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Data wrong for Range and Tick charts

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    Data wrong for Range and Tick charts

    Hello, I have been running Ninja in Sim mode with a couple of other providers until I got my IB account set up and connected to Ninja (finally yesterday ) and the following issues…
    Historical data is wrong for the Range and Tick Charts – minute charts are okay. The data goes straight up with about 30 to 40 green range bars from the time I start up the charts. (It did this yesterday also – the first day that I tried this new connection).
    I have the following info to offer:
    I am using Ninja Sim Version 7.0. 1000. 11
    IB Build 927.7 (followed directions on Ninja Connection Guide)
    “Reload All Historical Data” is greyed out
    I also ran the Data Base repair
    Chart data starts from the time I signed on 7:40 am pst….
    Have the Config file open and nothing seems out of place…?
    Help please...

    #2
    Hello enhancer,

    This would be expected as Tick and Range charts would require historical Tick data to generate and reload historical bars. Connecting to IB through NinjaTrader you will not have access to Historical Tick data, only Minute and Daily data. You will be able to generate bars as time goes by when you remain connected to IB, but in order to get data when you are not connected to IB you will have to connect to a data provider that supports historical Tick data for example Kinetick.

    Click here to view more information on Historical Data and Understand the data provided by your connectivity provider.
    JCNinjaTrader Customer Service

    Comment


      #3
      Wow JC thank you for that information. I am dissmayed -- as a Canadian in BC - the only choice I seem to have is IB to be able to use Ninjatrader and I thought they provided historical data for futures...never dreamt that it would not be for range or tick!

      JC when you say I will "be able to generate bars as time goes by when you remain connected to IB" - can you please say more about this. I tried to stay connected to ninja/Ib overnight to see if the data would clean itself up, but instead I was logged out by the system. So is this what you mean by stay connect to IB? thank you .

      Comment


        #4
        JC - also I should mention - I tried a market replay of the range charts for Dec 26 & 27 2012 and this load without a problem. Is this a different source than the historical tick and range data that I would need to trade with live continuious data?

        thanks again

        Comment


          #5
          Hello enhancer,

          Staying connect to IB I believe would require a daily restart in the TWS application. So you may open NinjaTrader before the market opens and exit NinjaTrader after the market closes so you can get all of the Market Data for that day.

          Market Replay Data is different from Historical data in the fact that it is recorded for place back. Once connected to Market Replay Data you will not be able to connect to a different data provider/broker as well since it is only used for simulating recorded data. You can use a different data provider to generate your charts and still use IB as your broker. For example, you can connect to Kinetick which supports the Historical Tick, Minute, and Daily data to drive all of your charts and still place order to your IB account. This would a way around some limitations of different data providers.

          Click here for more information about connecting to Multiple Data Providers and a few examples.
          JCNinjaTrader Customer Service

          Comment


            #6
            Thank you again JC. So each day I would need to open ninja up well before the time I usually trade so that I can "collect" enough data to be confident in my setups (I trade range charts mostly) - do I understand this correctly?

            Also will I be able to benefit from the "Save chart data as Historical" function - will this allow me to collect the data and open my charts with data that will show up to the last time I closed my charts?
            thank you ( I will obviously need to subscribe to data in the future ...but I am still learning to use Ninja and until I have it down pat - I do not wish to have to pay out fees yet...hope that makes sense.)

            Comment


              #7
              Hello enhancer,

              Yes, your understanding is correct.

              Yes, using the "Save chart data as historical" will help in your charts using IB. Note that it can use some PC resources depending on how many instruments you are loading, but if you are only loading a handful of instruments you should not notice any difference.

              Let us know if we can be of further assistance.
              JCNinjaTrader Customer Service

              Comment


                #8
                Hi JC - thank you for confirming.

                Okay so I turned Save historical chart data on earlier and then I disconnected from IB and then reconnected and brought back up the charts that I was using earlier and no data that I collected showed up (just an hour s worth or so) . Instead the charts started from the time I reconnected again...
                What am I missing? thank you

                Comment


                  #9
                  Hello enhancer,

                  Is it saving the Chart data after the restart?

                  If you already have the chart open when the option is checked you may need to either restart NT, or create a new chart the instrument to ensure that it is going to start saving chart data as historical.

                  Happy to be of further assistance.
                  JCNinjaTrader Customer Service

                  Comment


                    #10
                    Hi Jc, thanks for staying with me. Yes it seems so...but it was only after I went to Tools=>options=>and unchecked the box for Get data from server . This seems to have stopped the mess of data with numerous bars straight up for 30 - 40 bars ...and has instead printed normal data.
                    What do I need to know about the box I just turned off...will this be a proble for minute charts of other intsruments that I might wish to follow?
                    thank you

                    Comment


                      #11
                      Also Jc will I have to keep both ninja and IB up and running for the rest of the data to collect the data for historical?

                      I am thinking that I can leave it as long as it does not logg me out from time expiry ? but then will I have gaps in the recorded data?

                      Comment


                        #12
                        Hello enhancer,

                        "Get data from server (if available)" should not effect the "Save chart data as historical" option, but it will not have any big impact on Minute or Daily charts as it will not automatically try to download historical data for those charts when connecting or changing parameters inside a chart. You may still reload historical data manually by right clicking inside the chart and select "Reload All Historical data".

                        Correct, you will need to keep them both running in order to have the chart data saved. You may have gaps if there was data for the instrument while NinjaTrader and IB was not running, but if you start IB and NinjaTrader up before the Market Opens and wait until after the Market Closes you should not see any gaps. Basically, the only items that you will miss is when NinjaTrader and IB are not loading up, so if you open NinjaTrader/IB up before any trades and close down after the trading has stopped you should be good.

                        Happy to be of further assistance.
                        JCNinjaTrader Customer Service

                        Comment


                          #13
                          Hi JC
                          Thank you so much for answering all the Q's!
                          Okay I am going to try as you suggest to start and close the pgm's each day. My only issue is that I am on pst time and am already up at 5:45 am pst to start things up. This will mean that I won;'t have enough data for some time to be able to trade on range charts as my setups do take into account that last few hours of data.

                          Any chance that someone has written an app to automatically startup ninja on a preset timer ? okay, now I am asking too much eh?

                          Comment


                            #14
                            Hi,

                            I'm not aware of such an application currently, but if I come across one I will make an effort to update this thread with that software's name.
                            KyleNinjaTrader Customer Service

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