Why do I always have to Reload Historical Data

[dafty]

If I have NT8 open and connected all week, and then shut it down on Friday after markets close, why do I always have missing data from the week when I re-open the platform? I always have to do a manual "Reload All Historical Data" for multiple instruments in order to backfill it. The data was there before I shut down NT8, though. Am I doing something wrong, or is this behavior expected? Is there any way to automate the refreshing of the missing historical data? NT8 never does it automatically in the circumstance that I described.

Thanks

[NinjaTrader_Tyler]

I recommend deleting your cache to resolve this.

To delete the cache, follow the steps below.

Shut down NinjaTrader.

Open the Documents > NinjaTrader 8 > db folder.

Delete the sub-folder named 'cache'.

Restart NinjaTrader and test.

Please let us know if we may be of further assistance.

[dafty]

I'll give it a try Tyler, thanks. Before I do, is there any other data that I will lose by deleting my cache?

[NinjaTrader_Tyler]

Thanks for your reply.

The only thing contained in the cache is historical chart data.

[ij001]

I recommend deleting your cache to resolve this.

To delete the cache, follow the steps below.

Shut down NinjaTrader.

Open the Documents > NinjaTrader 8 > db folder.

Delete the sub-folder named 'cache'.

Restart NinjaTrader and test.

Please let us know if we may be of further assistance.

Hi there,

Each time I turn on my computer or load NT8, data will reload.

I use the UniRenko bar type with tick data from a CQG provider.

I would prefer to use the data I see in live trading so I can start backtesting the data.

Are there options or best practices to do this?

[NinjaTrader_Tyler]

Hello ij001,

Thanks for posting.

Backtesting may only be done with historical data. Below is a link with more information:

https://ninjatrader.com/support/helpGuides/nt8/historical_data_manager.htm

Please let me know if I may be of further assistance.

[ij001]

Hello ij001,

Thanks for posting.

Backtesting may only be done with historical data. Below is a link with more information:

https://ninjatrader.com/support/helpGuides/nt8/historical_data_manager.htm

Please let me know if I may be of further assistance.

Hi Tyler,

Thanks for the link on backtesting.

What can we do about the historical data changing from session to session each time I log on?

Thanks!

[bltdavid]

Step 1: Delete the cache See post #2.

Step 2: Manual download historical data, see Tools -> Historical Data -> Load tab.

Step 3: Use option "Record live data as historical", see Tools -> Options -> Market Data -> Real-time.

I prefer to run Strategy Analyzer disconnected from all data providers,
so I perform Step 2 a lot, just before I disconnect to start backtesting.

As for Step 3, you'll need to experiment with your data provider to see
if it helps or hurts. I'm inclined to enable it, even if my provider supports
historical data -- however, I think NT Support would poo-poo that idea.

[NinjaTrader_Tyler]

Hi Tyler,

Thanks for the link on backtesting.

What can we do about the historical data changing from session to session each time I log on?

Thanks!

Hello ij001,

Thanks for posting

This would not be expected behavior, since historical data is cached on your PC after it is loaded. If you'd like for us to investigate this on your system, please write in to platformsupport[AT]ninjatrader[DOT]com with a detailed description of the issue.

We look forward to being of assistance.

[felixolmo]

I was reading thru this post. I did experience a difference earlier this week with the price being off by .25 ticks during the live session. I noticed this once I was able to do backtest and use the historical data. Then I went back to the chart right clicked restore Historical data and that fixed the issue.

Would this issue be related? How would I know I am not getting the best data? How would I know that I need to reload historical data? Or just delete the cache?

I feel if I am not given a signal to do so, this could end up in negative performance, especially when utilizing strategies. Any suggestions?

[NinjaTrader_Clayton]

Hello felixolmo,

Thanks for posting.

The NinjaTrader platform will use the market data that is provided through the connection to build the Charts and fill NinjaTrader with price information.

• NinjaTrader behaves like a radio receiver in that it receives signals from the connected server. If the signals are delayed or not coming through, we would not expect to see them in NinjaTrader
• Reloading the Historical data sends a request for NinjaTrader to re-request the specific market data needed to load in a chart and re-downloads the information filling in any holes or incorrect information

There are a few things to consider if comparing market data between different computers, locations, and market data providers.

• https://ninjatrader.com/support/help...ldingChartBars

When you select to "Reload all historical data" on a chart, the chart that appears could load in a little differently than the chart that was there before. Especially if you are using Tick charts.

• Please see the following Help Guide link for an in-depth explanation of how this happens:
  • https://ninjatrader.com/support/help...aFromTheServer

There is no message or indication within NinjaTrader that says if you need to reload Historical Data. The NinjaTrader platform doesn't know if something is "Correct" it just provides the market data as it has been provided.

• If you ever notice your charts being stuck for a long period of time or nothing is moving
• If you notice a bar that is not a common size for that instrument
• If you lose connection to market data
  • These are a few examples of when you may need to "Reload all historical data"
  • For many of these things, we would request that you write in to Platform Support directly with your log and trace files so that we may verify the underlying cause instead of theorize

As my colleague previously mentioned, needing to reload the Historical Data every time you open NinjaTrader is not the expected behavior.

• If this is happening to any users, please write into NinjaTrader Platform Support directly with your log and trace files so we may look into your platform and files and diagnose the root cause.
  • 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 Subject of the email: Clayton ATTN 3039875