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NT8 failing to display portions of historical data

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    NT8 failing to display portions of historical data

    Hello,

    I have the strangest bug.

    I have ES 03-15 historical minute data imported from NT7. On date 3/12/15, NT8 on two machines will not display data from 12:00AM to 17:15PM in any time interval. The data is avail as it can be seen in the Historical Data\Last\Minute spreadsheet. However, on a third machine, NT8 is perfectly able to support the data during this time period. Also, all three systems are able to display this data without issue using NT7.

    Data series days to load is set to 1000. So there is enough lookback to cover the range of dates.

    NT8 version on all three machines is: 8.0.9.0 64 bit
    NT7 version on all three machines is : 7.0.1000.35 64 bit.

    Things I have tried to remedy the situation on the machines with the data display error:

    Reset Database
    Repair Database
    Delete the 'day', 'minute' 'tick' folders in the /db folder
    Reboot system
    Re-imported the historical data

    I have no user defined instruments, or instrument related templates.

    In one incidence, it was able to display the data in 1 minute and 5 minute intervals. But when NT8 was reloaded, it was unable to display the data even though the data is available in the historical import.

    Looking for a recommendation towards a possible solution.
    Last edited by DmanX; 09-25-2017, 08:48 PM.

    #2
    Hello DmanX,

    Can you please shut down NinjaTrader 8 and this time delete the cache folder folder that is within Documents-->NinjaTrader 8-->db folder. Start NinjaTrader and check if the missig data is loaded.

    What interval do you have selected in the chart?

    Please go to Control Center-->Tools-->Trading Hours. Select the CME US Index Futures ETH template and check the holidays on the right. Could it be 3/12/2015 is listed somehow?
    JasonNinjaTrader Customer Service

    Comment


      #3
      At first, after deleting the cache folder in the db folder solves the problem. (Close down NT8, delete cache folder, reopen NT 8, re-import historical data). The missing bars are there. Close down NT8, save workspace, reopen NT8 and the issue returns where the bars are missing from display but are listed in the historical data.

      EDIT: tried it again without re-importing the data nor saving the workspace and the same result - it works on the first run, but subsequent runs on NT8 the bug returns.

      Control Center-->Tools-->Trading Hours. Select the CME US Index Futures ETH template shows no holidays or exceptions for this particular date of 3/12/15.

      Oddest little bug.

      Further details, on the one machine that run NT8 without this issue, it has a different license than the other two with this bug. But all machines run NT7 without this issue on this particular date.
      Last edited by DmanX; 09-26-2017, 06:34 AM.

      Comment


        #4
        The rollover date for the 06-15 expiry month is March 12th 2015. So on this date it starts to load data for the 06-17 expiry month. Could it be you have 06-15 historical data for March 12th in the NinjaTrader instances that do not experience the issue?
        JasonNinjaTrader Customer Service

        Comment


          #5
          That's interesting. The ES 06-15 historical data for March 12th does not exhibit this odd behavior and displays the data correctly for this date. The problem only occurs when displaying the ES 03-15 historical data for March 12. Curious as to why this happens only on two machines running NT 8 8.0.9.0 64 bit but not the other? (Could the other two be missing a Microsoft component like a MS SQL Server?)

          Here's a breakdown of the systems: (note, no system has a historical data display issue with NT7 latest)

          1. Win 7 64bit, NT8 v8.0.9.0 64 bit - no historical data display issues of any kind.
          2. Win 7 64bit, NT8 v8.0.9.0 64 bit - March 12 data display issue with 3-15 contract, none with 6-15.
          3. Win 10 64bit, NT8 v8.0.9.0 64bit - March 12 data display issue with 3-15 contract, none with 6-15.

          To the best of my knowledge, they all use the same historical data source.

          It's a strange error I haven't seen crop up at any other data point or rollover, yet. At least with your suggestion to look at the 06-15 contract serves as a workaround. And of course, I have NT7 to fallback on when I need to analyze data on 3/12/15.

          In the back of my mind, there's this nagging, "argggg! Why can't I fix this?" But like Marines, in the meantime, one must make do.

          If you have any other suggestions, please let me know. Thank you for the time spent.
          Last edited by DmanX; 09-27-2017, 06:42 AM.

          Comment


            #6
            Do you have the same rollover date in all 3 instances for the 06-15 expiry month? You can find the rollover dates as follows. Please go to Control Center-->Tools-->Instruments. Double click the futures instrument and a new window will open with the instrument settings. Scroll to the bottom and click in the 'Contract months' field . Another new window will open up which will list the expiry months with the rollover dates.

            Try the following one of the affected machines. Go to Control Center-->Tools-->Instruments. Double click the ES and set Merge policy to 'Do not merge'. Click OK and click OK in the Instruments window. Create a new ES 03-15 chart and check if the issue remains.
            JasonNinjaTrader Customer Service

            Comment


              #7
              On all three machines, the rollover dates for both ES 03-15 and ES 06-15 were the same; 12/11/14 and 3/13/15 respectively.

              Interestingly enough, setting merge policy from "global settings" to 'Do not merge' and creating a new chart solves the issue on the one affected machine tested on. The solution survives reboot of NT8.

              Thank you very, very much for working with me on finding a solution.

              What would be the consequence of setting merge policy to 'Do not merge' other than it not merging front months with expired? Is it merely a chart continuity issue like the good old days?

              Comment


                #8
                If set to 'Do not merge', it will not merge historical data from other expiry months. So if you create an ES 03-17 chart, all historical data is loaded from the 03-17 expiry month.
                JasonNinjaTrader Customer Service

                Comment


                  #9
                  We'll call the issue solved then.

                  Again, thank you very much. :-)

                  Comment

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