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Old 06-15-2010, 02:01 PM   #1
Harry
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Default Repeated loading of DailyBars on intraday charts

I have a number of indicators which call daily bars on intraday charts. There are several reasons:

For pivots daily data may expose the settlement price, while intraday data only returns the close, for many instruments these are not identical.

For Fibonacci lines I perform calculations on daily data for a longer lookback period, because daily resolution is good enough, if lookback is exceeding 40 days. This way it is much faster to perform calcualtions for about 580 fib levels, actually only milliseconds with daily data.

As a consequence I use about 4 indicators that call daily bars on each of my three intraday charts within my default workspace.

Problem: When loading any instrument, this triggers 12 identical request for loading daily data from my data provider. Is there anyway of teaching NT that it does not need to make a new request for daily data, when such a request has been made fractions of a second ago?

Note: This problem is not linked to the other data loading bug (which occurs without 12 DailyBars indicators). The behaviour here is expected. I am just suggesting an improvement in view of data throttling.
Last edited by Harry; 06-15-2010 at 02:04 PM.
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Old 06-15-2010, 02:07 PM   #2
NinjaTrader_Kyle
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Hi Harry,

Thank you for your post.

As you mentioned, this behavior is currently expected. With that said, I will forward your comments here on to my development team for further consideration.
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