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LastPlayback and milliseconds

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    LastPlayback and milliseconds

    Hello,

    If I want to show Tick data through External connection, I want to have granularity up to milliseconds in order not to miss any of the ticks.

    Can it be done with NinjaTrader 8?

    The functions seems to accept just up to seconds, but would like to know if I can use milliseconds granularity.

    Thanks

    #2
    Hello music_p13,

    Thank you for the post.

    Currently the LastPlayback() function accepts a timestamp format of "yyyyMMddhhmmss". So millisecond precision is currently not possible. I will put in a feature request to have this added in later revisions.

    Please let us know if we may be of any further assistance.
    Last edited by NinjaTrader_ChrisL; 10-12-2017, 08:18 AM.
    Chris L.NinjaTrader Customer Service

    Comment


      #3
      Thanks - please add it to feature request list.

      Also, I did struggle for few hours - but found the error:

      The format should be "yyyyMMddHHmmss" and not ""yyyyMMddhhmmss"

      Should be capital "HH" else time at 13:00 (or 01 PM) will not work... although it works of course with the sample provided by Chelsia for 9 AM.

      Couple of other things I am struggling with:

      1 - If I use "Tick" chart and then try to change from 1T to 2T - all historical data is gone.
      2 - It seems that "Last" function doesn't play well on live data (when using it after bringing in historical data with LastPlayback) - so the workaround is not to use "Last" because it just doesn't draw the chart, but instead us "LastPlayback" function and generate real-time timestamp to plot it correctly.

      Question, will "LastPlayback" have any adverse effects comparing to just using "Last"

      Note, Bid/Ask functions work fine when seeing them on chart trader against a Sim account.

      Thanks for support!

      Comment


        #4
        Hello music_p13,

        Thank you for your patience.

        I have received the tracking number for the requested feature. Jesse will follow up on your latest question.

        SFT-2742
        Chris L.NinjaTrader Customer Service

        Comment


          #5
          Hello,

          I just wanted to provide an update on this item.

          I am currently reviewing the error you had noted in your other thread.

          I do see that creating new instruments works, you would need to use the Master instrument name specifically, it looks like this was the same in the NT7 external connection so this would be expected. The Symbol mapping seems to not matter in the case of using a third party program to push data in and instead wants the master instrument. This is why creating a different symbol mapping for MSFT did not work, you would instead need to use MSFT specifically for MSFT or create a new instrument and use the new instrument name.

          As far as not loading historical data when changing series, that would be expected as well. You would need to enable record for historical in the market data options menu to see this data reloaded as historical data. There is no historical data server to request data from, the third party program cannot supply a historical data request so you would need to record any incoming data to have it saved.

          Once I have further details on the error message I will reply back here.

          I look forward to being of further assistance.
          JesseNinjaTrader Customer Service

          Comment


            #6
            Hello Jesse,

            Thanks for reply.

            However, the reason why I used MSFT is because creating new Master instrument and using it with External data didn't work (didn't see any data on the chart).

            Could you please try creating a new master instrument and using it with external data connection?

            You could even use sample for NT8 that is in the other thread...


            Thanks!

            Comment


              #7
              Hello,

              Thank you for the reply.

              Yes, I had confirmed in the prior message that I had created a new instrument and see it working. I am unsure why you would not see data being pushed in if you are using the master instrument name as I see this working with the unsupported sample from the linked thread.

              I do see that creating new instruments works, you would need to use the Master instrument name specifically, it looks like this was the same in the NT7 external connection so this would be expected.
              Do you currently have NT7 installed as well? If so, you may try un installing both platforms, install NT7 first and then NT8. Only 1 platform can have the external feed used and it would be the second installed.

              Have you also checked the session template you are using for the new instrument? Can you try using Default 24/7?





              Please let me know if I may be of additional assistance.
              JesseNinjaTrader Customer Service

              Comment


                #8
                Originally posted by NinjaTrader_Jesse View Post
                Hello,

                Thank you for the reply.

                Yes, I had confirmed in the prior message that I had created a new instrument and see it working. I am unsure why you would not see data being pushed in if you are using the master instrument name as I see this working with the unsupported sample from the linked thread.



                Do you currently have NT7 installed as well? If so, you may try un installing both platforms, install NT7 first and then NT8. Only 1 platform can have the external feed used and it would be the second installed.

                Have you also checked the session template you are using for the new instrument? Can you try using Default 24/7?





                Please let me know if I may be of additional assistance.
                Hello Jesse,

                I confirmed in NT8 - when I created a new instrument and made same mapping in "External" symbol mapping - I am getting correct data in NT8.

                However, if Master instrument name is different from external instrument name, example:

                Master instrument name is "MYPJM"
                External instrument name in NT8 is "MIPJM"

                Data that I am sending is "MIPJM"

                Then the data will not be displayed on chart.

                However, if I put "MYPJM" in all 3 instances - then I do get the data displayed on the chart.

                Also, another little annoying messagebox that I am getting for any "New" instrument once I try to load chart is "Error on requesting bar series: Unknown instrument 'MYPJM'".

                I haven't tried reproducing it in NT7 yet, but I do know I didn't get that messagebox in NT7.

                So my conclusion so far - it external instrument name is different from master instrument name - it won't work. These names should match exactly.

                Also, is there limitation on instrument name length (in external mapping if I treat it as stock and give 24/7 as default session), and I assume instrument name cannot contain empty spaces even in external name?

                Thanks!

                Comment


                  #9
                  Hello music_p13,

                  The External data feed does not use the symbol mapping and instead uses the master symbol.

                  If the symbol mapping does not match the master symbol, this is ok and should not cause any issues as long as the master symbol is used in the application.

                  Below is a link to a video I have recorded to demonstrate.
                  Free online storage and sharing with Screencast.com. 2 GB of storage and 2 GB of bandwidth per month for free. We won't compress, alter or take ownership of your content.
                  Chelsea B.NinjaTrader Customer Service

                  Comment


                    #10
                    Originally posted by NinjaTrader_ChelseaB View Post
                    Hello music_p13,

                    The External data feed does not use the symbol mapping and instead uses the master symbol.

                    If the symbol mapping does not match the master symbol, this is ok and should not cause any issues as long as the master symbol is used in the application.

                    Below is a link to a video I have recorded to demonstrate.
                    https://www.screencast.com/t/d4SspLmL0
                    Thanks a lot for the video an explanation!

                    so the key is to use "Master" instrument because mapping doesn't work with external data.

                    The other related question, what is the limitation of the symbol in terms of number of characters (string length for given instrument)?

                    Also, does it allow spaces (ex: "MY PJM")?

                    Thanks

                    Comment


                      #11
                      Hello music_p13,

                      Our development has let me know the maximum character length for an instrument is 50 characters.

                      I've received an ID for the error that is appearing when opening a chart for instruments when using a live license key. This issue is being tracked with ID# NTEIGHT-12232.

                      As new releases of NinjaTrader are available, please check the release notes for this ID. Below is a public link.
                      Chelsea B.NinjaTrader Customer Service

                      Comment

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