/31654)
              1/10/2011 4:44:11 AM|1|2|Kinetick: Primary connection=Connected, Price feed=Connected
              1/10/2011 4:44:12 AM|1|2|Time to flatten=3:50:00 PM, Flatten all=Disabled
              1/10/2011 4:44:37 AM|1|4|Order entry hot keys disabled
              1/10/2011 4:44:37 AM|1|2|Optimized CPU performance enabled
              1/10/2011 4:44:37 AM|1|4|Automated trading enabled (port 36973)
              1/10/2011 4:44:46 AM|0|4|Error on loading chart data for 'SPY Default': Unable to load historical data: unknown instrument
              1/10/2011 4:44:51 AM|0|4|Error on loading chart data for 'ES 03-10 Globex': Unable to load historical data: unknown instrument
              1/10/2011 8:10:52 AM|0|4|Error on loading chart data for 'SPY Arca': Unable to load historical data: unknown instrument


              As you can see - it says SPY is unavailable, yet other ETFs off ARCA available. Also note that since the upgrade, I am getting messages about ES 03-10 which isn't even on any of my workspaces - although ES 03-11 is.

              This far, I have not gotten any responses from Kinetick. I am subscribed to NASDAQ & NYSE L1.

              Best regards

              Peter

              Comment


                #8
                OK - got a reply from Kinetick....

                Thank you for your note.

                Try removing the instrument from the instrument manager, then adding in with the "On the Fly" method.
                To create the instrument on the fly.
                Click File > New Chart
                Choose any instrument that you know works OK.
                When the chart is up, start typing "SPY" and hit Enter.
                NinjaTrader should fill in all the right details at this time.
                This didn't work either...

                I got the log message below - 8:59

                1/10/2011 4:44:46 AM|0|4|Error on loading chart data for 'SPY Default': Unable to load historical data: unknown instrument
                1/10/2011 4:44:51 AM|0|4|Error on loading chart data for 'ES 03-10 Globex': Unable to load historical data: unknown instrument
                1/10/2011 8:10:52 AM|0|4|Error on loading chart data for 'SPY Arca': Unable to load historical data: unknown instrument
                1/10/2011 8:59:34 AM|0|4|Error on loading chart data for 'SPY Default': Unable to load historical data: unknown instrument

                Comment


                  #9
                  Hi DionysusToast,

                  In reviewing the SPY contract can you please go to Tools-->Instrument Manager and then please find the SPY contract, highlight it and hit the Delete button to remove from the database.

                  After removing that instrument please repair the database. Please follow the instructions below to repair the NinjaTrader database.
                  • Disconnect NinjaTrader from any open connections via File > Disconnect
                  • From the NinjaTrader Control Center window select the menu Tools > Options
                  • Select the "Data" tab
                  • Press the "Repair DB" button
                  • Press the "OK" button


                  Then please go to Tools-->Instrument Manager and create the SPY contract by hitting the New button, and then please input the settings which are shown in the attached screenshots.

                  Then please create a new chart for the SPY and then see if the instrument is charted.
                  Attached Files
                  Ryan O.NinjaTrader Customer Service

                  Comment


                    #10
                    OK - problem solved now.

                    I got the following from Kinetick...

                    What symbol mapping do you have at "Tools>Instrument Manager>SPY>Edit>Misc tab>Symbol map>Kinetick".
                    Please ensure you have “SPY” in that field.
                    The mapping was blank, so I put the mapping in and hey presto - worked a treat.

                    Thanks for your help.

                    Pete

                    Comment

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