Incomplete Hystorical Data

[effebi]

Hi, I use Interactive Brokers data feed.
I trade asian future. I have problem to load correct hystorical data.
I know IB have only a few days intraday data (1min).
I upgrade data all days, in this mode, I have a long hystorical intraday data.
In some exchange I have no problems, for example Singapore Exchange SGX, or Korea stock exchange KSE, but the future SPI (Australian securities exchange SNFE) doesn't load correct data.
I can see only 4 or 5 days, I try to change 1min chart to 5 or 15min but is the same, I see only last 5 days, but ninja was connected and loaded for more days.
The setting is the same to other exchange-chart that I see correctly.
In format data, if I set 30 days back, I continue to see only 5 days.
What can I set to have correct chart?

Thanks in advance,
effebi

[NinjaTrader_Jason]

Hello Effebi,

Can you please right click in the SPI chart and select 'Reload Historical Data' and check if addditional historical data is added.

To determine the historical data you have available in NinjaTrader for the SPI, please disconnect from IB. Create a new chart for the SPI and the data that is displayed in the chart is present in the database.

[effebi]

Hi Jason,

if I select "Reload historical data" it doesn't change.

I tried to create new chart for the SPI, and I think the problems is the hours range I set to display in my chart (start and break session).
I'm GMT +1, I want to display only the hours from 11.50PM of today until 6.30AM of tomorrow. In the proprieties I set - start 23.50 - end 6.30 - (24h).
When I'm connected to IB, I see correctly the chart of last 5 days, because IB send me historical data. Before this days I see in the chart only the candle from 6.30AM to 0.00PM of the same day.
Ninja has not save data from 0.00 to 6.30AM
How can I set start and break session from today and break tomorrow?
Why I see correctly the chart but I have not stored all data?
When I set start and brek session, ninja save data outsite this hours?

Thanks,
effebi

[NinjaTrader_Jason]

Hello Effebi,

NinjaTrader uses your PC clock to display the time in charts. Please enter the times in US format. For example, not as 23:50 and 6:30, but as 11:50 PM and 6:30 AM.

NinjaTrader will store real-time bar data when 'Store real-time bar data' is enabled under Tools-->Options-->Data-tab and receiving real-time chart data.

[effebi]

Hello Jason,

if I try to enter the time in US format, when I save the value is 0.00 (my PC has europe time format). In other instruments I set for example end session at 22.00 and works fine.
"Store real-time bar data" is enable, and other data is OK.
Maybe there is a problem to store the data when session start today, trought midnight and finish in a new day?

effebi

[NinjaTrader_Jason]

I converted my PC clock to display in European time and entered the session begin and end times as 11:50 PM and 6:00 AM and these values remain and did not convert to 0.00. Please see the screenshot and ensure you enter the times exactly the same.

Crossing midnight should not be an issue to store data.

[effebi]

Hello Jason,

if I set 11:50 it is OK, if I write 11:50 PM the value switch at 0:00, maybe my PC setting it is different.
I set 0:00 to 6:30 and I wait some days to see if the stored data are correct without crossing midnight

[NinjaTrader_Jason]

That could be the cause; your PC clock is set up in European time in Windows and thus it only accepts European values.

[effebi]

Hi Jason,

I still have the problem. I set 0:00 to 6:30 this morning and I see correct data, now I open again Ninja and before connecting to IB TWS, the data of today there aren't. I can see only the data outside my start/break session! I connect IB and load data of today from 0.00 to 6.30.... In the chart, I can see complete data only for this week becouse IB load last days, but last week data are only from 6.30 to 0.00 outside regular trading hours and not 0.00 to 6.30.
What can I try to fix the problem?

[NinjaTrader_Vincent]

Hi,

Try repairing your database under Tools--> Options--> Misc tab--> Repair DB.

If that doesn't work go to Tools and select Reload--> Historical Data.

[effebi]

Hello Vincent,

I tried to repair DB, I tried to reload historical data but it doesn't change, I have the same error.
I lost data of the regular trading session, I can see only this week correctly becouse IB load data.
In the attached image I create new chart without any setting of start/break session and this is what I see...
The SPI future is the only DB give me this problem, I need to fix this problem.

Thanks

[NinjaTrader_Jason]

Hello effebi,

Please check if your PC clock and time zone setting are setup correctly on your PC and synchronize your PC clock.

I tested an SPI 12-08 15 chart on my end.

On 12/7 (Sunday) I display data for 6.30 to 0.00. The times are different in the screenshot since my PC clock is set to US MDT. NinjaTrader uses your PC clock to display the times in charts.

However data for 12/5 (Friday) is complete.

Check your PC clock and time zone settings, make sure the chart session begin and end times are set to 0:00 and 0:00 and check again.

[effebi]

Hi Jason,

I check again, my PC clock is setting correctly.

I try to reload data, this is what I see, you can see the begin and end times are set to 0:00 and 0:00 .................

[NinjaTrader_Jason]

Can you please tell me what time zone your PC uses.

[effebi]

gmt +1
-------

[NinjaTrader_Jason]

Hello effebi,

I changed my PC clock to GMT +1 and displayed the same chart as in the screenshot you sent in post #11.

You indicate in the screenshot the dates 12/3, 12/4, 12/5 and 12/8 miss data.

For 12/3, 12/4 and 12/5, please use the Data Box and Cross Hair and you will see 24 hours of data is reflected in the chart.

For 12/8 there is no 24 hours data reflected. I suggest to contact IB regarding this. NinjaTrader acts like a radio receiver and displays the data it receives.

