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Partner 728x90

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data retrieval question

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    data retrieval question

    Dear NT support,
    we have this strategy XX and this strategy trades on contract ZZ 03-12, but to use our SMA filters we need to look back farther than only to the beginning of 03-12, say we need 4-5 months back, there fore we need to use ZZ ##-## and to draw SMAs above them to know their current values even at the beginning of ZZ 03-12. What we are afraid of is that before every order execution NT is going to download all history of ZZ ##-## thus delaying each order execution too much, then NT must calculate our indicators, draw SMAs as filters... What would you recommend to minimize the rist of delays, the delay from going to HDD to check for the already downloaded data is ok, but we are not sure about data connection through internet. I just know that when running backtest and NT is connected it downloads all data for every test sothe backtest runs much longer even if NT has got all data on HDD it downloads them again and again. Is it possible to stop him from downloading them again and to go to HDD with priority? Or to make NT to downlaod them only every hour and go to HDD otherwise? Any other tip that would minimize risk of delaying orders due to data downloading?
    Thank you
    N.

    #2
    nicknamed, once the historical data has been downloaded it would be stored locally in NT's database under the Documents > NinjaTrader 7 folder. To speed the retrieval operation up you could look into upgrading your system to using a SSD harddisk for example, however NT would also maintain a cache if you reuse data with the same granularity and session template to keep things working at optimal speed.
    BertrandNinjaTrader Customer Service

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      #3
      Maybe you misunderstood my question. I am fine with NT going to HDD for the local database stored data, I use this software for several years and since May we use it for our automated system running live, so I know a lot about it and also about bugs inside that cannot be removed as those are not precisely replicable as "memory heap corruption", the last bug we are dealing with now and not discussing with NT support because based on our past experience such bugs are not removable because they are not perfectly replicable.

      Putting that aside, I need an explanation how NT works with data and then possibly an advice how to handle our situation. I have described that NT downloads everytime it needs static data that are not under MRD (say TF ##-##) whole data series everytime it needs them even if it has them on HDD.
      Now, considering we need to go live, we need access to those data, but we need not NT to everytime it needs them to download them as durign backtest, we need it to go to HDD and take it from local database and/or download only remaining data that are not in the database.
      Do you understand my question now, please?
      N.

      Comment


        #4
        Thanks for the clarifcation N - what do you refer to MRD please?

        Are you working off latest NT7 R9 here? Which broker or datafeed is used in the setup?

        Downloaded data would be stored in the database, NT would only load data from server (if GetDataFromServer is checked under Tools > Options > Data) in those cases listed in the 2nd section here - http://www.ninjatrader.com/support/h...rical_data.htm
        BertrandNinjaTrader Customer Service

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          #5
          MRD = Market Replay Data, I use IQFeed for data and currently AMP for trading. Yes, we are using always the latest version hoping bugs will disappear but often we experience the opposite.

          So if I uncheck that option, NT will look first to HDD and only after that it will download missing data?

          edit:
          so would it be possible to download data at the beginning of the day, save them, turn the option off and then use data from HDD and then if we need more data, turn it on so only then NT will work fast and will read data only from HDD (we already have SSDs ).
          Last edited by nicknamed; 03-01-2012, 07:32 AM.

          Comment


            #6
            Thanks N, if you have any bug reports we would be happy to take a look at them - you can also send them in via Help >> Mail to Support so logs / traces would be automatically attached for us to review.

            You could download the data on the beginning of the day and then uncheck the GetFromServer option - that would force NT to only go to the local repository then. If needed this could be of course always turned back on, but the reload would always include the last day then as NT detetcs it could not have all data present.
            BertrandNinjaTrader Customer Service

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              #7
              we will try and test, thank you

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