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#1 |
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Senior Member
Join Date: Oct 2007
Posts: 1,829
Thanks: 12
Thanked 83 times in 67 posts
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I am testing NinjaTrader with Interactive Brokers data supply for different future contracts and updating them daily. After updating everything first looks fine. If I then shut down NinjaTrader and later start it again, often part of the data that had been updated is missing. I then can manually reload the incomplete days, which will solve the problem. Yesterday I had to reload January 8 and January 15 manually for 15 futures contracts including all currency futures and NYMEX futures
Today in the afternoon, when I checked the contracts that had been complete this morning, I discovered new holes in 2 of them. For FDAX 03-08 the time between 9 am and 12 am is missing, but FESX 03-08 - same time frame and exchange - is correct. For GOIL 02-08 the time between 2 AM and 6.40 AM is missing, but COIL 03-08 - same time frame and exchange - is complete. But the COIL 03-08 chart clearly shows a volume bug, which is the midnight spike with a contract volume exceeding 1 million contracts. Please also note the large volume bar and the spike on the GOIL 02-08 chart. The problem also occurs with previous versions of NinjaTrader. The problem should not be related to IB data supply, as other software like QuoteTracker would display the charts correctly (though I also have volume problems with QuoteTracker regarding NYMEX and IPE contracts) I will attach the charts as GIF for you to check. I am now updating the charts while writing: I am using the market analyzer with 30 future contracts to be updated. Unfortunately this time, only 20 out of 30 are loading. I am now disconnecting and connecting again to Interactive Brokers, and again 10 of them do not load. I now try to load them by selecting them one by one in the Simulator, to which my 3 charts are linked, and it works. But I am really fed up with these updating games.. By the way, thanks for correcting the full stochastics - Period D and Smooth were mixed-up in previous versions, but are correct now -, good to see that bugs are removed
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