Help on charting behavior

[dmking]

First question: I create a 240 minute stock chart with 560 days loaded and the chart prints only 5 bars. I reload All Historical Data with no change. I then Duplicate another chart with the same characteristics and change the chart symbol to the one that I previously tried to chart and, voila, the chart is presented correctly. Any ideas as to why this happens?

Second question regards Tick Replay. If I Download 1 years worth or Historical data from my vendor and create a chart without Tick Replay and then create a chart the full 500 days is presented. Upon enabling Tick Replay, only 6 months of daily bars is presented. 1. Does the Tick Replay data come from Ninja Servers rather than the data vendor? 2. Does Tick Replay rely on a different Data Base than the Historical Data?

Last question: Is there a way to "lock" the databases that hold the data on my PC to p0erserve their integrity and prevent them from becoming corrupted?

Thanks in advance for any help on the above.

[NinjaTrader_Manfred]

Hello dmking,

Datafeed providers often limit the amount of historical data you may download while the market is open.

One way to test this would be to reload all historical data after the regular trading hours end. If you receive more historical information outside these hours, it would confirm this limitation.

However, even if this data was limited, I would expect one week of minute-data at the least, which should be closer to 50 bars (I am not aware of a provider offering less than one week).

Could you let me know which datafeed provider or brokerage you use to receive this data, and which instrument it is? This should allow me to recreate the situation on my end and see if I can retrieve additional data.

Regarding the second question; Tick Replay does not limit the amount of data it uses, and would always first use historical data that is already available before then requesting additional data.

If this cuts off at 6 months, it's possible the instrument does not have uninterrupted tick-data going further than this, e.g. if two or three days are missing or if the data beyond this date is only available in the minute-granularity.

If possible, please take a screenshot of the chart that only goes back 6 months and let me know the datafeed provider you're using, I can then investigate further on my end to see if we can recreate the same limitation.

Thank you in advance!

[dmking]

Hey Manfred,

Great to hear from you.

• My Data Vendor is DTN IQFeed
• Instruments are ES and SPY

I went back and reread the email stream from the last time we talked. I get what you're talking about. If I understand, Tick Replay will use the Historical Data to do what it does. Here's the rub. If I download 560 days worth of - data, tick, minute day - and create a 365 DAY chart I get 365 days displayed. If I turn on TR, 6 months of DAY bars is displayed.

In the first instance, the data vendor sent me what I asked for. ( I did the down load on Sat evening about 12:30 am). In the second instance - TR enabled - the chart start 6 months prior to the end date which led me to believe there was something up with TR unless TR used a different DB than the historical DB which isn't the case.

The interesting thing is, the 3rd Party addon I use - Ranch Dinero "Acme Composite Volume Profile - presents its chart for the full 365 days, not truncated to 6 months. So the facts are these: without TR enabled, my chart shows the full 365 days. With TR enabled, the chart is truncated to 6 months, but the data used by the add-on uses the entire 365 to build it's chart component.

Manfred, you were extremely helpful the last time we talked, so I don't want to take up a lot of your time. What I'm going to try is to create a fresh install of NT8 - delete everything and start from, scratch and see what happens. Last time around I just deleted the db folder/files. If the difficulty reoccurs, I'll be back in touch.

BTW I don't have NT8 installed in my root C: directory - which I keep clean and uncluttered - but in another directory. Is this an issue?

I hope you had a great Thanksgiving.

D

[NinjaTrader_Manfred]

Hello D,

Thank you very much for your reply and the additional details.

NinjaTrader's installation folder should not make a difference, as such I would at least exclude this.

However, as IQFeed limits the amount of data we can download during trading hours (which still applies for another hour), I'll have to take a closer look at this issue once the market closes.

I will test this over the next two days and see if I can recreate these issues, then follow-up with you Monday Morning.

I hope you have a relaxing and safe weekend, thank you in advance for your patience!

[NinjaTrader_Manfred]

Hello D,

Thank you very much for your patience.

Even over the weekend and outside of trading hours I was not able to download more than ~6 months of tick data from IQFeed.

Could you please take a look at your "(My) Documents > NinjaTrader 8 > db > tick > SPY" folder and let me know if you have data going back further than what your chart shows when Tick Replay is enabled?

Starting without existing historical data, I was only able to go back to the 3rd of June:



Thank you in advance, I look forward to your reply!

[dmking]

Hey Manfred,

Apologies for the delay. Mine goes back to April 3. Knowing that plus everything else that you've provided answers a lot of questions. I don't think we need to drill down any further. As usual, thank you much for your thoroughness and tenacity.

Kindest,

D