Ninjatrader gets stuck downloading data from IQFeed

[cunparis]

I'm using IQFeed for historical data. When I open a chart and request data going back before IQFeed's start, Ninjatrader gets stuck with the "Loading Data..." window. I've let it run for hours and it doesn't complete. The only solution is to exit Ninjatrader.

If I select a start date that is after the IQFeed's start date, then it works properly. It seems Ninjatrader is requesting data from IQFeed and IQFeed doesn't have it and instead of just displaying the data it can get it hangs up.

Is there a solution to this?

[NinjaTrader_Jason]

Hello cunparis,

What date is referred with 'IQFeed's start date'?

Could you please provide me an example so I can test it on my end.

Try closing all windows except the Control Center and open up a new chart that contains a start date before 'IQFeed's start date' and check if the chart will load with data.

[cunparis]

Originally Posted by NinjaTrader_Jason

Hello cunparis,

What date is referred with 'IQFeed's start date'?

Could you please provide me an example so I can test it on my end.

Try closing all windows except the Control Center and open up a new chart that contains a start date before 'IQFeed's start date' and check if the chart will load with data.

Here's what I did:

I went into instrument manager and modified the IQ symbol for CL to be QCL which they recommended so that I get the intraday data.

I then open a 5 min chart start date of 5/2006 to present. It hangs. Apparently IQFeed's data goes back to May 2007. After exiting Ninjatrader I reloaded and then did the chart with a start date of 5/2007 and it worked just fine, loaded up real fast.

It's not just with CL, I've experienced this with all the futures. The only workaround I've found is to request a 5 min chart day by day until I find the beginning of IQFeed's data. This takes a long time and it's very frustrating.

Thanks for looking into it.

[NinjaTrader_Jason]

I assume you are trying to retrieve data for the continuous CL contract. Make sure the Expiry for the CL is set to ##-## in that case.

I tested a CL ##-## chart and received data from 2006. Note, it can take a while for all data to be loaded.

[cunparis]

Originally Posted by NinjaTrader_Jason

I assume you are trying to retrieve data for the continuous CL contract. Make sure the Expiry for the CL is set to ##-## in that case.

I tested a CL ##-## chart and received data from 2006. Note, it can take a while for all data to be loaded.

Are you using QCL or CL? Try QCL with ##-##. Try to get data from 8/1/2006 to 10/2/2006. For me it hangs up. More recent than that it works, but this one has been going for maybe 15 minutes now.

I find when there is data it's really fast and when it takes 15 minutes there is no data and I have to exit Ninjatrader and restart to get it working.

[NinjaTrader_Jason]

I tested your range settings and was able to load data. It took a few minutes to load the chart.

I deleted all historical data for the CL ##-## first. Using QCL as the symbol mapping.

Please remove all indicators you have applied in the chart and close all other NinjaTrader windows except the Control Center before loading the chart.

[cunparis]

Originally Posted by NinjaTrader_Jason

I tested your range settings and was able to load data. It took a few minutes to load the chart.

I deleted all historical data for the CL ##-## first. Using QCL as the symbol mapping.

Please remove all indicators you have applied in the chart and close all other NinjaTrader windows except the Control Center before loading the chart.

I didn't know one could delete the historical data for just one symbol, so I did that for CL.

How long did yours take? Mine has been going for 16 minutes now. I find it strange that it would take so long for 2 months of data, and at the same time if I put the most recent 2 months the data loads in a few seconds.

[NinjaTrader_Jason]

It took a few minutes to load the data.

If you are running other applications, I suggest to reduce these to a minimum as well.

[cunparis]

Originally Posted by NinjaTrader_Jason

It took a few minutes to load the data.

If you are running other applications, I suggest to reduce these to a minimum as well.

I will let it go overnight and see what happens. After 16 minutes I exited because I have work to do and can't wait.

So normally, could I just open a chart from say 2004 to present and it will fill up with all the data available for IQFeed? If so I'll start doing this overnight and get all my historical data.

[NinjaTrader_Jason]

Correct. Let me know the outcome and if needed I will gladly assist you further.

[cunparis]

Ok, I tried again with data from 10/1/2006 to 12/1/2006 which had worked before I erased the data. After a half hour I give up. My CPU is 0%, nothing else is running. I just don't get what could cause this.

I exited and then reran ninjatrader. I erased all data and then opened a new chart of CL from 5/2007 to present and it loaded in less than a minute. So there is definitely a problem.

5/2007 - present = 1 minute
8/2006 - 10/2006 = 30 minutes+

Any ideas? Once before I had something similar and I reset my instrument list and it went away. Now I'm afraid to reset my instrument list because I've customized it and I'd have to do all that over again.

[NinjaTrader_Jason]

Could you please send me your IQFeed login credentials to support[at]ninjatrader[dot]com, reference this thread and put 'Attn Jason' in the subject header. That way, I can test your connection to check if the connection somehow could be the cause.

You could try removing the CL ##-## from your default instruments and add it back. I suggest to check all its settings before adding the instrument back to your list.

[cunparis]

Originally Posted by NinjaTrader_Jason

Could you please send me your IQFeed login credentials to support[at]ninjatrader[dot]com, reference this thread and put 'Attn Jason' in the subject header. That way, I can test your connection to check if the connection somehow could be the cause.

You could try removing the CL ##-## from your default instruments and add it back. I suggest to check all its settings before adding the instrument back to your list.

I just tried with opentick and it's amazingly fast. So this rules out any problem on my end and narrows it down to one of two possibilities:

1 - IQFeed is really slow when you request data earlier than what they have?
2 - The interface between ninjatrader and IQFeed has a problem that can't detect when IQFeed doesn't have any data

I will send you my connection info.

Thanks

[cunparis]

Originally Posted by cunparis

I just tried with opentick and it's amazingly fast. So this rules out any problem on my end and narrows it down to one of two possibilities:

1 - IQFeed is really slow when you request data earlier than what they have?
2 - The interface between ninjatrader and IQFeed has a problem that can't detect when IQFeed doesn't have any data

I will send you my connection info.

Thanks

I tried today, Sunday. IQFeed appears to be working properly. It is slow, but eventually it comes up. I am now pretty sure the problem is on IQFeed's end with their slow servers. It will go 30 seconds before receiving data (see attached image "seconds since last update").

[TapeReader]

I too am having slow load times with DTN...But am also using the same DTN connection to feed NeoTicker.

I am not seeing any delay with the feed to NeoTicker.

Perplexing.