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Funny thing with I.B. data

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    Funny thing with I.B. data

    I have been downloading data for the es from I.B. They will only let you download a certain amount of data at one time. I downloaded data for Jan. 2010. Then I did Feb. 2010. I tried to do March and I get an error message: Error in requesting historical data from IB: No security definition has been found for the request(200) (Panic). Anybody know what that means?

    #2
    Data continuity

    In reference to the downloading, which can be a little hit or miss with I.B., is there any way I can check say if my data for an instrument is complete or missing some time periods?

    Thanks

    Comment


      #3
      Hello,

      Thank you for your post.

      In terms of the original download issue with March data, please check the contract of ES which you use as that is a roll over month.

      Your existing historical data cache can be viewed within the Edit tab of the Historical Data Manager. (Tools > Historical Data Manager)
      KyleNinjaTrader Customer Service

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        #4
        Same issue

        Hi there,

        Since I upgraded to NT Version 14 with IB Version 938.1 this issue is poping up again and again. When I use DoNotMerge within Instrument Settings as Merge Policy it works, but as soon as I use MergeBackAdjust (what I need) this error message pops up very often. For me this seems to be an NT 14 issue with IB, sorry to say that.

        Any feedback how to solve this is highly appreciated.

        Rgds,
        Peter

        Comment


          #5
          Originally posted by unter821 View Post
          Hi there,

          Since I upgraded to NT Version 14 with IB Version 938.1 this issue is poping up again and again. When I use DoNotMerge within Instrument Settings as Merge Policy it works, but as soon as I use MergeBackAdjust (what I need) this error message pops up very often. For me this seems to be an NT 14 issue with IB, sorry to say that.

          Any feedback how to solve this is highly appreciated.

          Rgds,
          Peter
          I use NT Release 14 with IB 938.1 and have set the global merge policy to "MergeBackadjusted" under Tools -> Options -> Data -> Merge Policy. There are no error messages so far.

          I understand that you individually select the merge policy for each instrument. I have never done this, as I use global settings for all instruments. That keeps things simpler. Do you have any specific reason not to use "MergeBackAdjusted" globally?

          Also could you specify the meaning of "this error message pops up very often". It is not at all clear what type of error message this would be.

          Comment


            #6
            Hello,

            Please try to reset your instruments and restart NinjaTrader.
            To do this disconnect from all providers (Interactive Brokers) and go to Tools> Options> Data> Reset Instrumnets
            Restart NinjaTrader and test
            BrandonNinjaTrader Customer Service

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