Dirty daily data from Zen-Fire & CQG

[trader2be]

I have generated daily charts of the 6E(06-11) with both Zen-Fire and CQG data connections and consistently get "dirty" daily data, even after reloading historical data. By "dirty", I mean that the open, close, low, and high of the day are invalid. On the other hand the free Kinetick EOD connection works well and provides "clean" daily data. Hence to get both "clean" daily data and tick-level data, I have established a primary connection with Kinetick EOD and a secondary one with CQG. That worked until last night and I am getting completely unusable charts with large gaps (despite the fact that my default session template is 24/7). What am I doing wrong?

[NinjaTrader_RyanO]

Hi trader2be,

Thank you for your post.

I did see your other comment, as well, but will focus on this thread for a resolution.

Cna you please forward me a screenshot of your charts. To send a screenshot press Alt + PRINT SCREEN to take a screen shot of the selected window. Then go to Start--> Accessories--> Paint, and press CRTL + V to paste the image. Lastly, save as a jpeg file and send the file as an attachment.

Also, can you please clarify if this occurs on all chart intervals or only on the daily intervals.

[trader2be]

Here is a daily chart based on CQG vs. a daily chart based on Kinetick EOD.
You can easily notice the difference.

[NinjaTrader_RyanO]

trader2be,

In testing both of those connections that is the same data I am seeing provided with the feed, but what you can do is connect to Kinetick first for the daily data, and then the real-time CQG connection:

http://www.ninjatrader.com/support/helpGuides/nt7/index.html?multiple_connections.htm

Then within a chart please right-click and then select Reload Historical Data and then please let me know if you are seeing the Kinetick daily data, and then receiving real-time data from CQG.

[trader2be]

The dual connection seems to be working (1st Kinetick EOD, 2nd CQG), this both with daily data and with intraday data. However this dual connection has been somewhat unstable. Last night I attempted it around 11:30pm EST and it kept generating error messages, forcing me to restart NT. I also have a friend who has tried a similar dual connection with Kinetick EOD and Zen-Fire and is getting inconsistent results (see attachment "dual connection.jpg" creating gap despite 24/7 session template).

[trader2be]

Oops, it seems that I claimed "victory" too quickly. Within a few minutes of posting the charts, the chart "changed" and created a large gap. This is still with the primary being Kinetick EOD and the second being CQG.

[trader2be]

So far the only way that I can get clean daily data with tick-level data is to do the following:

(1) establish connection to Kinetick EOD
(2) load daily chart and reload all historical data
(3) disconnect from Kinetick
(4) establish connection to CQG
(5) load tick-level chart

However if I reload historical data while connected to CQG, it obviously overwrites my clean Kinetick EOD daily data with the "dirty" CQG daily data. But having the two account connections at the same time fails.

[NinjaTrader_RyanO]

Hi trader2be,

Can you please go to Tools > Options > Data and then set your Merge Policy to Do Not Merge, and then on the chart using the dual connection configuration can you please right-click on your chart and then Reload the Historical Data to see if the data from yesterday populates from CQG for the correct prices on intra-day values.

[trader2be]

Hi Ryan,

See attachments. The problem persists. Notice the time axis although the chart was loaded at 10:57am EST.

David

[NinjaTrader_RyanO]

trader2be,

Can you please close NinjaTrader and then sync your PC clock. You can sync your PC clock by double clicking on the clock in the lower right corner of your desktop. Once you have done that, click on Internet Time tab and then click Update. Your PC clock should now be updated.

Then please open NinjaTrader and then go to Tools > Historical Data Manager > Reload after connecting and please reload the historical data for each instrument.

When finished disconnect from CQG and then use the multiple connections and let me know the outcome of a chart.

[trader2be]

Ryan.

I updated the system clock but I cannot find the option to "reload after connecting" in the historical data manager. At this point if I 'reload all historical data' from a tick-based chart with dual-connection, it still completely messes up the chart (see attachment). However if I am only connected to CQG there is no problem (other than the daily data is dirty).

David

[trader2be]

I don't know if this helps with this troubleshooting or not but I manually deleted all the folders contained under Documents\NinjaTrader 7\db\minute, Documents\NinjaTrader 7\db\day, and Documents\NinjaTrader 7\db\tick. I then established a dual conection (Kinetick EOD & CQG) and loaded a 220-tick chart of the 6E with 21 days of lookback and reloaded all historical data. The result is shown in the attached chart. As you can see the chart only displays live data and no historical data. The Documents\NinjaTrader 7\db\day folder is also completely empty, however a 6E 06-11 folder has been created in the Documents\NinjaTrader 7\db\minute and Documents\NinjaTrader 7\db\tick folders.

[trader2be]

Note that if I perform the steps mentioned in the previous post but only connect to CQG, then it properly downloads all historical data. It seems that connecting to Kinetick EOD first prevents the downloading of historical tick-level data from CQG.

[NinjaTrader_RyanO]

Hi trader2be,

To reload the data can you please connect to CQG only so that the data reloads including the daily data.

Then can you please disconnect from CQG and then connect to Kinetick, followed by CQG and then let me know if the gap exists after those steps.

If so can you please send an email to support[at]ninjatrader[dot]com and then include a number where I can reach you as I would like to offer remote assistance with this issue.

The items you mentioned about the historical data would mean that we would need to load that data directly from CQG using the steps above to replace the data that is no longer present in the data folders.