Live Continuous Contracts

[doctore]

I just uninstalled NT, deleted my previous db files, and reinstalled NT-32 bit v27. My connection is primary: Rithmic ==> ADM; backup: eSignal. The Historical Data box is checked;

I then created 5 continuous contracts and downloaded 5 years of historical data to each contract. All is perfect, so far.

The problem is that when I create a minute chart using the continuous contract, the data loads perfectly but the chart does not tick forward, or tick live.

If I want updates since the chart was loaded, i must reload historical data.

When using the eSignal charting platform, the continuous charts tick live just fine, as you would expect. However, none of my 5 continuous charts will tick 'live.'

Any ideas on what I am doing wrong, or what the problem is would be greatly appreciated!

[NinjaTrader_Jason]

Hello doctore,

Can you please disconnect Rithmic in NinjaTrader. Subsequently connect to eSignal in NinjaTrader and check if continuous contracts receive realtime data in charts.

If the issue remains, please tell me what instruments you have selected in the 5 charts.

[doctore]

OK Jason...Progress!

First, the connection to eSignal (alone) failed with a message (from a pop-up) that said failure to load IMPLODE.DLL. However, the log indicated "Failed to load '...\NingaTrader 7\bin\ESignal\dbcapi.dll'(Panic)". I was able to fix that by copying the file 'dbcapi_vc8.dll' (from my eSignal 12 installation) to the directory '...\Program Files (x86)\NingaTrader 7\bin\ESignal' and then renaming it 'dbcapi.dll' (after saving off the original). I did this because I guessed that the dll from eSignal 12 for dbcapi would be more current and appropriate than the one from NT (since the destination of the dll was the 'ESignal' directory under \Program Files (x86)\NingaTrader 7\bin\.

After doing this and reconnecting again with only the eSignal feed, I understand your question, as 2 of the 5 contracts loaded (and then ticked live) but 3 of them did not. The ones that loaded and ticked live were ES and ZN. The ones that failed were CL, GC and DX. With each of the failed symbols, a pop-up appeared indicating that I was not authorized for the service (which in fact I am). The message also included the name of the Exchange. In resolving the problem, it may be relevant to keep in mind that even before I updated dbcapi.dll from the eSignal installation files (which allowed live ticking of ES and ZN), I was, in fact, able to download years worth of continuous data into the continuous contracts CL, GC and DX.

ES and ZN are on the Globex exchanged; those worked (continuous chart reloaded and ticked live). DX is on the Nybot and CL and GC are on Nymex and Comex respectively; they did not work when connecting via eSignal and produced pop-up error messages.

Now I am going to restore my rithmic==>ADM connection (with eSignal as the backup)....ok...did that: results are that none of the continuous chart tick live, but they do load, whereas with the eSignal only connection, DX, CL and GC were failing to load and producing the above mentioned pop-up error messages.

I hope this is helps. I look forward to your reply.

[NinjaTrader_Jason]

Please note that you load data from the first connected connection in NinjaTrader. When connected to Rithmic, you do not receive realtime data for continuous contracts. Historical data is loaded since it is loaded from our historical data servers when connected to Rithmic. When you connect to eSignal both realtime and historical data is loaded from eSignal.

I assume you use the ##-## expiry month in NinjaTrader for the continuous contracts. If you create a CL 05-15 chart, do you receive realtime data?

Do you receive realtime data for continuous contracts as per the 3 instruments in question in eSignal's platform?

[doctore]

First, the answers to your questions. Yes,I use the ##-## expiry month in NinjaTrader for the continuous contracts; and yes, I receive realtime data on CL-06-15.

The goal is to have continuous contracts ticking live on visible charts; and to place trades on a multi-series front month charts (that correspond to their respective continuous charts).

My primary connection is to the FCM via Rithmic (If the primary connection is not Rithmic I do NOT have access to my trading accounts at the FCM). Since Rithmic does not support continuous contracts, my backup connection is via eSignal. This allows me to get live data for continous contracts AND still have the trading connection to my FCM via the primary connection. The current status is that with the Rithmic/eSignal connection, all 5 continuous charts load; however, only the Globex exchange symbols ES and ZN tick live. The Nymex, Nybot and Comex symbols, CL, DX and GC respectively, do not tick live. Further, when chart trader is loaded on CL, DX, and GC, there is no bid/ask shown.

On my eSignal charting platform, I receive live continuous contract data from all 5 symbols.

So, where do I go from here? Why are CL, DX, and GC not ticking live, where ES and ZN are ticking live?

Also, could you please comment on the following portion of my previous post: I was only able to get ES and ZN to work by copying the file 'dbcapi_vc8.dll' (from my eSignal 12 installation) to the directory '...\Program Files (x86)\NingaTrader 7\bin\ESignal' and then renaming it 'dbcapi.dll' (after saving off the original). Otherwise, I got a load error in the log on dcbapi.dll. In other words, why would the original dcbapi provided with NT7 result in an error, whereas the corresponding dll from eSignal appears to work? Your explanation could be very useful because there are several posts related to dcbapi.dll not loading properly (which also can result in the message 'IMPLODE.dll not found').

Again, thanks for your help.

[NinjaTrader_Jason]

If you connect to Rithmic first and eSignal second in NinjaTrader, you do not receive realtime data from eSignal. When connected to multiple connections simultaneously in NinjaTrader, you will receive realtime data from the first connected connection on most occasions. Only when the first connection does not support a certain instrument type (stock, futures, forex, index), you will receive data from the second connection. Please see the link below for information when using multiple connections.

http://www.ninjatrader.com/support/helpGuides/nt7/multiple_connections.htm

Rithmic supports futures, so data is received from Rithmic. It does not receive realtime data from eSignal. You would need to connect to eSignal first and Rithmic second. If you connect to Rithmic as the second connection in NinjaTrader, you still can select your live account in NinjaTrader.



The dbcapi.dll error is not related to this issue. The dbcapi.dll error is normally solved by an uninstall/reinstall of NinjaTrader.

[doctore]

Jason,

If I connect to primary: eSignal-- secondary: Rithmic (dbcapi.dll supplied by NT), I get the errors shown in the attachment eSignal-Rithmic-1;

If I connect to primary: eSignal-- secondary: Rithmic (dbcapi.dll supplied by esignal 12.0), I get the errors shown in the attachment eSignal-Rithmic-2;

I have already uninstalled and reinstalled NT at least 4 times in the last 5 days;

What do you recommend as the next step?

[NinjaTrader_Jason]

You referred to eSignal 12 in your previous post. Unfortunately we do not support this version. We support version 10.6.2124 as per the eSignal connection guide below.

http://www.ninjatrader.com/ConnectionGuides/eSignal-Connection-Guide.php

Please uninstall both NinjaTrader and eSignal at Windows Control Panel-->Programs and Features once more.

You can download and install NinjaTrader from the link below.

http://www.ninjatrader.com/download-registration.php

You can download and install eSignal 10.6.2124 from the connection guide above.

Once reinstalled, please reboot your computer and start NinjaTrader. Recreate your eSignal connection in NinjaTrader.



Please note that you need to connect to both connections simultaneously by going to Control Center-->File-->Connect twice.