PDA

View Full Version : NT not caching bars locally?


piersh
07-02-2009, 11:40 AM
how do i get NT to cache bars and not load them from the server when backtesting/optimizing?

from the log below, you can see that it takes a couple of minutes to load 6 months of data. and it does this every time I switch tabs in the strategy analyzer...


2009-07-02 10:32:10:240 Cbi.Instrument.RequestBars1: instrument='ES 09-09' from=1/2/2009 12:00:00 AM to=1/31/2009 12:00:00 AM period=1 Tick lookup=Provider, Repository
2009-07-02 10:32:39:737 (Zen-Fire) Cbi.Instrument.RequestBars3: instrument='ES 09-09' from=1/2/2009 12:00:00 AM to=1/31/2009 12:00:00 AM period=1 Tick lookup=Provider, Repository
2009-07-02 10:32:39:874 (Zen-Fire) Data.Bars.GetBarsNow: instrument='ES 09-09' from='2009-01-30' to='2009-01-31' sessionBegin='00:00:00' sessionEnd='00:00:00' excludeWeekend=False period=1 Tick splitAdjusted=False dividendAdjusted=False bars=0
2009-07-02 10:32:40:492 Data.BarUpdateEventArgs.ProcessEventArgs: instrument='ES 09-09' first=0 last=-1 period=1 Tick
2009-07-02 10:32:40:592 Data.BarUpdateEventArgs.Process: instrument='ES 09-09' first=0 last=5971329 error=NoError nativeError=''
2009-07-02 10:32:50:240 Cbi.Instrument.RequestBars1: instrument='ES 09-09' from=2/1/2009 12:00:00 AM to=3/2/2009 12:00:00 AM period=1 Tick lookup=Provider, Repository
2009-07-02 10:33:21:517 (Zen-Fire) Cbi.Instrument.RequestBars2: instrument='ES 09-09' from=2/1/2009 12:00:00 AM to=3/2/2009 12:00:00 AM period=1 Tick lookup=Provider, Repository
2009-07-02 10:33:21:517 Data.BarUpdateEventArgs.ProcessEventArgs: instrument='ES 09-09' first=0 last=6398506 period=1 Tick
2009-07-02 10:33:21:659 Data.BarUpdateEventArgs.Process: instrument='ES 09-09' first=0 last=6398506 error=NoError nativeError=''
2009-07-02 10:33:32:099 Cbi.Instrument.RequestBars1: instrument='ES 09-09' from=3/3/2009 12:00:00 AM to=4/1/2009 12:00:00 AM period=1 Tick lookup=Provider, Repository
2009-07-02 10:34:01:514 (Zen-Fire) Cbi.Instrument.RequestBars2: instrument='ES 09-09' from=3/3/2009 12:00:00 AM to=4/1/2009 12:00:00 AM period=1 Tick lookup=Provider, Repository
2009-07-02 10:34:01:514 Data.BarUpdateEventArgs.ProcessEventArgs: instrument='ES 09-09' first=0 last=5969308 period=1 Tick
2009-07-02 10:34:01:661 Data.BarUpdateEventArgs.Process: instrument='ES 09-09' first=0 last=5969308 error=NoError nativeError=''
2009-07-02 10:34:11:535 Cbi.Instrument.RequestBars1: instrument='ES 09-09' from=4/2/2009 12:00:00 AM to=5/1/2009 12:00:00 AM period=1 Tick lookup=Provider, Repository
2009-07-02 10:34:22:678 (Zen-Fire) Cbi.Instrument.RequestBars2: instrument='ES 09-09' from=4/2/2009 12:00:00 AM to=5/1/2009 12:00:00 AM period=1 Tick lookup=Provider, Repository
2009-07-02 10:34:22:678 Data.BarUpdateEventArgs.ProcessEventArgs: instrument='ES 09-09' first=0 last=2070595 period=1 Tick
2009-07-02 10:34:22:807 Data.BarUpdateEventArgs.Process: instrument='ES 09-09' first=0 last=2070595 error=NoError nativeError=''
2009-07-02 10:34:26:277 Cbi.Instrument.RequestBars1: instrument='ES 09-09' from=5/2/2009 12:00:00 AM to=5/31/2009 12:00:00 AM period=1 Tick lookup=Provider, Repository
2009-07-02 10:34:26:361 (Zen-Fire) Cbi.Instrument.RequestBars2: instrument='ES 09-09' from=5/2/2009 12:00:00 AM to=5/31/2009 12:00:00 AM period=1 Tick lookup=Provider, Repository
2009-07-02 10:34:26:361 Data.BarUpdateEventArgs.ProcessEventArgs: instrument='ES 09-09' first=0 last=10003 period=1 Tick
2009-07-02 10:34:26:463 Data.BarUpdateEventArgs.Process: instrument='ES 09-09' first=0 last=10003 error=NoError nativeError=''
2009-07-02 10:34:26:499 Cbi.Instrument.RequestBars1: instrument='ES 09-09' from=6/1/2009 12:00:00 AM to=6/30/2009 12:00:00 AM period=1 Tick lookup=Provider, Repository
2009-07-02 10:34:38:446 (Zen-Fire) Cbi.Instrument.RequestBars2: instrument='ES 09-09' from=6/1/2009 12:00:00 AM to=6/30/2009 12:00:00 AM period=1 Tick lookup=Provider, Repository
2009-07-02 10:34:38:446 Data.BarUpdateEventArgs.ProcessEventArgs: instrument='ES 09-09' first=0 last=2526098 period=1 Tick
2009-07-02 10:34:38:565 Data.BarUpdateEventArgs.Process: instrument='ES 09-09' first=0 last=2526098 error=NoError nativeError=''

