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No market data available to drive the simulation engine

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    No market data available to drive the simulation engine

    i am trying to test a strategy from ninjacript on live data for US stocks
    i have enabled the strategy to test for the open of todays US mkts 13/11
    i get an errror/msg in log:

    Kinetick, there is no market data available to drive the simulation engine

    i have an existing kineick subsctipton and receive live data. what is the reason for the above msg

    #2
    Hello fiddy,

    This can happen with a live feed if the market is closed. The message means than an order was placed but there are no changing ask and bid prices to drive the Simulation Engine that fills the order (based on ask, bid, and volume).

    At what time and for what instrument are you attempting to place an order?

    Are you adding the script to a chart?
    Do you see the chart moving?
    Are you seeing changing ask and bid prices on any window for that instrument when you get the message?
    Chelsea B.NinjaTrader Customer Service

    Comment


      #3
      i add the script to chart.
      the market was closed when i put it on.
      this is because this is how i put like to operate normally
      i would like to put the strategies on the charts overnight when the market is closed so that they are ready to go when the market opens. i would have thought this was a common practice for part time traders who cannot operate when the market is open

      Comment


        #4
        Hello fiddy,

        From what I've understood, this message should only appear if an order was attempted to be sent.

        Does your session template remove the hours that the market is closed for?

        What instrument do you have this on?
        What session template are you using?

        Sometimes if the wrong session template is used, the exchange can send out junk ticks while the market is closed. If you strategy is running with Calculate on bar close set to true and gets one of those ticks and tries to send an order, there is no following data to run the simulation engine with.

        What I am getting at is, was an order submitted?
        Can you see the order in the Log?
        If so, why was the order submitted when the market was closed?
        Chelsea B.NinjaTrader Customer Service

        Comment


          #5
          i have the session template set to US Equities RTH
          the instrument is DRI
          in the log it is trying to send an order at 855am despite mkt being close?
          can u think of any reason for this?

          Comment


            #6
            Hi fiddy,

            If the session template is controlling the script then OnBarUpdate/OnMarketData etc isn't going to trigger when the session is closed. The bars shouldn't even show on the chart if this is added to a chart.

            Are you using a c# timer in your code to submit orders?

            I recommend that you add a print to your code that prints the bar time and the conditions and see if this print appears when you add the script during the excluded hours of a session.

            If we can show that the script is running and ignoring the session template that would be something we need to look further into.
            Chelsea B.NinjaTrader Customer Service

            Comment

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