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NT + TD Ameritrade after hours data

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    NT + TD Ameritrade after hours data

    I've been using NT8 connected to a TD Ameritrade account for a few weeks now. It looks like there's a period of time every night (evening & morning) that NT is not receiving any update data. It could be there isn't much happening during those hour's but TD's ThinkOrSwim Market Watch panel is showing market activity. If I add those same instruments to NT's Market Analyzer I'm not seeing similar activity during those post/pre market time frames. Further the NT Hot List is always empty during those times as well.

    Is this a data feed limitation imposed by TD or a setting/limitation of NT? Any insights are welcome.

    #2
    Hello stoner,

    Thank you for writing in.

    The data feed is not being limited by anything other than trading hours. Equities have RTH (Regular Trading Hours) template by default. The gaps are either from the Market being closed or the Session template that is applied to the chart.

    A workaround for this is you can use a different 'Session Template' that allows for longer data feeds, for example the Default 24 x 7 template or the US Equities ETH template should solve this issue.
    • To change this:
      • Right click in your chart and select Data Series.
      • In the Data Series menu, set the 'Session Template' property to 'Default 24/7' or 'US Equities ETH' template , then click OK.
    I hope this helped resolve your inquiry.
    Jonathan W.NinjaTrader Customer Service

    Comment


      #3
      I noticed last night that NT stops receiving TD data 8pm eastern. I'm not 100% sure when it comes back on but I'd guess 4am'ish eastern time because I saw a "Time last tick" of 4:30 AM in the NT Market Analyzer this morning.

      I've attached a screen shot of NT8 and TD's TOS so you can see that TOS has a bar at 2:01am this morning and NT's earliest bar is 7:07am. Please help me understand why NT doesn't show the same bars.

      Thanks.
      Attached Files

      Comment


        #4
        Hello stoner,

        Please send me your log and trace files so that I may look into what occurred.
        • You can do this by going to the Control Center-> Help-> Email Support
        • Ensuring 'Log and Trace Files' is checked will include these files. This is checked by default.
        • Please reference the following ticket number in the body of the email: 2308929 ATTN Jonathan Wullstein

        Thanks in advance; I look forward to resolving this item.
        Jonathan W.NinjaTrader Customer Service

        Comment


          #5
          Hello stoner,

          Thank you for providing me with that information.

          Charts between 2 different platforms would not be expected to be 100% the same. We don't know what kind of filtering TOS is doing or what you have set as the session template in either platform.

          I would recommend setting your session template in NinjaTrader 8 to 'Default 24/7' as well as whatever the equivalent template is in Think or Swim to see if that resolves the discrepancies in your charts.

          I see that you're using an older version of NinjaTrader 8. To update NinjaTrader, please follow the steps below.
          • First, copy your license key from NinjaTrader under Help> License Key then exit NinjaTrader
          • Click on the link: http://ninjatrader.com/PlatformDirect
          • Enter your license key and press Submit
          • Select 'NinjaTrader 8'
          • Select 'Download'

          Critical: Before running the installer, ensure NinjaTrader is closed.

          I hope this was able to resolve your inquiry
          Jonathan W.NinjaTrader Customer Service

          Comment


            #6
            There is nothing after 8pm in tda on nt.

            tda is also not tos.

            Comment


              #7
              Originally posted by sledge View Post
              There is nothing after 8pm in tda on nt.

              tda is also not tos.
              What time does TDA data start back up in the morning?

              TDA's desktop platform is ThinkOrSwim as you can see on their website.

              Comment


                #8
                Originally posted by NinjaTrader_Jonathan View Post
                Hello stoner,

                Thank you for providing me with that information.

                Charts between 2 different platforms would not be expected to be 100% the same. We don't know what kind of filtering TOS is doing or what you have set as the session template in either platform.

                I would recommend setting your session template in NinjaTrader 8 to 'Default 24/7' as well as whatever the equivalent template is in Think or Swim to see if that resolves the discrepancies in your charts.

                I see that you're using an older version of NinjaTrader 8. To update NinjaTrader, please follow the steps below.
                • First, copy your license key from NinjaTrader under Help> License Key then exit NinjaTrader
                • Click on the link: http://ninjatrader.com/PlatformDirect
                • Enter your license key and press Submit
                • Select 'NinjaTrader 8'
                • Select 'Download'

                Critical: Before running the installer, ensure NinjaTrader is closed.

                I hope this was able to resolve your inquiry
                I've been using "Default 24/7" on the charts for a while now.

                I'm using NT8.0.18.1 64-bit. I'll update to .19.

                Comment

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