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There is no market data available to drive the simulation engine

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    There is no market data available to drive the simulation engine

    For the OCO order on Simulation Account, I suddenly started to get the following errors. It was working fine before. It started to happen only after I started to put some other orders on my Live Account with TD Ameritrade. All orders are placed via ATI.

    Any hint how I can resolve it ?

    Time Category Message
    04/17/18 19:34:52 Order Order='a4fa568f81b244408fb79a2372e20f5e/Sim101' Name='Target1' New state='Rejected' Instrument='KLAC' Action='Sell' Limit price=110.26 Stop price=0 Quantity=50 Type='Limit' Time in force=GTC Oco='0a734287f2374cf68d6edbbe1b6353ad' Filled=0 Fill price=0 Error='Order rejected' Native error='There is no market data available to drive the simulation engine.'

    Time Category Message
    04/17/18 19:34:52 Order Order='9cc432ae7fc9445d9601fffa8ba06ec3/Sim101' Name='Stop1' New state='Rejected' Instrument='KLAC' Action='Sell' Limit price=0 Stop price=105.94 Quantity=50 Type='Stop Market' Time in force=GTC Oco='0a734287f2374cf68d6edbbe1b6353ad' Filled=0 Fill price=0 Error='Order rejected' Native error='There is no market data available to drive the simulation engine.'

    Time Category Message
    04/17/18 19:34:32 Order Order='ca762c81f9314236b750973b71248f99/Sim101' Name='Entry' New state='Filled' Instrument='KLAC' Action='Buy' Limit price=0 Stop price=0 Quantity=50 Type='Market' Time in force=GTC Oco='' Filled=50 Fill price=108.1 Error='No error' Native error=''



    Time Category Message
    04/17/18 19:34:31 ATI OIF, 'PLACE;Sim101;KLAC;BUY;50;MARKET;;;GTC;;KLAC04-17-2018-19:34:29;LongBread_Butter;' processing

    #2
    Hello,

    Thanks for posting.

    The error indicated suggests there is not live data streaming for the instrument you are placing trades to.

    Do you receive this error on other instruments such as aapl or spy?
    Do you receive this error during regular trading hours?

    I look forward to hearing from you.
    Ryan S.NinjaTrader Customer Service

    Comment


      #3
      I see for some stocks like SPY, JBHT this error is not happening. And today when I replayed the trade for KLAC.. it went through with no errors on Sim101 account.

      In my system, I get email alert from TdAmeritrade for the scan, and then I process the trade via NinjaTrader in two steps that connects to TDAmeritrade.
      Step 1 trade is placed via ATI into Sim101 account
      Step 2 once trade is profitable within preconfigured time, its placed in the live account with TDAmeritrade.

      Stop and Limits in both steps are to be placed based on ATI Strategy configuration. Both steps have same dataprovider, TDAmeritrade, from where scans were originated and emails sent.

      So my questions are
      1.) why does the Entry order goes thru in Step 1 (i.e. Sim101 account)?
      2.) why this error comes randomly, it was yesterday but not today ?

      Comment


        #4
        Hello,

        Please send a note to platformsupport[at]ninjatrader[dot]com ATTN: RyanS and reference this forum in the body of the email. Also please attach log and trace files.

        Open your NinjaTrader folder under My Documents.
        Right click on the 'log' and 'trace' folders and select Send To> Compressed (zipped) Folder.
        Send the 2 compressed folders as attachments to this email.
        Once complete, you can delete these compressed folders.

        Thanks in advance; I look forward to resolving this item.
        Ryan S.NinjaTrader Customer Service

        Comment


          #5
          Hi, I'have recently downloaded ninjatrader and I have the same problem. Either placing orders through de UI either using the NinjaTrader.Client assembly for .NET. I'm trying to simulate an order for the FDAX or the ES future, both cases raises same error Sim101, no market data available. However, I have both instruments in graphics and I'm seeing right now, they are updating the price....
          Can someone help me please?

          Comment


            #6
            Hello abner77,

            Thank you for your note.

            Please follow the steps below to manually attach your log and trace files to an email to platformsupport[AT]ninjatrader[DOT]com with "ATTN CHRIS S 2638681" in the subject line so I may investigate this matter further.
            • Open your NinjaTrader folder under Documents.
            • Right click on the 'log' and 'trace' folders and select Send To> Compressed (zipped) Folder.
            • Send the 2 compressed folders as attachments to this email.
            • Once complete, you can delete these compressed folders.

            I look forward to your reply.
            Chris Sch.NinjaTrader Customer Service

            Comment

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