ES data error

[robje737]

Hi,

i suddenly have problems with my charts with ES data, loaded 365 days. This chart is running continiously already for weeks, without problems.
As of today, the chart has problems loading previous data like march futures, dec 2013 futures etc. Only the ES 06-14 can be loaded.

Is there a problem you guys know about?

Thanks,

Rob

[NinjaTrader_ChelseaB]

Hi robje737,

Thanks for your note.

Who are you connected to? This is indicated in green in the lower left of the Control Center.

What interval is your chart? (e.g. 1 Minute)

What is your Merge Policy set to? Tools -> Options... -> Data -> look for Merge policy:

If you right-click your chart and select Reload All Historical Data, does the data appear?

[robje737]

Hi Chelsea,

connected to IQ Feed
no interval, since i use renko bar
merge policy as attached
reloading historical data doesn't work, attached.

My continuum work well.

Rgds,

Rob

[robje737]

one more picture

[robje737]

Chelsea,

i used two charts, renko bar at 5 ticks and 20 ticks.

Attached a screenshot.

Rgds,

Rob

[NinjaTrader_ChelseaB]

Hi robje737,

Thanks for that info.

Renko would be your interval, such as Renko 8. Renko bars use tick data as the underlying data type.

IQFeed does limit the amount of historical tick data offered during the hours of 9:30 AM to 4:30 PM Eastern Time to 8 days.

Try loading this data after 4:30 PM Eastern. At that point you should get 180 days of historical tick data.

Let me know if you do not get 180 days of tick data (or Renko bars) after 4:30 PM Eastern today.

[robje737]

Chelsea,

that can't be the issue.
I have used, for over a year or so, charts with 365 days loaded, never an issue, till about 17:51 today.
My data suddenly went nuts and i can't even load 03-14 which is only less than 30 days ago..

Rgds,

Rob

[NinjaTrader_ChelseaB]

Hi robje737,

My thoughts are that you have been opening your chart often enough that the data is being stored on your local machine, which is why you are able to open the chart without issue previously.

Have you deleted the historical data in NinjaTrader at any point?

May I have a screenshot of the Historical Data Manager with the ES 03-14 -> Last -> Tick -> March expanded?

Also, please do the same for the ES 06-14 -> Last -> Tick -> March.

[robje737]

Chelsea,

that would be normally correct, but i have downloaded new NT7 on March 14th , since i transferred al my stuff to a new dedicated server at external datacentre. So it had to be build data and store it as of March 2014.

Never deleted anything.

Attached the screenshots

rads,

Rob

[NinjaTrader_ChelseaB]

Hello robje737,

The screenshots show that you would have an exported data file with ES 03-14 with data from August 28th to September 3rd 2013. However, this does not show that this data is in NinjaTrader.

Also this data would be for the ES 09-13 contract.

May I have a screenshot of your Historical Data Manager that shows that you have this data in NinjaTrader?

I also want to see that you have the data for the ES 03-14 time period which is December 12th 2013 to March 13th 2014.

To do this:

• Click Tools -> Historical Data Manager... -> select the Edit tab
• Click the plus "+" to expand ES 03-14 -> expand Last -> expand Tick -> expand March 2014
• Take a screenshot of this window

Also, if you are setting up NinjaTrader new on a new machine such as a VPS, then this data will not have been downloaded yet. This would essentially be the same as if it was deleted. In other words the data does not exist to pull from the local computer.

[robje737]

Chelsea,

weird something is wrong indeed, march 2014 isn't here.
I also have problems with my 6E data, same issue.

Rgds,

Rob

[robje737]

extra material 6e

[NinjaTrader_ChelseaB]

Hi robje737,

The data missing on the ES 03-14 contract from January to March does explain the error you are getting. The data is not on your machine and you are not able to download this from IQFeed and thus you are getting this error. Once you have downloaded this data at least once, it should pull from your cached data from that point forward.

I am fairly certain that you will be able to download this data after 4:30 PM Eastern today.

Regarding the 6E chart. This is a bit more confusing. The data does appear to be here for the 6E.

Can you expand March for the 6E 03-14?

May I see the error message you are getting with the 6E?

[robje737]

Chelsea,

the data seems to be loading again, at least 175 days now.
I will try 365 as well.

What has caused this issue exactly, this hurts trading big time!. Lost $60.000 because of this issue already..

regards,

Rob

[NinjaTrader_ChelseaB]

Hello Rob,

You should be able to get 180 days.

This issue is caused by you not having the historical data downloaded already and IQFeed not offering this data during trading hours.

After 4:30 PM you will have access to 180 days of historical tick data. From 9:30 AM to 4:30 PM Eastern you will have access to 8 days of historical tick data.

As far as the 6E goes, this data is already on the machine.

Can you expand March for the 6E 03-14?

May I see the error message you are getting with the 6E?