IB-BackFill-Format Data series

[MrBaffalo]

Hi everyone
When I setup a korspace I choice for example 5 days back for every chart, every day NT is working it adds 1 day to "days back" settings and this causes problem with IB backfill.
This is a big problem when futures are rolling because it writes the new data to the old database (if merged)

Is there some way to use 5 days back and no more?
Marce

[NinjaTrader_Dierk]

Are you on NT6.5?

[MrBaffalo]

Yes I am running the last 6.5

[NinjaTrader_Dierk]

Great. To double check: you are on 6.5.0.4 (latest)?

[MrBaffalo]

I confirm you I'm running 6.5.0.4....ooooppppsss did I loose the .1000 release?
(checked I'm running the last 6.5 beta)

[NinjaTrader_Dierk]

Sorry, typo. Changed my post below to 6.5.0.4.

We'll look into and come back to you.

[MrBaffalo]

OK thanks for your time

Marce

[MrBaffalo]

Ciao Dierk
Some news?

thanks
Marce

[NinjaTrader_Christian]

Hi MrBaffalo !

Sorry for the delayed acknowledgement.

Yes, news are, that I'm already looking into it, and will let you know.

Kind regards,
Christian

[MrBaffalo]

Good morning everyone
Guys, I need to understand what's going on when NT connects to feed.
1)I use IB and once it connects it tries to backfill ALL charts I've on my screen when charts are ok and have been closed after the market's close(WHY????? if I need to backfill it's so easy by "tools historical data reload")


2)If this happens around the rollover period charts will be merged and the new contract will be visible back some days to the older one. This can interest either discretional traders as (and more) system traders.

Thanks
Marce

[NinjaTrader_Christian]

Hi MrBaffalo !

So problem is, that data is reloaded on connect to IB, not that chart from not moves forward ? Sorry, I didn't isolate that problem from your first posting.

We'll look into it, and eventually come back to you in case of questions.

The problem that chart from does not roll forward was fixed, and the fix will be available in the next beta of NinjaTrader.

Kind regards,
Christian

[MrBaffalo]

Thanks Christian for your time !

[NinjaTrader_Dierk]

Good morning everyone
Guys, I need to understand what's going on when NT connects to feed.
1)I use IB and once it connects it tries to backfill ALL charts I've on my screen when charts are ok and have been closed after the market's close(WHY????? if I need to backfill it's so easy by "tools historical data reload")


2)If this happens around the rollover period charts will be merged and the new contract will be visible back some days to the older one. This can interest either discretional traders as (and more) system traders.

Thanks
Marce

1) NT always (!) goes to the provider as you connect to update the historical data fro the current (!) day.

2) Not sure I follow. Is this a bug report? Or a feature request? Or a statement?

[MrBaffalo]

Thanks Dierk
Possible bug-> wait for Christian (sent him all he needs to test if it's my problem or other)
What I was trying to understand is:
let's assume I have a reliable database, updated regularly, why as soon as I connect to IB (or other feed, it doens't change, esignal does the same) NT updates older days (days included yet in my "reliable" db).
This can cause problems : with IB due to a small DB available, then during rollovers, example, I run a 15 minutes chart with a system, today is rollover day, I roll futures and, on monday, as soon I connect to my broker/feed, NT backfills n days back, so it overwrites my expired contracts with the new one.
Results: cannot build a continous contract and my system(s) runs based on the new contracts in days which was related to the old one.
->BACKTEST DOESN'T SHOW NOTHING REAL.
I think this is a problem you guys should closely watch.

Marce

[NinjaTrader_Dierk]

>> why as soon as I connect to IB (or other feed, it doens't change, esignal does the same) NT updates older days (days included yet in my "reliable" db).
NT will NOT do that but only loads from the last (presumably incomplete) day in the DB to the current day.

Sample: You disconnected say last Wednesday. As you connect today NT will load Wednesday (since it could be incomplete), Thursday and Friday (today).

Different contract expiries will NOT overwrite each other. These are totally different instruments in NT. The only "overwrite" situation on different instruments is as you manually merge different expiries.