TDAmeritrade Connection

[tommyjames]

Hello,

Are there any known issues with the TDAmeritrade connection? On a 1 minute chart, every symbol I go to has the last few bars missing and it doesn't backfill them automatically. If I then force it to reload the data sometimes it will completely backfill and sometimes it doesn't. Even when it does and I change to another symbol and then go back to the first symbol (the one I just reloaded the data on) the last few bars are missing again.

The other thing I notice is that the data seems delayed by a few seconds. For a few seconds there will be no price updates (on another platform there will be) then price will update but it won't be anywhere near the last price, there will be a gap on the chart.

Thanks,

Tom

[NinjaTrader_PatrickH]

Hello tommyjames,

Thank you for your patience.

These items would not be expected. Please send me your log and trace files so that I may look into what occurred.

If you are using NinjaTrader 7, you can do this by going to the Control Center-> Help-> Mail to Platform Support.

If you are using NinjaTrader 8, you can do this by going to the Control Center-> Help-> Email Support.

Please list 'ATTN: Patrick H' in the subject line with a reference to this thread in the body of the email.

I look forward to your response.

[GaryAlbers]

Is this still an issue?

Are you now able to get real time equities data from TDAmeritrade in NT 8?

Thanks,
Gary

[NinjaTrader_PatrickH]

Hello GaryAlbers,

Thank you for your post.

Are you unable to get real-time data for equities in NinjaTrader when using TD Ameritrade?

I look forward to your response.

[GaryAlbers]

I turned on Ninja a couple hours before market open.
Connected to TDAmeritrade.
Loaded two charts, each with two symbols (VXX, XIV, SCO, UCO)
Started a strategy on each chart.
Left the computer alone for the day.

When I returned, neither chart had updated a single bar.
I selected 'Refresh historical data' and the charts reloaded up to current time.

All four symbols have 2 exchanges defined: Default and NYSE.

Gary

[sledge]

I turned on Ninja a couple hours before market open.
Connected to TDAmeritrade.
Loaded two charts, each with two symbols (VXX, XIV, SCO, UCO)
Started a strategy on each chart.
Left the computer alone for the day.

When I returned, neither chart had updated a single bar.
I selected 'Refresh historical data' and the charts reloadedy

Are you using RTH? For me I think I'm having with some RTH charts and connecting before open and not updating. .

I haven't had time to do official testing. But it's a hunch I have. .


Update: I saw where I swapped eth for rth and rth for eth, and didn't help. I'm going to have to clear out machine 2 and start fresh. Vix.x will not live stream there, but works on machine 1.

Also beware of the 7am EST TDA stream disconnection. Happens regularly on Thursday morning, randomly on Tuesday and Wednesdays.,sometimes Friday. NT still shows connected, but TDA has stopped streaming. You gave to reconnect to get going again.

[NinjaTrader_PatrickH]

Hello GaryAlbers,

Thank you for your response.

If you disconnect from TD Ameritrade and then re-connect do the charts update in real-time? If not, are there any messages in the Log tab of the Control Center? If so, what do these messages report?

I look forward to your response.