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NT and IB TWS - can't load historical data

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    NT and IB TWS - can't load historical data

    I just upgraded to to the latest version of NT, I was on 000.2 (I think). I am now unable to grab historical data for the likes of DIA, EEM, EFA, SPY, IWM but QQQ seems to work fine. Also tried asome random NYSE and NASDAQ stocks and can only get current day data. Any thoughts? Am I supposed to to do something different now to access this data?



    Thanks

    #2
    Hello Mannygags,

    Thank you for your post.

    Can you please clarify the interval you are loading? Minute, or Daily?

    Are you receiving any errors on screen or the Log tab of the Control Center? If so, what do these errors report?

    I look forward to assisting you further.
    MatthewNinjaTrader Product Management

    Comment


      #3
      Currently, I have only tried daily. No errors that I can see. It seems to be pulling today's data just fine. I can see real time tick changes, I just can't see any historical data.

      Thanks

      Comment


        #4
        Hello,

        Please try setting your Daily charts to the Default 24/7 session template.
        • Right click in your chart and select Data Series.
        • In the Data Series menu, set the "Session Template" property to "Default 24/7", then click OK.


        Please let me know if you continue to experience issues.
        MatthewNinjaTrader Product Management

        Comment


          #5
          OK. Great. That seemed to fix the charts. I just applied the same change to my market analyzer and that has seemed to fix the problem there as well.

          THANK YOU VERY MUCH.

          Comment


            #6
            Hi. Having another small problem. I don't want to include data from outside the normal equity trading hours. 24/7 seems to capture pre-market and after hours data. I tried selecting "US Equities RTH" but that doesn't seem to work correctly. Can you tell me what I should be selecting so that I am only looking at data between 9:30-4 EST?

            Thanks

            Comment


              #7
              Hi Mannygags,

              Unfortunately the session template selected does not change the definitions used for daily bars. These are supplied by the provider with their own time definitions.

              To control time used to construct daily bars, you need an intraday provider, and then would simulate daily bars using something like 1440 minute bars.
              Ryan M.NinjaTrader Customer Service

              Comment


                #8
                Hi Ryan. I am using IB and they provide real time, intra-day data. I don't know if it is related, but now it seems that all of my daily bars show up as the next day. i.e. today is 8/31/2011 and the daily bar is labeled 9/1/2011.

                This is definitely a bit frustrating. My strategies were operating fine in real time, transacting when they were suppsoed to, and now everything is haywire since I updated to the latest version.

                Comment


                  #9
                  Mannygags,

                  What session template do you have set on your Daily Bars? What time zone are you in?

                  Can you please make sure you're using the "US Equities RTH" with this version. This should ensure that the end time stamp on the bars is today's date and not 12:00AM Eastern which may be a day ahead depending on your location.
                  MatthewNinjaTrader Product Management

                  Comment


                    #10
                    I had changed to 24/7 as instructed. This session appears to be working better.

                    Comment

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