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Historical data error on CL

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    Historical data error on CL

    I opened NT tonight after having it down for 2-3 hours. This is the live version and is using TT data feed. Instead of showing the actual tick bars, there was one big up bar which opened at the last price when NT was open, and closed at the current price. Basically, it skipped the last 2-3 hours of data. I did "reload historical data" to no avail. Then I went in and manually deleted all the CL data, and reloaded, and then it worked. I have had to do this several times. It is very frustrating. How do I avoid having to do this every time I restart the application?

    #2
    Josh,

    Since you send a note to support, include the following as well:
    - The exact version you're using, V6.5.1000.19 or V7.0.1000.2. Check under Help--> About
    - By manually reloading, do you mean you reset the instruments? Or deleted the contract and set up again in the instrument manager?
    Vince B.NinjaTrader Customer Service

    Comment


      #3
      Version: 7.0.1000.1 (Live)

      I did not have to reconfigure the instrument, and the last time I didn't create a new workspace. I went to the "Historical Data Manager" and deleted the CL-03-11 node, and then when it refreshed it was correct.

      As an example of what I mean, see these two pics (I took these a few days ago when it happened before). The first is NT, and the second is from Investor RT (and mirrors what NT looked like when it was correct. I'm not really even using NT for charts that much, but in case I need a backup I'd like to get this working.
      Attached Files

      Comment


        #4
        Hello JoshDance,

        Can you please tell me if you perhaps made any changes as per the rollover date for the CL expiry months?

        The large bar that you mention can occur when you select an expiry month which is not being used yet.

        Please go to Control Center-->Tools-->Instrument Manager. Highlight the CL instrument and click Edit. Please select the Misc-tab and scroll to the bottom. Click the 'Contract months' row and a '...' button will appear in the same row. Click the button and you will see all expiries defined.

        Each expiry has a rollover date set. If the rollover date still has to occur and you are using that expiry month, you actually combine real-time data from that expiry with historical data from the previous expiry. Most of the time there will be a difference between these two prices, which will result in a large bar.

        If the issue recurs, please let me know what rollover date you have setup for the expiry month that you use.

        In addition, I suggest to download and install NinjaTrader 7.0.1000.2 on top of your current version.
        JasonNinjaTrader Customer Service

        Comment


          #5
          Originally posted by NinjaTrader_Jason View Post
          Hello JoshDance,

          Can you please tell me if you perhaps made any changes as per the rollover date for the CL expiry months?

          The large bar that you mention can occur when you select an expiry month which is not being used yet.

          Please go to Control Center-->Tools-->Instrument Manager. Highlight the CL instrument and click Edit. Please select the Misc-tab and scroll to the bottom. Click the 'Contract months' row and a '...' button will appear in the same row. Click the button and you will see all expiries defined.

          Each expiry has a rollover date set. If the rollover date still has to occur and you are using that expiry month, you actually combine real-time data from that expiry with historical data from the previous expiry. Most of the time there will be a difference between these two prices, which will result in a large bar.

          If the issue recurs, please let me know what rollover date you have setup for the expiry month that you use.

          In addition, I suggest to download and install NinjaTrader 7.0.1000.2 on top of your current version.
          http://www.ninjatrader.com/download-registration.php
          Thanks for the information. Seeing as how I exited NT for about 2 hours and opened it again the same day, and the data is missing from those two hours, I highly doubt that it has anything to do with rollover. But, I am using the crude 03-11 contract, rollover data 1/19/11.

          I just opened a chart and it worked fine. I probably will only use NT for backup charts so until it happens again, thanks for the help.

          Comment


            #6
            hi
            I can not see the historical data for CL 03-11 on today
            7.0.1000.2, days to load-3, session of template 24 / 7
            nt 6.5.1000.19 displays everything correctly for CL 03-11
            Zenfire data

            first screenshoot for nt 6.5.1000.19, second for nt 7.0.1000.2

            thanks
            Attached Files
            Last edited by Jonson; 02-07-2011, 03:20 AM.

            Comment


              #7
              Historical data error on CL here too!

              CL 03-11 does not load the data for today at all. Yesterday is ok but the data from the beginning of today is missing.

              NinjaTrader 7.0.1000.2 and Zenfire data.

              btw. Reset&Repaird&deleting old data does not give any help
              Attached Files
              Last edited by ScalpGuy; 02-07-2011, 03:12 AM.

              Comment


                #8
                @JoshDance, could it be you were not connected to the historical data server when you experienced the large bar? Since you were not connected for two hours and you were somehow not connected to the histroical data server, it resulted in the large price bar. If the issue recurs, please check the Control Center-->Log-tab for any error messages related to the historical data server.

                @Jonson & Scalpguy, I can reproduce the issue on my end as well. I will forward the findings to development to further investigate the issue. There seems to be no historical data for Sunday and today. I am able to load historical data up to last Friday.
                JasonNinjaTrader Customer Service

                Comment


                  #9
                  Historical problem for the day here too on the CL.

                  Looking forward to a resolution to this.

                  Making this post to get subscribed to the thread, for any updates. Thanks.

                  Comment


                    #10
                    Jason, As you are aware via my E-Mail I also am experiencing the same problem this morning. Were you able to reproduce the problem when this was first reported a couple of days ago? I have no errors in my log re:the historical data server. What is the implication of no error messages but confirmed problems with this particular server?

                    Comment


                      #11
                      Hello all,

                      We restarted the CL 03-11 - it started to record data again a few minutes ago. You should be able to load historical data starting around 8:30 AM EST this morning.

                      We are not sure why it did not record data on Sunday and earlier today. We have sent a support request for clarification.
                      JasonNinjaTrader Customer Service

                      Comment


                        #12
                        Still not getting data from overnight.

                        Comment


                          #13
                          Hello jackh,

                          Unfortunately there is no overnight data recorded on the servers - it started recording again around 8:30 AM EST.
                          JasonNinjaTrader Customer Service

                          Comment


                            #14
                            My CL data picked up at 5:18AM PST this morning after being down since close of business Friday for second weekend in a row.

                            Hope there is a fix soon. Thanks

                            Comment


                              #15
                              Hello Giannilab,

                              I am able to load historical data for 1/30/2011 and 1/31/2011 on my end - it does not miss any historical data. Can you please right click in the chart and select 'Reload Historical Data'.

                              Unfortunately the historical data server did not record data yesterday and this morning, so it is not available. It started to record again as per the time you mention.
                              JasonNinjaTrader Customer Service

                              Comment

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