Ninjatrader saving tick and minute data but not day data

[androiduser14916]

Hi,

I'm encountering this weird issue while running a strategy that has multi time frame. (Save chart data as historical enabled)

One timeframe is Day
The other is 60 Min

I can see the minute bar data and tick data saved constantly as I refresh the historical data editor.
However, the Day data directory is always empty. It is also empty in Historical Data Manager.

But when I load a chart for say $EURUSD, I can see the day data from the time I started to run it. Does Ninjatrader wait until the day data exceeds a certain size before writing to file?
I have only been running the strategy for a couple of days across one weekend so it may be that there is not enough data and Ninjatrader will wait? The problem even if so is that when I shutdown my Ninjatrader, the data in memory does not get flushed to file and all the day data is lost.

Please do not tell me to load historical data from my broker as this is not an option for me.

Kindly enlighten on when Ninjatrader decides to save Day data if you can?

[NinjaTrader_PatrickH]

Hello androiduser14916,

Thank you for your note.

If you do not have the option to download historical data from your provider you can enable NinjaTrader to save the data by going to Tools > Options > Data > Save chart data as historical.

[androiduser14916]

Dear Patrick it's already enabled. That is why it is saving ticks and minutes.
But strangely no Day

[NinjaTrader_PatrickH]

Hello androiduser14916,

Thank you for your response.

The day bar would not be saved unless you had received the end of day close from the provider after the session end. So we need the bar's close before it can be saved to memory. You can also use the Kinetick EOD Free connection for daily data.

[androiduser14916]

Hi Patrick,

I am telling you that the bar Close has been received and is in memory because my Day folder in Db is empty but I can see about 5 days of daily chart data after running a strategy for a week.

Note that I do not request historical daily data but instead rely on saving the live feed to generate my tick and minute data.

However daily data is not being saved in the same way ? Can somebody on your side kindly enlighten why this is so?

[NinjaTrader_PatrickH]

Hello androiduser14916,

Thank you for your response.

Is the daily chart open during the entire week? Is NinjaTrader shut down at any point during the week? And is your chart open when the close of the day is received from the data feed provider and the following day bar opens?

In addition, who are you connecting to for data?

[androiduser14916]

Here is how to replicate the problem.
Connect to MBTrading demo

Uncheck "Get data from server (if available)"
I do not want to get data, but instead want to store the daily bars NT7 has built. Please do not ask me why, I have personal reasons for doing so.

Check "Save chart data as historical"

Run a daily chart for a couple of days

You will see that
Daily data is not saved under folder My Documents\NinjaTrader 7\db\day

[NinjaTrader_PatrickH]

Hello androiduser14916,

Thank you for the details.

I will test with your instructions as well.

[NinjaTrader_PatrickH]

Hello androiduser14916,

Thank you for your patience.

I can confirm my earlier statement is incorrect. After testing, the Daily bar is not saved. This is likely to save resources as the Daily data is readily available for free from Kinetick, Yahoo and Google.

If you would like instructions on connecting to Kientick, Yahoo and/or Google please visit the following link: http://www.ninjatrader.com/Support.php#Help-Guides

Please let me know if I may be of further assistance.

[androiduser14916]

Is it possible to open this as an issue that should be fixed? This is because the behavior is certainly quite different from what is to be expected.
Can you at least provide a way to generate the Day data from minute data based on the session chosen?

[NinjaTrader_PatrickH]

Hello androiduser14916,

Thank you for your response.

The data is readily available to download from multiple sources for free, but I will forward this to our development team. You can use 1440 Minute bars for the Day. Or you could download the Day bars for free from one of the available sources. Another option is even exporting the Minute data from the Historical Data Manager > and then re-importing with the option enabled to generate Day bars from the Minute data.

For information on the Historical Data Manager please visit the following link: http://www.ninjatrader.com/support/h...ta_manager.htm

[NinjaTrader_PatrickH]

Hello androiduser14916,

Thank you for your suggestion on how we can improve our product. It has been inserted into our tracking system with the unique ID # 2896.

You can also export the recorded minute data and then re-import it as daily data using the Historical Data Manager: http://www.ninjatrader.com/support/h...ta_manager.htm