Missing minutes data

[RK_trader]

Hi Support,

I have good minute data till around last Friday 4:45 pm EST, but after then when I restarted IB and Ninja, I am not getting filled. I tried the restart several times and it was not filling. After a few times it gave the pacing error, but I again tried it after 30 mins and it was'nt updating any data.

The control centre was reflecting the latest ES data, but it was not updating in charts. Is it possible to configure in Ninja so that when a pacing error comes, after 5 mins, it automatically requests and downloads data from IB.

Please advise how to get this minute data?

Thanks
RK

[NinjaTrader_Chris]

Hello,

Please open a new Chart and in the Format data Series window you have set just 15 days back of historical data and the Last Date is set to todays date.

Once you have done this, please reload the the data from the Control Center -> Tools -> Historical Data -> Reload.

[RK_trader]

Hi Chris,

I tried what you said. I opened a new chart and set it for 15 days. When I did a reload, I am getting the standard "pacing violation" error. I do not understand why I am getting this error, even though I waited for like 5 hours before computer restart and did this.

I would appreciate your advise, so that I can get back to my working charts. Right now, no charts are loading. Just to test if there is anything wrong with "IB feed", I tried Sierracharts and it is downloading data properly without any errors similar to "pacing violation"


I appreciate your time on this.

Thanks
RK

[NinjaTrader_Chris]

Hello,

Please send in a note to support at ninjatrader dot com, with a subject of attn Chris.

[RK_trader]

Chris,

I just emailed support with Attn Chris. I appreciate your advise.

Thanks
RK

[RK_trader]

Chris, below is the log file. There are some date errors in it. I hope it is helpful to resolve my problem.

Thanks
RK

=================================
9/10/2007 11:37:01 AM,Connection,IB Datafeed: Primary connection=Connected, Price feed=Connected,
9/10/2007 11:36:59 AM,Connection,IB Datafeed: Primary connection=Connecting, Price feed=Connecting,
9/10/2007 11:36:51 AM,Connection,IB Datafeed: Primary connection=Disconnected, Price feed=Disconnected,
9/10/2007 9:22:43 AM,Connection,NinjaTrader has reached an IB limitation for historical data requests. IB may reject all historical data requests for the next five minutes: Historical Market Data Service error message:Historical data request pacing violation,
9/10/2007 9:22:29 AM,Connection,IB Datafeed: Primary connection=Connected, Price feed=Connected,
9/10/2007 9:22:28 AM,Connection,IB Datafeed: Primary connection=Connecting, Price feed=Connecting,
9/10/2007 9:22:24 AM,Connection,IB Datafeed: Primary connection=Disconnected, Price feed=Disconnected,
9/10/2007 8:44:45 AM,Connection,NinjaTrader has reached an IB limitation for historical data requests. IB may reject all historical data requests for the next five minutes: Historical Market Data Service error message:Historical data request pacing violation,
9/10/2007 8:44:35 AM,Connection,IB Datafeed: Primary connection=Connected, Price feed=Connected,
9/10/2007 8:44:34 AM,Connection,IB Datafeed: Primary connection=Connecting, Price feed=Connecting,
9/10/2007 8:44:29 AM,Connection,IB Datafeed: Primary connection=Disconnected, Price feed=Disconnected,
9/10/2007 8:40:40 AM,Connection,NinjaTrader has reached an IB limitation for historical data requests. IB may reject all historical data requests for the next five minutes: Historical Market Data Service error message:Historical data request pacing violation,
9/10/2007 8:39:19 AM,Default,IB.IntradayRequest.Process: invalid datetime format '20070810': String was not recognized as a valid DateTime.,
9/10/2007 8:39:19 AM,Default,IB.IntradayRequest.Process: invalid datetime format '20070809': String was not recognized as a valid DateTime.,
9/10/2007 8:39:19 AM,Default,IB.IntradayRequest.Process: invalid datetime format '20070808': String was not recognized as a valid DateTime.,
9/10/2007 8:39:19 AM,Default,IB.IntradayRequest.Process: invalid datetime format '20070807': String was not recognized as a valid DateTime.,
9/10/2007 8:39:19 AM,Default,IB.IntradayRequest.Process: invalid datetime format '20070806': String was not recognized as a valid DateTime.,
9/10/2007 8:39:19 AM,Default,IB.IntradayRequest.Process: invalid datetime format '20070803': String was not recognized as a valid DateTime.,
9/10/2007 8:39:19 AM,Default,IB.IntradayRequest.Process: invalid datetime format '20070802': String was not recognized as a valid DateTime.,
9/10/2007 8:11:51 AM,Default,Max number of tickers has been reached 101,
9/10/2007 8:11:47 AM,Connection,IB Datafeed: Primary connection=Connected, Price feed=Connected,
9/10/2007 8:11:44 AM,Connection,IB Datafeed: Primary connection=Connecting, Price feed=Connecting,
=================================

[NinjaTrader_Vincent]

Hi RK,

Can you tell me:
- Which version of TWS you have installed
- What version of NinjaTrader you have installed. Check under Help--> About

Also, the following message comes from IB and there is nothing we can do about: 9/10/2007 8:40:40 AM,Connection,NinjaTrader has reached an IB limitation for historical data requests. IB may reject all historical data requests for the next five minutes: Historical Market Data Service error message:Historical data request pacing violation.

