Yahoo intraday data

[highasakite]

In v6.5 with "store real time bar data" ticked in options I can have minute bars in real time with yahoo as long as I´m online. Why doesn´t this work in v7?

[NinjaTrader_ChristopherJ]

Hello highasakite,

Thank you for your post.

Within NinjaTrader 7 this option is found under Tools-->Options-->Data tab-->Save chart data as historical.

Unfortunately Yahoo only provides EOD Daily data for equities. I have provided a link below to the data providers supported by NinjaTrader. This page will go over the types of data they offer as well as the asset classes they support.

http://www.ninjatrader-support.com/HelpGuideV6/HistoricalData.html

Please let me know if I may be of further assistance.

[bukkan]

try this. the app is an NT version of another app of mine.

http://sites.google.com/site/volumedigger/softwares-1/files/myQuotesNinjaTraderVersion.zip?attredirects=0&d=1

For help, in the menu bar, Help > Online help.

the backfill etc is not yet completed and cant say for sure when the same will be completed.

[highasakite]

ChristopherJ, I think you misunderstand me, but thanks for your reply. I know there is the option "Save chart data as historical" in v7. Its the equivalent of v6´s "store real time bar data".

My question is, why can I get minute bars drawn in real time with yahoo, and saved on the chart, in v6.5 BUT NOT in v7?

I know Yahoo only provides EOD Daily data for equities, but still, in v6.5, if you are online, have chosen minute charts, the minute bars are drawn in real time and saved if you have ticked that. I´m not talking about historical minute data, I´m talking about bars drawn only in real time, and saved for later viewing if you have ticked the mentioned box. So why is this working in v6.5 but not in v7?

Bukkan, thanks, I´ll look into it.

[NinjaTrader_Kyle]

Hi highasakite,

To be clear, delayed daily interval end-of-day data is all that is supported through the Yahoo connection. Beyond this, no other intervals should be available.

[highasakite]

Hi Kyle,

Well, since there clearly is more than delayed daily interval end-of-day (from yahoo), the question remains - why does it work in 6.5 and not in 7?

Try it yourself - load ninja 6.5, connect to yahoo, load a chart (it only works if the chart for the instrument is loaded), let it be online during the time the stock, etf or index is traded on the exchange, and at the end of the day you´ll have all the minute bars you wish for that session. Repeat this procedure for a week or so, and you´ll have the historical minute data saved 5-10 days back. There´s even no delay, yahoo draws the minute bars in real time during the day, as long as you don´t change that particular chart to another instrument or close it.

[NinjaTrader_ChristopherJ]

I have tested this within NinjaTrader 7 and received real time data within a 1 minute chart. Please adjust your Market Data Request Interval with the steps I have provided below.

Disconnect
Tools
Account Connectoins
Select Yahoo
Change
Next
Next
Set Market Data Request Interval to 0
Next
Finish
Reconnect

Next open a new chart and let me know if real time data updates.

[highasakite]

Hi ChristopherJ,

I tried what you listed, but didn´t get it to work. With set to zero nothing is drawn within the minute settings, and it even won´t load the normal daily/weekly charts with this setting.

[NinjaTrader_ChristopherJ]

Can you please tell me what instrument you are attempting to load within your chart when connected to Yahoo.

[highasakite]

Yes, it was ^OMX according to yahoo´s designation. It´s the swedish top 30 stock index, OMX30. I also tried with some stock from the index and an ETF like GDX or USO. I will have another go after the weekend with the latest beta. Concerning the loading of the usual daily and weekly charts, it managed to do it sometimes, but only after a long time and with difficulty (with the timing at zero).

Thanks for your help, and please try these instruments "on your side" when the markets open again, as will I do.

[NinjaTrader_Josh]

Thanks for the info. We will try on Monday.

[highasakite]

Just tried the latest beta 15 and the problem persists.

Only for an ETF like GDX was some minute bars shown, but it was the same bars either if I chose 1 min, 5 min, 60 min etc. And it struggled going back to daily, and in fact just crashed because of that. Tried to mail the trace-file from within the program but that failed too. It crashed on me 3 times in a row now, when trying to load charts.

Now it even fails with the deafult 60 timing, can´t even load the SP500 daily chart.

What stock or instrument are you succeeding with? Can you get 5 min bars for the whole day?

[NinjaTrader_ChristopherJ]

I have tested this with AAPL however when plotting anything other than a Daily chart not all historical data is available which is expected.

I would like to look at your log and trace files to see what caused the crashes. Please send a note to Support [AT] NinjaTrader [DOT] com with "ATTN: Chris" in the subject line.

In the message, please include the following:
1.) A link to this forum thread.
2.) Your most current trace and log files.

You will find the file here: My Documents > NinjaTrader 7 > Trace > trace.YYYYMMDD.txt

Log file will be located by going to Documents->NinjaTrader 7->Log->log.YYYYMMDD.txt

[highasakite]

Just sent you the files.

No, but if staying online for the whole day/session with a particular stock, there will be historical intraday data saved for that period at the end of the day, that´s what I ment. That´s what I have in 6.5 and would like to achieve in v7 too.

[NinjaTrader_ChristopherJ]

Thank you for sending your information and I just sent you a reply to schedule a remote login session.

[abc1974]

Hi,
Any clarification on this thread? Im having the same issues as highasakite (http://www.ninjatrader.com/support/forum/member.php?u=14413). This used to work on NT6.5 but it's not working on NT7.

Thanks

[highasakite]

We had a session where Chris logged on, and he removed some supposedly corrupt database file. However when we came to the "solution" the market had stopped trading, so we couldn´t confirm anything 100%. He thinks everything should be ok if you can see the stock or etf "trading" in the control center window, see the quotes changing in real time. We haven´t confirmed that this equals bars drawn on a chart like in 6.5. The reason for that is the market didn´t trade at our session, and after that I moved on to another computer where I had a reinstall of windows, and just installed 6.5 after that because I don´t have the energy to mess around with different chartprograms at the moment. So I´m still curious like you and will have a look sooner or later. According to Chris a reinstall of v7beta should also do the trick on the corrupt file.