failing loading tickdata strategy analyzer and chart.

[robje737]

Hi there.

I want to perform a backtest ES future for a period of 700 days. However not more than 365 days of tickdata is loaded. I experience the same issue when I try to load a chart. In both cases same issue when datafeed is connected and disconnected.

All the requested data is available and can be detected in the historical data manager.

Any idea?

Regards,

Theo.

[NinjaTrader_Jason]

Hello Theo,

Can you please tell me to what broker/data feed you connect in NinjaTrader. Could it be only 1 year of tick data is supported by the broker/data feed connection?

If the data is present in the Historical Data Manager, it should load during a backtest or in a chart. Can you please shut down NinjaTrader and navigate to the location below.

Documents-->NinjaTrader 7-->db

Delete the cache folder within the db folder

The cache folder is used to quickly load data in charts/backtests - the actual data is saved in the tick, minute and day folders. The first time you load chart data after deleting the db-->cache folder, it will take a little longer to load than usual. Once all data is loaded, it will load data quickly again.

Start NinjaTrader and check if the issue remains.

[robje737]

Hi Jason.

We use kinetick but we have purchased many years of tickdata for ES future

I' ve performed the stept you' ve mentioned.

I experience the following issues:

- loading a chart on ES##-## only data is loaded for 365. I can understand that because till 9-14 data ES##-## is available (see attachment).

- loading a chart on ES 9-15 1000 days, I get an error message: error invalid symbol ES 6-13
the data is available in the historical data manager (see attachment).

So in fact the issue remains.

Theo

[NinjaTrader_Jason]

Can you please go to Control Center-->Tools-->Instrument Manager. Type ES in the Name field and hit Search.

Highlight the ES and click Edit.

Set 'Merge policy' to MergeBackAdjusted.

Click OK.

Remove and re-add the ES 12-15 to your instrument list. Instructions can be found at the link below.

http://ninjatrader.com/support/helpGuides/nt7/instrument_lists.htm

Click OK in the Instrument Manager. Create a new chart or perform a new backtest and check if all requested data is loaded. Try it when connected and when not connected.



Please note that ##-## data is not loaded from 12-15, 09-15, 06-15, etc. It is saved separate as you can see in the Historical Data Manager. When I test continuous tick data from Kinetick, I load data up to 3/19/2015.

[robje737]

Hi Jason.

Loading a chart ES 12-15 when connected same issue( errormessage invalid symbol)
Loading a chart ES 12-15 when disconnected I succeed in loading the requested data.

Regards.

Theo.

[NinjaTrader_Jason]

Good to hear it worked. I suggest to stay disconnected from Kinetick when you like to load such data in charts or backtests. Unfortunately Kinetick does not provide historical tick data that far back.

[robje737]

Hi Jason.

Do you have any idea why this happens when connected.
Shoud be an explanation for this problem.
The data is available.....Why this error message?
Can't backtest in chart when disconnected.


Regards,

Theo.

[NinjaTrader_Jason]

Unfortunately Kinetick does not provide historical tick data that far back.

You can backtest automated strategies in the Strategy Analyzer as well. It is specifically designed for backtests.

[robje737]

Hi Jason.

So the fact I have purchased data available doesn't mean I can backtest with that data when connected?
Thats weird. We have build up a lot of data too. We could test in the chart when connected before.
Now the chart doesn't build up the chart because of an invalid symbol when connected. Build up the chart with ES 3-13 and stopped because of the errormessage. This has nothing to do with Kinetick does it?
There must be a reason for this errormessage.

Regards,

Theo

[NinjaTrader_Jason]

The error is triggered because the requested data is not available with Kinetick. Please see the link below under 'When does NinjaTrader load historical data?' which explains when NinjaTrader loads data

http://ninjatrader.com/support/helpGuides/nt7/historical_data.htm

I suspect there is some data missing as per the 03-13 expiry month, so it tries to load it from Kinetick.

The error does not occur when not connected to Kinetick, only when connected to Kinetick. So the error is related to Kinetick.