This message:
9/10/2007 8:39:19 AM,Default,IB.IntradayRequest.Process: invalid datetime format '20070810': String was not recognized as a valid DateTime.,

Can you reproduce this? We would need the exact steps so we can investigate what transpired. Please be as specific as possible.



Vince

[RK_trader]

Hi Vince

TWS version details: Build 877.1,Sept 6,2007

Ninatrader version: 6.0.1000.3

Steps are as follows:
---------------------

1) Disconnect from IBdatafeed.
2) Wait for sometime
3) Connect to IBdatafeed.

Also what does that dataformat error mean? And what does the "maximum number of tickers reached 101" mean?

Is it possible you can call me or I can call you on phone. I would appreciate it.

Thanks
RK

[NinjaTrader_Vincent]

Hi RK,

We don't have an inbound phone support number.

As for the dataformat message, that's what we're trying to figure out. We need to know the exact steps to get to that message.

The 'Maximum amount of tickers have been reached 101' message comes from IB. It means that you have reached the maximum amount of datafeed streams. With IB you can have up to a maximum of 3 datafeed streams open at the same time.

The official supported version of TWS is currently 875. Can you downgrade to this version and then also upgrade your NinjaTrader version. Our current production release is V6.0.1000.5. We released this version last Friday.

Let me know if changing to these versions correct your issue.




Vince

[RK_trader]

Hi Vince,

How can I downgrade TWS version. Can you tell me the steps I need to take to do that. The way I login to TWS is,go to IB's homepage and select TWS in the drop menu on indicdual account page and it opens login prompt.

Also, why is the 101 message coming, when I am using Ninja with IB.

If I udate my Ninja version, will I loose my "templates" ? If yes, is there any way to do it so that I do not loose my templates?

Thanks
RK

[NinjaTrader_Vincent]

RK,

You need to have the Standalone version, you are using the browser based version. You can download from here:
http://individuals.interactivebrokers.com/en/control/twscontrol.php?ib_entity=llc

The '101' message comes from IB and an explanation can be found in my previous reply.

When you upgrade editions you will not lose any templates or settings. You will only lost them if you completely uninstall the software.




Vince

[RK_trader]

Hi Vince,

I loaded TWS version 375 and also upgraded Ninja to 6.5.

I am still getting this "pacing violation" error. Do you think I am loading too many charts. I have 4 ES and 4 YM charts opened,thats all.

Appreciate your time in helping me get to use Ninja charts properly.

Thanks
RK

[NinjaTrader_Vincent]

RK,

Yes, you need to close one since you can have a maximum of 3 datafeed streams open at the same time with IB. You have currently 4 running.
Restart the software and then open up a maximum of 3 datafeed streams.




Vince

[RK_trader]

Thanks Vince. Can you please clarify what you mean by "datafeed stream". Does it mean chart ?

So, I can have only maximum of 3 charts?

I tried with just 3 charts now,2 ES and 1 YM. And it giving in the log "Maximum number of tickers has been reached 101". Why do you think it is saying that ?

Thanks
RK

[NinjaTrader_Vincent]

RK,

It means you can have a maximum of 3 different instruments selected at the same time. So you can only have 3 charts open.



Vince

[RK_trader]

Thanks for the quick replies,Vince.

I tried with just 3 charts now,2 ES and 1 YM. And it giving in the log "Maximum number of tickers has been reached 101". Why do you think it is saying that ?

Thanks
RK

[NinjaTrader_Vincent]

RK,

Try this:
-Exit and restart NT
- Connect to IB
- Open up a chart for 1 instrument
- Open up a chart for your second instrument

Is data coming in correctly? If it is, add the 3rd stream and see if data is still coming in or the message shows up. If it does you need to contact IB to ask why you keep receiving that message.




Vince

[RK_trader]

Hi Vince,

I tried the following and it appears to work. I closed all charts and closed Ninjatrader. I have another IB account (the standard simulated account) and I logged into that account and started Ninjatrader. I just opened YM and ES chart and they opened fine.

The only thing is that in ES 1 min chart, I opened starting from 1:19 pm, it is like as if ES price didn't change at all (which I know is incorrect).

Is it possible to refill this data from 1:19pm EST in ES.

Regarding my original account, it is working fine with Sierracharts and not giving any error similar to a "pacing violation".

Thanks
RK

[NinjaTrader_Vincent]

RK,

It's after market now. I suggest trying to connect first thing tomorrow morning and let me know if all is well.
You can respond to support at ninjatrader dot com and then refer to this post.




Vince

[RK_trader]

Hi Vince,

I have a basic question. Suppose I am opening a ES chart, does'nt Ninja store the downloaded ES data locally on my computer? So that the next time I close and reopen ES data, it just downloads the latest few hours/days of data.

Thanks
RK

[NinjaTrader_Vincent]

RK,

You are correct in understanding.



Vince

[RK_trader]

Hi Vince,

Appears that upgrade to Ninja 6.5 did'nt work properly as it was giving errors on "missing core dll files". So, I had to uninstall Ninja completely and then reinstall Ninja 6.5. And now it works fine.

RK

[NinjaTrader_Ray]

Thanks for reporting back.