wrong data on export HDM

[frankduc]

I just try to export the data of today for ES 06-11.

The hours are all wrong.

20110310 161500;1293.75;1294.5;1293.75;1294.25;1257
20110310 161600;1294.5;1294.5;1293.75;1294;628
20110310 161700;1294;1294.5;1294;1294.5;881
20110310 161800;1294.5;1296.25;1294.5;1295.75;2372
20110310 161900;1295.75;1296;1295.5;1296;2218
20110310 162000;1296;1296.5;1295.75;1295.75;1948
20110310 162100;1296;1296;1295.25;1296;2828
20110310 162200;1295.75;1296;1295.75;1295.75;2185
20110310 162300;1295.75;1296.5;1295.5;1296.25;1922
20110310 162400;1296.25;1296.25;1295.75;1295.75;586
20110310 162500;1296;1296;1295.25;1295.75;1647
20110310 162600;1295.75;1296;1295.5;1295.5;1071
20110310 162700;1295.75;1296.75;1295.5;1296.5;1491
20110310 162800;1296.5;1296.75;1296.25;1296.25;1015
20110310 162900;1296.25;1296.75;1296;1296.25;3194
20110310 163000;1296;1296;1295.25;1295.25;2128

Look there is data from 16:15 to 16:30 when in reality Globex is close for 15 minutes.

Than i got data from 16:15 to 21:15

20110311 161600;1289.75;1290;1289;1289.25;2107
20110311 161700;1289.25;1289.75;1289.25;1289.5;406
20110311 161800;1289.5;1289.75;1289;1289.5;1607............ ...................

20110311 211300;1301;1301.25;1300.75;1301;1773
20110311 211400;1301;1302;1300.75;1301.75;6270
20110311 211500;1301.75;1302;1301;1301.5;10426

Its impossible the market just close its 16:36, unless NT can see into the future???

Whats wrong again?

[NinjaTrader_Kyle]

Hi frankduc,

Thank you for reporting this.

1.) Who is your data provider?

2.) Which version of NinjaTrader are you using? (Help > About)

3.) Please provide me with your exact parameters for exporting the data.

[frankduc]

1.) Who is your data provider? IB

2.) Which version of NinjaTrader are you using? (Help > About)

7.0.1000.4

3.) Please provide me with your exact parameters for exporting the data.

TOOL Hist data manager
EXport: ES 06-11 last minute
Start date 2011-03-10
End date 2011-03-11

[frankduc]

is it possible to have a reply on this

When you export data for ES 06-11 the timestamp is wrong.

Data at wrong hours. Volume that should be at 16:15 is at 21:15.

If you go to edit data is at the right place but not in export.

Any idea how to solve this?

If i reinstall NT7.004 on Nt 7.004 will it work? Can we do that?

[NinjaTrader_Kyle]

frankduc,

Excuse the delay in replies - your last reply reached us outside of our support hours.

Which timezone is your PC set to use?

Are these values taken from the exported text file itself, or are you importing the data back in to NinjaTrader?

[frankduc]

The data come from the text file.

IB is my provider. I got in the manager and export i ask for the data of friday but the hours come out all wrong.

The time zone is eastern atlantic Montreal.

But it doesnt have nothing to do with this. I mean the trouble appeared when i installed NT 4.007.

[frankduc]

To add-up to the problem.

I get this error message:

Error on reloading data IB: NT has reached an ib limitation for histo data requests. Ib may reject all hist data requests for the next 5 mins. HM data service error message: Hist data request pacing violation (Panic)

And i only ask for the data of friday to now. Usually IB can recover at least a month of data so something wrong.

[NinjaTrader_Kyle]

frankduc,

I'm able to replicate the data export item you brought up. I'm awaiting clarification from development on this behavior, but should have an update soon.

The historical data limitation is something you'd need to contact IB about. That said, after the five minutes expires, you should be able to load data once again.

[frankduc]

I dont know if its a 5 minutes issue.

My charts goes all wrong everytime its rollover period.
What ever i try a combination of adjust, donot merge or mergeadjusted my charts fail to load propely.

[NinjaTrader_Kyle]

frankduc,

The error message you provided is something provided by Interactive Brokers - this is not a NinjaTrader message. If you feel that this is triggering in error, you would need to follow up with IB directly.

[frankduc]

It doesnt change the fact that NT fail to load the chart correctly.

IB data are ok. The data are there in NT and has been loaded in the historical manager but When you ask NT to produce a chart it sometimes fail.

Here's another exemple the chart has loaded till 12/3 and you have a little candle at 1294.25 for today all the rest between 12/3 and now is missing.

I dont think its IB, i already have all those past contracts store on my pc. I just import them and load them into a chart, and those data are hist data i previously collected from NT using export option.

[NinjaTrader_Kyle]

frankduc,

When connected, NinjaTrader will attempt to load data from your data provider - even if the data exists in the database already.

One thing you might consider is to disable the loading of historical data for the IB connection as a whole - this will force NinjaTrader to load data from it's database.

That said, I'm still awaiting clarification on the issue we were originally discussing in this thread regarding data export. I'll update you as soon as I hear back from development. Thank you for your patience.

[frankduc]

While we are waiting i just want to add some info i just discovered.

Like i said if you export data for the date 10-11 march ES 06-11 the timestamp are wrong they goes from 5am to 21:15 pm.
At 21:15 it should suppose to show instead 16:15 10426 volume.

Actually, the real starting numbers begins around 5 am which is in reality 00:01.

I think you get that.
I just noticed if you go in edit: Es 06-11 march 2011 2011-03-11 (975) items you can with the right click go to grid export to excel. In excel the data get exported right.

Lets say its a temporary solution if nothing can be found to make it work using the export option.

[NinjaTrader_Kyle]

frankduc,

Thank you for your patience.

Development reports that exports will default to the 'UTC' timezone, which would explain the data adjustment you and I are seeing. I've asked that this be considered for a change in future releases of the software.

[frankduc]

So there's no way to return back to normal its gonna stay from 5am to 21:15?

The last version didnt produce that failure. There is no other way to correct the problem to wait for the next version of Nt?

Oh brother!

So to solve this i should return to NT 7.0002 previous version.