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NinjaTrader
NT Reliability
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To clarify: If you requested too much data and ran into IB's pacing violation then there is nothing NT could do to resolve the issue.
Having said this: we applied some code changes recently to NT7 which should make sure the data requests would return from the IB adapter, obviously with no data, in case you hit the pacing violation. This only would work as TWS would properly report the pacing violation.
If the issue still is not resolved for you after next NT7 beta then you should consider using a different provider for your data requests.
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Hello Dierk,
thank you for your answer. Obviously, if IB does not send the required data, NT cannot invent it ...... but again 2 ideas here:
(1) If pacing violation occurs, NT should not lock up itself (most important). If I can abort loading without destroying the workspace, that would be fine.
(2) If I have 4 charts (3 of them asking for intraday data, all of them for daily data because of dailybars for pivots) this makes 7 requests. Is there any way of reducing the number of requests by using the data of one request for several charts?
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This morning I merged data for all US Index and Currency Futures. I checked the result, everything was fine.
Now after restart of NT and for no obvious reason
6B, 6E, 6J lost merged daily data after June 16.
ES and NQ are complete.
TF lost merged daily data after September 22.
YM lost merged daily data after April 1.
Sometimes NT is really a pain in the neck (version 6.5.1000.14)
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Hi Harry,
Thank you for your reply.
This could be due to a database corruption (historical data is stored within the database).
Please follow the instructions below to repair the NinjaTrader database.
- Disconnect NinjaTrader from any open connections via File > Disconnect
- From the NinjaTrader Control Center window select the menu Tools > Options
- Select the "Misc" tab
- Press the "Repair DB" button
- Press the "OK" button
After repairing, try the merge again and let us know if the data is not available after a restart.KyleNinjaTrader Customer Service
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Thank you Kyle, I tried but this does not change anything.
It is possible to repeat the merging, but after a few days some holes will reoccur. I can only guess, why this happens.
First guess: Data.Bars.GetBars(Bars.Instrument, new Period(PeriodType.Day, 1), Bars.From, Bars.To (Session) Bars.Session.Clone() from the pivots indicator participates in overwriting the merged data.
Second guess: Pacing violations of IB sometimes cause reloading of data.
Third guess (for TF only, it occurs frequently for TF): NinjaTrader cannot correctly read daily TF data from Interactive Brokers (unless I set my PC to a US timezone).
I think I could also overwrite data, if I open daily chart with a lookback period longer than the data stored in the data base, but in this case I would probably overwrite everything and not just a couple of weeks.
I don't actually mind if this will be settled with NT7, but will it?
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Hello Harry,
I suggest to wait for NinjaTrader 7, which will have improved merge functionality as per post # 71 - 72.
You could export historical data for previous expiries and add them all into a .txt file. Subsequently import the .txt file into the current expiry to create a continuous instrument. Check if this will make a difference.
Export
Import
JasonNinjaTrader Customer Service
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