[effebi]

Hello effebi,

For 12/3, 12/4 and 12/5, please use the Data Box and Cross Hair and you will see 24 hours of data is reflected in the chart.

For 12/8 there is no 24 hours data reflected. I suggest to contact IB regarding this. NinjaTrader acts like a radio receiver and displays the data it receives.

The data 12/3, 12/4, 12/5 are missed. you can see in the attached file the cross hair at 7.45 AM 12/05, the session 12/4 end at 0.00 and session 12/5 start after 6.30!!!

The 3,4,5,8 december I'm in front of the video, the data in real time are correct and in real time I see last 4 days correctly. The problem is when I stop NT, when I launch NT again, data are wrong. The problem is not IB, when I load data from TWS last 4 day are right, but for the days before, IB doesn't load data and I need NT load from his DB.

[NinjaTrader_Jason]

I am not sure what why you cannot load more than 5 days of historical data for the SPI 12-08 on your end. I created an SPI 12-08 chart on my end using an empty database with a look back period of 40 days and all data reloaded.

I suggest to close all windows in NinjaTrader except the Control Center.

Open up a chart and use a look back period of 40 days.

Ensure the session begin and end times are setup correctly; 0:00 and 0:00.

Connect to IB and check if the data is loaded.

[smkal]

I use demo account with Zen-fire and Mirus broker and I m interested in FESX instrument. When I open the chart (with data ended by my last log out) with Zen-fire connected NT doesn’t fill the time gap (for example from yesterday to actual time) and start drawing real time chart immediately next to old data. The "reload historical data" si not accessible. The delete historical data and repair DB doesn’t help me. How can I force the NT to load historical data to be continuous and complete?

[NinjaTrader_Jason]

Hello smkal,

Please check if you have Historical Data enabled in the Zen-Fire connection setup.

Go to Tools-->Account Connections and ensure the connection is enabled for historical data.

[smkal]

Yes I have historical data enabled. But in log is "Unable to connect to NT data server (64.202.118.132/31654)". This happens to me very often. Yesterday I download 3 month of history tick data without any problem.

[NinjaTrader_Jason]

Please check for software, such as (corporate) firewalls, pop up blockers and anti-virus software, that could be blocking the connection.

In some cases the router is the cause. Connect your PC directly to your modem, bypassing the router and check if you can get connected to the historical data server.

[smkal]

Please check for software, such as (corporate) firewalls, pop up blockers and anti-virus software, that could be blocking the connection.

In some cases the router is the cause. Connect your PC directly to your modem, bypassing the router and check if you can get connected to the historical data server.
I tried to use VPN connection to my office and throught this connection NT can download historical data. What port number should I open for NT in fire wall in my common connection. Thanks

[NinjaTrader_Jason]

IP: 64.202.118.132

Port number: 31654

[smkal]

IP: 64.202.118.132

Port number: 31654
Even when I turn off whole fire wall, it dosnt connect to this server.:(

[effebi]

I am not sure what why you cannot load more than 5 days of historical data for the SPI 12-08 on your end. I created an SPI 12-08 chart on my end using an empty database with a look back period of 40 days and all data reloaded.

I suggest to close all windows in NinjaTrader except the Control Center.

Open up a chart and use a look back period of 40 days.

Ensure the session begin and end times are setup correctly; 0:00 and 0:00.

Connect to IB and check if the data is loaded.

Hi Jason,

I still have the problem. Now I try to load data for the SPI future in my office PC and I wait some days to see if the data are stored correctly.

In my home PC and office PC, all data are load only for the last 5 days.
If I set time frame 5 minute, I can load only last 5 days from IB, only if I set daily I can load a lot of day, please see the attached image for SPI 03-09.

I have wrong setting or with IB data feed is it correct. For all future I can load historical data (minute) only for last 5 days, only if I set time frame daily I can load more days....

Thanks

[NinjaTrader_Jason]

Hello smkal,

Please check for other software that could be blocking the connection, such as anti virus software.

Check if the router could be the cause.

[NinjaTrader_Jason]

Hello Effebi,

Can you please right click in the SPI 03-09 chart and set it up as in the attached screenshot.

Click Ok. Right click in the chart and select 'Reload Historical Data'. Check if you load all 15 days of data.

[effebi]

Hi Jason,

I still have the problem. Now I try to load data for the SPI future in my office PC and I wait some days to see if the data are stored correctly.




Hi Jason,

I try some days and I have the same problem in the office PC and in the home PC!
In the attached image you can see data of SPI 03-09 loaded 19 dec compared to data loaded today. I have first data lost the 15 dec from 0:00 to 6:30.
You can see how I set: format data series; data options; chart properties. If I try to right click "reload historical data" it doesn't change.


I remember you the problem:
Only in the chart of australian future SPI, I lost data after about 5 days from 0:00 to 6:30 (for all other future kospi200, STW, ES, EUR etc the chart data are OK).
I'm GMT+1 and my PC is set 24h.
You said me NT is like a radio, but in this case the problem is for NT because IB send data correctly during the trading session and upload last days correctly. The problem is NT does not store correctly the data.

Please, help me to fix the problem.

Thanks

[NinjaTrader_Jason]

Hello Effibi,

Can you please expand the X-axis in the 12/22 SPI chart. You will see data is reflected for 0:00 up to 6:30.

I tested the same chart on my end and display the same data as in the screenshot. The historical data has been loaded from Interactive Brokers.

I suspect the 12/19 screenshot displays data for 0:00 up to 6:30 collected in real-time. There can be a difference. Please see the link below under 'Why can my chart look different after loading historical data'.
http://www.ninjatrader-support.com/HelpGuideV6/HowDoesNinjaTraderBuildChartBars.html