Frozen data feeds, end of session breaks, historical entries

[Vancea]

Randomly charts will freeze/lose their data feed and will not reconnect unless I disconnect/reconnect to continuum or restart the software. This happens on multiple futures but RTY is a major culprit (it happens almost immediately). I have tried different time frames, no indicators, new charts, etc and it still happens.


End of day breaks show up fine historically and strategies act properly on them but in real time it doesn't work. Sure I could hard code the exit to avoid liquidation but have to make sure I don't forget about a holiday. I have a custom session schedule Sun 6pm EST - Monday 4:45PM EST through friday.


Is there a way to disable historical entries when enabling a strategy? If I had to restart/reconnect any time during the day when I enable the strategy again it will act like it is in an open position if it would have been historically, which makes it not take any new entry that it could have until the historical plays itself out.


I have tried uninstalling NT8 and installing the latest version but same issues. Any ideas to resolve would be appreciated. I like NT8 and spent quite a bit of time programming on it but these issues make it useless to me. Thanks.

[NinjaTrader_ChrisL]

Hello Vancea,

Thanks for the post.

To address the chart halting, please take the following steps to clear your cache:

1. Shut down NinjaTrader.
2. Open the Documents > NinjaTrader 8 > db folder.
3. Delete the sub-folder named 'cache'.
4. Restart NinjaTrader and test.

To make a strategy ignore the historical data, add this at the beginning of OnBarUpdate:

if(State == State.Histoircal) 
{
    return;
}

Please let me know if you still see charts freezing after this.

[Vancea]

Thanks for the quick reply yesterday Chris.


I cleared the cache as instructed and have let the software run over night. ES and CL have had proper data and no issues. RTY still pretty much immediately quits updating after reconnect, any other ideas to try for that?


EOD break also worked properly yesterday, do not know if related to the cache clear but i'll take it and hope it continues moving forward.


The code snippet you provided also did the trick for removing historical entries. Thanks!

[NinjaTrader_ChrisL]

Hello Vancea,

Thanks for the reply.

Please check the log tab of your Control Center when you pull the RTY, are there any errors being reported there?

I look forward to your reply.

[Vancea]

I suppose logs would be a good place to look =D


It does say RTY is not enabled for real-time quotes and trading. Is that a demo account limitation or in general from ninjatrader?


Thanks.

[NinjaTrader_ChrisL]

Hello Vancea,

Yes, that is correct. The RTY is not enabled on a demo NinjaTrader Continuum connection. It would be available on a live connection.

Please let me know if I can assist further.