NinjaTrader_RJ
07-02-2009, 11:47 AM
how do i get NT to cache bars and not load them from the server when backtesting/optimizing?

from the log below, you can see that it takes a couple of minutes to load 6 months of data. and it does this every time I switch tabs in the strategy analyzer...

Hello Piersh,

Thank you for your post.

I suggest to load a chart of the data that you need. This stores the data in the database. Then disconnect from your datafeed so that the stored data is used.

NinjaTrader 7 will have improvements in this area.


Please see this link for the latest news on NinjaTrader 7: http://www.ninjatrader.com/webnew/NT7/NinjaTrader7_Letter.htm

piersh
07-02-2009, 01:55 PM
Hello Piersh,

Thank you for your post.

I suggest to load a chart of the data that you need. This stores the data in the database. Then disconnect from your datafeed so that the stored data is used.

NinjaTrader 7 will have improvements in this area.


Please see this link for the latest news on NinjaTrader 7: http://www.ninjatrader.com/webnew/NT7/NinjaTrader7_Letter.htm

if i load the chart first, then I get an OutOfMemoryException...

any other ideas?

NinjaTrader_RJ
07-02-2009, 02:09 PM
if i load the chart first, then I get an OutOfMemoryException...

any other ideas?

It seems you are requesting data back before the ES 09-09 starts.

Please review this link on when NinjaTrader loads data: http://www.ninjatrader-support.com/HelpGuideV6/WhenDoesNinjaTraderLoadHistoricalData.html

Here is what is likely happening:

-You request 6 months or more of ES 09-09 data
-NT first goes to your database
-If there is no data at the "From" date, NT will then go to the data provider.
-No data will exist from the data provider either and this is where it is taking some time to "load" as there is no data before about 6/10/09 or so.

I suggest to try loading less time, or merging more data into your ES 09-09 contract.

Merge instructions here: http://www.ninjatrader-support.com/HelpGuideV6/Merge.html

piersh
07-02-2009, 03:07 PM
It seems you are requesting data back before the ES 09-09 starts.

Please review this link on when NinjaTrader loads data: http://www.ninjatrader-support.com/HelpGuideV6/WhenDoesNinjaTraderLoadHistoricalData.html

Here is what is likely happening:

-You request 6 months or more of ES 09-09 data
-NT first goes to your database
-If there is no data at the "From" date, NT will then go to the data provider.
-No data will exist from the data provider either and this is where it is taking some time to "load" as there is no data before about 6/10/09 or so.

I suggest to try loading less time, or merging more data into your ES 09-09 contract.

Merge instructions here: http://www.ninjatrader-support.com/HelpGuideV6/Merge.html

oh, sorry i should have mentioned. i have already merged ES 06-09 & ES 03-09 into ES 09-09...

NinjaTrader_RJ
07-02-2009, 03:14 PM
oh, sorry i should have mentioned. i have already merged ES 06-09 & ES 03-09 into ES 09-09...

Can you tell me the "From" date you are using when you try to open the ES Chart? Also, what type of chart? (tick, minute, daily, etc?)