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Cache for non-standard timeframes

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    Cache for non-standard timeframes

    Hi

    I have a few questions about the inner working of the NT cache system. I apologise if these are basic questions as I'm not a programmer so my understanding of how NT handles data is very very limited.

    Does NT save non-standard timeframes in cache - like a 3418 tick chart?

    I notice with standard timeframes, like the 60 minute timeframe, the 2nd time you open a chart, even after NT has been closed, the chart loads instantly. Even when loading 365 days, the chart will load in 2 seconds which is awesome.

    Yet on non standard timeframes, while they load faster the 2nd time round, it's nowhere near as quick as with the standard timeframes. I don't understand why this is the case.

    I use a custom bar type - a reversal bar. When I first load the chart it takes 3-4 minutes to load a chart with 365 days loaded. While it is not ideal, it is understandable and I have no issue with this as it's only a one time occurrence.

    Once the chart is loaded, if I duplicate the chart, or I open a new chart with the same settings, in the same session (with the old chart still open), the chart loads instantly. (This is the first scenario)

    But if I close the chart and then open a new one, or if I restart NT, the chart takes 50 seconds to load. (This is the second scenario)

    Why does the chart load instantly in the first scenario but then takes 50 seconds in the second scenario. Where does NT store the data in the first scenario so that it can load the chart instantly. Why can't this data be saved permanently as this would be fantastic?

    It's obvious there is some level of caching going on but why isn't it the same speed as the 60 minute chart.

    Since 95% of traders use the same timeframes, with the same number of days loaded, is there any way NT could give traders the option to save these non-standard timeframes into cache so they load instantly after the initial load (like the 60 min chart does).

    In my case, the historical tick data is stored on my PC so the charts will always be the same. This would mean once I have initially loaded my 20 tick reversal bar with 365 days loaded, I want that specific chart data saved or cached so everyday when I open that chart, NT could purge the old data, add the new data and load the rest of the chart in less than 50 seconds (and hopefully closer to 2 seconds). Surely this can be done.

    I read somewhere the cache is randomly deleted and this process is outside of NT's control so maybe an even better option would be to store this data somewhere it won't get deleted so it is always available as most traders use the same charts day in day out.

    #2
    Hello fredrey,

    Thank you for your post,

    The NinjaTrader cache folders are stored at Document > NinjaTrader 8 > db.

    NinjaTrader will load data from the data provider when it sees that it may not have all the needed recent historical data in its charts, when initially opened, or if no historical data is found at the beginning of the chart data. Leaving the chart open is the best method to keep data cached.

    See the below section of our helg guide for more on when NinjaTrader will request historical data.

    https://ninjatrader.com/support/help...rical_data.htm

    We look forward to assisting further.
    Eric B.NinjaTrader Customer Service

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      #3
      I was wondering about this too. You'd think a cache in RAM/on a solid state disk would be quick but switching from /ES to /CL even while having separate windows open maintaining the data (like the guide above suggests) seems to result in a 5 second wait time minimum before the data will be pulled up.

      Any way you guys can take a look in to quicker caching and recall of chart data? I think the delay in loading the cache + the performance hit of having to difference that with the data provider makes it feel really sluggish when switching instruments. Maybe make the request for the most recent bars first while you load the cache? Or load what I have from the cache first and append some sort of "bars loading" symbol to the end of the chart while you fill them in? Seconds of waiting for what should just be a quick flip between instruments is no good.
      Last edited by jcrza; 01-26-2017, 03:29 PM.

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