Nt8040 failure to record data on Monday spy

[sledge]

I'm sure I had chart data Monday on spy with TDA, else I would of been upset about it.

But 2 weeks in a row, I connected before 9:00am and nothing recorded on SPY. Tuesday to Friday was fine.

Odd thing is, ^Vix recorded fine on Monday.

Perhaps indexing is off, or this is related to other issues in TDA.

I'm on 8050 now so well perform same test going forward.

p.s. My other machine running TDA recorded SPY, but it was started on Sunday night.

[NinjaTrader_ChelseaB]

Hello sledge,

To confirm, you are recording historical tick data from a real-time TD Ameritrade connection is this correct?

For the SPY what trading hours template are you using on the chart open that is used for recording the data?

Are you expecting data before 9:00 AM and this is not recorded?
Is the chart updating in real-time before 9:00 AM?
(Are you seeing new bars appear on the chart or a moving last price marker?)

[sledge]

Hello sledge,

To confirm, you are recording historical tick data from a real-time TD Ameritrade connection is this correct?

For the SPY what trading hours template are you using on the chart open that is used for recording the data?

Are you expecting data before 9:00 AM and this is not recorded?
Is the chart updating in real-time before 9:00 AM?
(Are you seeing new bars appear on the chart or a moving last price marker?)

I may have slightly screwed this one up. I emailed log and trace files in under NTEIGHT-11139 tonight.

They are kind of related, but not entirely. But I go into detail about this one.

http://ninjatrader.com/support/forum...212#post499212 Post #9 and later.

But to answer questions completely: Recording live data to Replay folder.

I believe SPY is ETH at least on this computer. I do have market analyzer open and it does start recording data around 4:00am est for SPY.

Yes, I get data in TDA-LIVE on my chart. There is no recorded data. ^VIX works fine (TDA live data, and it records for playback).

I reproduced this in nt8.0.5.1. Everything stopped Wednesday 7:00 ( Posts < #9 issue of nothing streaming).

[NinjaTrader_PatrickG]

I will be responding to the email which you sent us shortly.

[sledge]

I will be responding to the email which you sent us shortly.

I found where the data is going on Monday. It is in Fridays file. 5/5 has Mondays recording. And the data is totally lost.


I've also seen this behavior when disconnecting and reconnecting. The next day gets slanted into the current day.

[NinjaTrader_PatrickG]

Thanks to the info you provided us via email, we've been able to reproduce on our end. This is being tracked as NTEIGHT-11640.

I'd like to clarify that a TDA connection is not necessary to reproduce this. Interrupted replay data recording from any data provider will produce this result. We are working on a resolution. When this is resolved, you will find the number above in the release notes:

http://ninjatrader.com/support/helpGuides/nt8/en-us/?release_notes.htm

[sledge]

Thanks to the info you provided us via email, we've been able to reproduce on our end. This is being tracked as NTEIGHT-11640.

The original complaint is still there for 8070.

I had no file for 6/9 as my machine had disconnected Tuesday before the popups roll over test.

It is recording spy for 6/12 into 6/9. ^VIX is recording properly as before.

I have not tested the disconnect part to see if that is fixed.

[NinjaTrader_PatrickG]

I could not reproduce this behavior in 8.0.7.0. Here are the steps I took:

• Enable 'Enable market recording for playback' in Tools > Options > Market Data
• Create a Market Analyzer with AAPL, GOOGL, and MSFT
• Connect to Kinetick for ~1 hour
• Disconnect from Kinetick for ~1 hour
• Reconnect to Kinetick for about 1 hour

The data shows this gap in time instead of merging the data together at the wrong time. Here is a video demonstration of the correctly time-stamped gap in my recorded data:

https://www.screencast.com/t/cGaUIOL9yXO

Can you tell me if this is not the same 'steps' you're doing on your end? If so, what steps would you recommend so I can attempt to reproduce what you're experiencing?

[sledge]

Other than using TDA, also using charts with market analyzer, and 64 bit NT- that sounds about right.

I'm going to backup /my documents/NT 8 and start fresh in there tonight and see if that changes anything when I connect tomorrow morning 8am.

[sledge]

I could not reproduce this behavior in 8.0.7.0. Here are the steps I

Can you tell me if this is not the same 'steps' you're doing on your end? If so, what steps would you recommend so I can attempt to reproduce what you're experiencing?

I did clean folder, just set up charts and workspaces.
I messed up Vix and chose the stock instead of index.
So I fixed that, I disconnected and reconnected.

Then 6/12/2017 shows up in spy, and it looks like it is writing there again

[NinjaTrader_PatrickG]

To clarify - I would follow my exact same steps except use a TDA feed and record VIX index?

[sledge]

To clarify - I would follow my exact same steps except use a TDA feed and record VIX index?

I also mapped ADV index to TDA $ISSU.
I also changed SPY/VIX/ADV from US EQUITIES RTH to US EQUITIES ETH.

I hope this helps find the problem.

[sledge]

To clarify - I would follow my exact same steps except use a TDA feed and record VIX index?

I removed my documents/nt8 folder again and ran another test. I repaired my nt8 installation from the 8070 install file to restore those files.

I set spy to us equities eth,created chart, saved workspace.

Started nt8 this morning. Connected to tda. 1 file for today. After 15 minutes it was obvious nothing was streaming. Chart didn't move.

Disconnected and reconnected. Still no streaming. And there it was, previous day file was created in replay.

No Vix, no market analyzer.

[NinjaTrader_PatrickG]

OK - I think we were chasing two different issues. The issue described originally with the platform incorrectly merging historical data is resolved in the latest build.

What you're describing is an issue where:

• Real-time data does not stream as expected when connecting to TDA
• Unexpected market replay data is recorded

I'd like to setup a remote session at this point so I can better understand what I need to do to attempt to replicate what you're describing.

Please write into PlatformSupport[AT]NinjaTrader[DOT]com. Include a link to this thread, a brief summary of the issue, and reference #1675486 ATTN Patrick G.

[sledge]

OK - I think we were chasing two different issues. The issue described originally with the platform incorrectly merging historical data is resolved in the latest build.

What you're describing is an issue where:

• Real-time data does not stream as expected when connecting to TDA
• Unexpected market replay data is recorded

I'd like to setup a remote session at this point so I can better understand what I need to do to attempt to replicate what you're describing.

Please write into PlatformSupport[AT]NinjaTrader[DOT]com. Include a link to this thread, a brief summary of the issue, and reference #1675486 ATTN Patrick G.

Yeah the streaming on start up bug or reconnect that was fixed is back and broken again.

I've confirmed its also not a ETH problem


I used SPY with the default US EQUITIES RTH and clean my documents folder again, same stuff.

Image 1 nothing happening 10am.
Image 2 nothing happening after disconnect /reconnect
Image 3 closed and re opened workspace, streaming at least.

I'll try a regular stock tomorrow like FB.

I never mentioned historical data merging.