Importing Historical Data

[jeffshantz]

Hello,

I am running NinjaTrader 6.5.1000.10 connected to Interactive Brokers. I am running TWS 892.7.

I am having problems importing historical data. I understand the limits that IB has imposed on their API (2 days max worth of 1 minute bars per request, as per http://www.interactivebrokers.com/ph...imitations.htm).

The problem is that I am simply trying to import a day or two worth of 1 minute bars for SRS (an ETF traded on NYSE's ARCA). I'm just starting small to at least get something working. So, I go to Tools > Historical Data > Reload. I have the following settings:

Type: <Default>
Name: SRS
From: 7/10/2009
To: 7/10/2009
Intervals: Minute

I click OK, and get no error message, but no other message either indicating that it imported successfully. Nothing is shown on the NT log tab either.

So, to test to see if any data came through, I select Tools > Historical Data > Export, and try to export 1 minute data on SRS for the same day (7/10/2009). It tells me that no such data exists.

Now, before you suggest that I go and reset my instruments or repair my DB, trust me, I've read the forums, I've done it. And I know that my instrument is working since if I go to File > New Chart, I can get as much historical chart data on SRS as I please.

So, can someone tell me how to get my historical data imported so that I can start backtesting my strategies? Thank you.

[NinjaTrader_RJ]

Hello Jeffshantz,

Thank you for your post.

I have the same behavior on my end.

I will send this issue to development and post back.

Thank you for reporting!

[NinjaTrader_Jason]

Hello jeffshantz,

I tested the process on my end, but I could not reproduce the error. I performed the following steps.

Start NinjaTrader and connect to IB. Set 'Type:' to 'Stock' in the Control Center. Type 'SRS' in the Name:' field and hit Enter.

I went to Tools-->Instrument Manager and added the SRS stock to my default instrument list.

I reloaded historical data for the same date via Tools-->Historical Data-->Reload by selecting it from the default instrument list.

Subsequently I exported minute data for 7/10 and it exported successful.
I suggest to perform the same steps and check if this will work.

To perform these steps please remove any current SRS instrument from the Instrument Manager before typing SRS in the Control Center.

[jeffshantz]

Originally Posted by NinjaTrader_Jason

Hello jeffshantz,

I tested the process on my end, but I could not reproduce the error. I performed the following steps.

Start NinjaTrader and connect to IB. Set 'Type:' to 'Stock' in the Control Center. Type 'SRS' in the Name:' field and hit Enter.

I went to Tools-->Instrument Manager and added the SRS stock to my default instrument list.

I reloaded historical data for the same date via Tools-->Historical Data-->Reload by selecting it from the default instrument list.

Subsequently I exported minute data for 7/10 and it exported successful.
I suggest to perform the same steps and check if this will work.

To perform these steps please remove any current SRS instrument from the Instrument Manager before typing SRS in the Control Center.

Jason, I've removed and readded the instrument (and reset my instruments list, and reset the DB, and repaired the DB, and deleted all imported data) 100,000 times. It's still not working. Great, it worked for you. It doesn't work for me. It also didn't work for your colleague. So this comment really doesn't help me and doesn't address the underlying issue.

I should mention that I had to write a custom program using the Java TWS API to get the data I needed. When I use my program and go through the API, I'm able to download the data just fine (so there's nothing wrong with my data subscription). When I go through NinjaTrader, I get nothing. Go figure. You pay money for a product, and then have to write your own program to do exactly what that product is supposed to do.

[NinjaTrader_RJ]

I was able to get this working, please try the following:

1.) Open a 1 minute SDS chart starting 7/9 and ending 7/10

2.) Try an export from 7/9 to 7/10

Let me know if that works.

[sharpie]

I want to reload some historical data from IB. I cannot select "reload historical data" from a chart nor from Tools > Historical Data. It is ahaded and not accessible.

I am connected live to IB, build 900, NT6.5 current.

Thx

[NinjaTrader_Kyle]

Hi sharpie,

In which interval are you charting?

[sharpie]

I was trying to reload 1 min data, but that doesn't seem to be the issue because I cannot get to the facility even through "tools". Like, I can't get to the point where it asks me about intervals or start dates. It is as if I don't have a switch turned on somewhere, be in NT or TWS.

I should also note that I previously subscribed to Barchart.com and was able to pick up historical data without a problem.

Thx

[NinjaTrader_Vincent]

Are you connected to your Live account or to the Sim account? You can only do this when connected to your Live account.

[sharpie]

I am connected to my live account.

[NinjaTrader_Kyle]

Hi sharpie,

Please send a note to Support [AT] NinjaTrader [DOT] com with 'ATTN: Kyle' in the subject line.

In the message, please include the following:
1.) A link to this forum thread.

2.) Your most current trace file.
You will find the trace file in the My Documents > NinjaTrader 6.5 > Trace folder.
The file will be named 'trace.YYYYMMDD.txt' (where YYYYMMDD is the most recent date available)

[sharpie]

I sent the trace file as requested, but problem solved....

When I cancelled my BarChart subscription I did not change the IB connection to reflect that IB backup data feed should be set to "none".

Sorry for not realizing that sooner.

[NinjaTrader_Kyle]

Hi sharpie,

I'm glad to hear that you identified and resolved this issue!
Please let us know if anything else comes up.
Have a great day!