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Error when downloading historical data

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    Error when downloading historical data

    NinjaTrader 8.0.5.2 64-bit with Kinetick data feed:

    I have the habit to download historical data via Tools -> Historical Data -> Load. I am not downloading data for single instruments, but for an entire instrument list. I am downloading all tick data, minute data and daily data.

    When downloading data for such a list I am quite often getting the error 20018. Error messages written to the log file:

    Error on requesting bars series: 'Error on loading historical data for instrument 'GBPUSD': '20018' '
    When repeating the download, I get the same error, but this time for a different instrument of the selected instrument list:

    Error on requesting bars series: 'Error on loading historical data for instrument 'USDCAD': '20018' '
    It is no problem to download data for these instruments individually. The error only occurs when downloading data for an instrument list.

    #2
    Hello Harry,

    Do you have a specific set of steps that can reproduce the behavior?

    What instruments are in your list?
    What dates are you downloading?
    What data types are you downloading (ask, bid, last)?

    I've attempted to reproduce while connected to Kinetick for data but I was not able.
    https://www.screencast.com/t/03IeeTLnKv

    Have I taken the proper steps to reproduce the behavior?
    Chelsea B.NinjaTrader Customer Service

    Comment


      #3
      Originally posted by NinjaTrader_ChelseaB View Post
      Hello Harry,

      Do you have a specific set of steps that can reproduce the behavior?

      What instruments are in your list?
      What dates are you downloading?
      What data types are you downloading (ask, bid, last)?

      I've attempted to reproduce while connected to Kinetick for data but I was not able.
      https://www.screencast.com/t/03IeeTLnKv

      Have I taken the proper steps to reproduce the behavior?
      (1) Instruments in the list for which I downloaded data:

      AUDUSD, EURAUD, EURCHF, EURGBP, EURJPY, EURUSD, GBPUSD, USDCAD, USDCHF, USDJPY

      (2) Download dates:

      I was downloading data for the last week (7 calendar days).

      (3) Data types:

      Only last traded data. Tick, minute and daily data in parallel.

      Comment


        #4
        No problems today. Download worked as expected.

        It may well be that the problem only occurs during specific times of the day or during the weekend. I will pay more attention to the current time of the day when downloading and come back when I have new evidence.

        Comment


          #5
          Hello Harry,

          I have done some extensive testing and created a few videos demonstrating I was not able to reproduce using the list you have suggested over that time period using last data with all interval types.

          As you have mentioned you are also not able to reproduce I have not included these.

          Please let me know if you have a set of steps I may use to consistently reproduce the behavior (or that you can use on your end to consistently reproduce).
          Chelsea B.NinjaTrader Customer Service

          Comment


            #6
            Some bugs are reproducible and others are not. This one is not 100% reproducible.

            What does the error code '20018' mean?

            Comment


              #7
              Hello Harry,

              The error comes from Kinetick and occurs when there are too many simultaneous connections.

              IQ_H_ERR_TOOMANY_CONNECTIONS 20018

              Please let me know if and at what time and date you are able to reproduce the behavior.
              Chelsea B.NinjaTrader Customer Service

              Comment


                #8
                Will report back, when it happens again. No problems today!

                Comment


                  #9
                  Chelsea,

                  Today I have downloaded tick data for 12 different days, each time for a preset instrument list. Downloading data around 6:00 AM EST.

                  There was one only case where I got the message

                  Error on requesting bars series: 'Error on loading historical data for instrument 'HO 05-17': '20018' '
                  When repeating the process (downloading instrument list), it worked again.

                  This problem really seems to be random.

                  Comment


                    #10
                    Hi Harry,

                    Please send your log and trace files to platformsupport [at] ninjatrader [dot] com.

                    In the email please include a link to this forum thread.
                    Chelsea B.NinjaTrader Customer Service

                    Comment

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