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Strategy Development Support for the development of custom automated trading strategies using NinjaScript.

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Old 07-09-2012, 04:05 AM   #1
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Default Unable to subscribe to market data...Instrument type not support by this provider

my strat uses market internals from Kinetick and trades futures via zenfire

enabling my strategy prior to the NYSE open causes the above error....

the zenfire connection has Kinetick selected as a backup feed

the market internals (^TICK...etc) have 'Default' selected as an additional exchange

1. connect to Kinetick
2. connect to Zenfire
3. enable strat....if enabled prior to NYSE open, get the error message that zenfire does not support the instrument...if enabled during the NYSE session, no problem as NT goes first to kinetick and finds the data

my session template is from 930 am to 4 pm eastern...i.e. the NYSE session

the problem is that I want to enable the strat before 930am and have it start trading on the open...this does not work because NT checks zenfire and gives error and does not recover on the open by picking up the internals from Kinetick.....this all works fine in replay i.e. starts trading with all recorded data on the open...however...I need it to work live without me having to sit there and enable manually on the open
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Old 07-09-2012, 04:24 AM   #2
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Hello ATI user,
Unfortunately I am not able to reproduce it.

To assist you further may I know are you using Kinetick realtime data or the Kinetick Eod data that comes free with NinjaTrader.

I look forward to assisting you further.
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Old 07-09-2012, 04:29 AM   #3
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Kinetick realtime data
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Old 07-09-2012, 04:41 AM   #4
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Hello ATI user,
Heres what I did,
  • Connected to Kinetick
  • Connected to ZenFire (with backup connection set to Kinetick)
  • Opened a chart of GOOG (with US Equities RTH session template)
  • Applied an strategy with a ^TICK secondary series (exchange Default assign to it in addition to Nyse).


With the above I cannot reproduce the scenario.

Can you send a toy NinjaScript code* and the exact steps in details replicating the behavior to support[AT]ninjatrader[DOT]com

Please append Attn:Joydeep in the subject line of the email and give a reference of this thread in the body of the email.

I look forward to assisting you further.

*The "toy" just means something that is a stripped down version that isn't necessarily the whole logic. It makes things easier to rout out.
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Old 07-09-2012, 05:00 AM   #5
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any strategy code that adds the "^TICK" data series will cause the error

the error only occurs when the strat is enabled to a zenfire live cash account....sim accounts do not cause the error.

I may have found a workaround however will not be able to confirm until the 930 open

steps
1. create session template per attached pic
2. create an NQ 09-12 chart
3. connect Kinetick
4. connect Zenfire (must have a cash account)
5. add strat to chart and enable in the cash account... error occurs
6. workaround??? ...after error, disable and enable to sim101...no error...then disable and enable to cash account....no error...will confirm if this works
Attached Images
File Type: png NQ 09-12 June022.png (7.4 KB, 3 views)
File Type: png NQ 09-12 June023.png (16.5 KB, 5 views)
Last edited by ATI user; 07-09-2012 at 05:03 AM.
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Old 07-09-2012, 06:27 AM   #6
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Hello ATI user,
Development is aware of this and you can ignore the log message, it will pull data regardless of the log error. Development has this on their list to review for next major release.
Last edited by NinjaTrader_Brett; 07-09-2012 at 06:32 AM.
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Old 07-09-2012, 01:21 PM   #7
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it starts pulling data to populate the charts however the strat does not recover....i.e. I have to reconnect to zenfire and then enable the strat again to get it working

this is a ninja bug ... the error message is real and not to be ignored since the strat is rendered useless upon the error
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Old 07-10-2012, 06:21 AM   #8
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I've seen this before and discussed it with development. The log message can be ignored in our testing.

If you are experiencing something different it most likely is due to something else.

Can you skype me some code to reproduce the issue please as our testing yielded no issues in this setup.

Thanks.
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Old 07-10-2012, 07:50 AM   #9
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working ok on Open today...will advise next occurrence
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