Trouble loading data

[guillembm]

I have a weird problem loading data from IB.

I have several strategies working with the same currency pairs. When I start the first strategy it loads historical data for a pair but when starting the third or forth strategy the historical data stops loading on the same pair.

I had this problem with TWS and I thought that the problem came from IB. But I managed to connect through IB gateway and I saw that the Historical Data Farm indicator is set to orange (inactive) when starting the third or forth strategy. This means that Ninja stops requesting historical data and the strategy wont work correctly.

Any way to solve it?

[NinjaTrader_Jason]

Hello guillembm,

This can be as expected. When I apply the SampleMACrossOver strategy on the ES 09-14 for 200 days of tick data. It starts loading data for the ES 03-14 first. Subsequently I add another instance of the SampleMACrossOver strategy on the YM 09-14 for the same amount of days.

It continued to load data for the ES 03-14. Once all ES 03-14 data was loaded, it started to load data for the YM 03-13. Once it loaded data for the YM 03-14, 06-14 and 09-14, it started to load data for the ES 06-14 and so on.

I suggest to enable additional automated strategies only after historical is finished loading to avoid such behavior.

[guillembm]

To avoid it I just subscribed to Kinetick but now the problem is different. It seems to work but all the strategies only load data since 20140815 . The funny part is that when opening a chart window it loads all the data correctly.

With IB I had the problem I mentioned but I could load all the data with the same strategy

[NinjaTrader_Jason]

Could it be caused by the 'Days to load' setting in the strategy settings?

Are you able to reproduce the issue if you test the SampleMACrossOver strategy?

If you right click the strategy in the Control Center-->Strategies-tab and select Strategy Performance-->Historical, do you see all requested data in the Chart-tab?

[guillembm]

It seems that ninja doesn't allow to change the default strategies. I just created a simple strategy that prints the time and day of each bar. I set it to 5 minutes bar loading 30 day data.

The result is the same. Only loads data since 20140815

[NinjaTrader_Jason]

I am not sure what you mean by "change the default strategies". Are you unable to test the SampleMACrossOver strategy?

Did the Chart-tab of the historical strategy performance also only load data since 8/15?

[guillembm]

I just created a simple strategy that reproduces this issue.

Create a strategy and insert on Initialize() 3 timeframes

Add(PeriodType.Tick, 1);
Add(PeriodType.Second, 4);
Add(PeriodType.Minute, 3);

Insert in OnBarUpdate this code:

Print (ToDay(Time[0]) + "#" + ToTime(Time[0]));
Disable();


When I set a strategy on 10 min bar loading 30 day data the result that prints is:
20140815#60200

If you delete the 3 Add() from Initialize then it loads all the data

[guillembm]

I can see the problem. It seems that kinetick only allows to load 1 week of tick data.

Actually I just need real time tick data. For historical minute bars are enough for me. The problem is that to be able to load real time tick data I need to set Add(PeriodType.Tick, 1); and this is what doesn't allow to load minute historical data before 20140815.

Any Ideas?

[NinjaTrader_PaulH]

Hello guillembm,

Thanks for your post.

With your Kinetick data feed please note:

When requesting tick data between the hours of 9:30am ET to 4:30pm ET you will have access to 8 days of historical tick data. If you request the data outside those hours the full 180 days is available. After you request the data, it will be downloaded to your historical database and cache, and you will be able to access this data at any time.

Requesting tick data consumes an extremely large amount of bandwidth and heightens data server loads. When bandwidth or server load is elevated to high levels, the result is that all data, including live data can be slowed down. We decided to make 180 days of tick data available, far more than other providers, and will not compromise the data by filtering it. We simply reduce any possibilities of overloading servers and bandwidth by limiting the amount of data available during peak trading time; the times that traders need data to be as fast as possible.

Please let us know if we can be of further assistance.