Multiple Brokers Data

[DavidHP]

Greetings,

I just noticed a problem or something I misunderstood?

I use the multiple broker version of NT7.
In NT6.5 when I connect to the Zenfire broker, the data feeds the futures charts I have on the workspace. Then I connect to Interactive Brokers data feed and the Eur/USD and other exchanges receive their data.

In NT7 I try to do the same thing and it does not work that way.
i.e. I open a workspace with 6E Euro Futures and connect to my primary data feed (Zenfire).
The data for 6E populates. There are also two charts on the workspace with the NIFTY50 symbol. Those charts do not populate since Zenfire does not offer that data.

Then I connect to Interactive Brokers to get the NIFTY50 data. Once connected, the data for the NIFTY never populates.

I can disconnect from both data feeds and start Interactive first and the NIFTY data populates and then I can connect to Zenfire. (However, Zenfire is the market I want to trade and it is now not the primary feed and is not populating the 6E charts).

Is this a glitch or am I doing something incorrectly?

Thanks,



I am still having issues with the send mail from NT7.

[NinjaTrader_Josh]

DavidHP,

Was unable to reproduce. Please try with a completely fresh workspace. 1 chart of ES 03-10 and another chart of like KO or something like that. Connect Zen, ES chart updates, connect IB, KO chart now updates too.

Unfortunately SendMail does not necessarily work for all users under all network setups.

[DavidHP]

I tried that. No change.

I also reset the database several times.
No change.

I upgraded to 7.8 and the issue is the same.

Also, now many times when I start, several charts are not loading data. They just stay with the message. Loading data...

If I load a backup copy of the workspace it different charts do the same things. None of the charts ever load completely. Then when I connect to zenfire, the charts refresh and different ones sit there with Loading data...

Should I downgrade to 7.6?

Thanks

[NinjaTrader_Josh]

DavidHP,

Please try keeping things simple, just two charts with no indicators and nothing else; one for your futures and one for your stock. Connect to Zen and you should see your futures chart update then connect to IB and your stock chart will also start updating.

Please clarify if this exact setup works or not.

[Harry]

NT 7.0.0.17

Currently connected to KineTick (first) and Interactive Brokers (second).

For the current contract ES 09-10 there is intraday data retrieved from Kinetick, but daily data is not available. My understanding is that the daily data would then be loaded from my second connection, which is Interactive Brokers.

But nothing happens, my daily chart remains empty.

What am I doing wrong?

[NinjaTrader_Brett]

Hello,

Are you using the beta Kenitick or the Free Kentick EOD connection?

Daily data is available with the full connection to Kenitick. It requires changing your merge settings however.

Goto Control Center->Tools->Options->Data Tab and set Merge Policy to DoNotMerge.

You should now be able to pull up a daily chart.

Also, Since you are connected to Kenitick and it supports all instruments type a request for live data will always go to kinetick and will not fall back to IB to pull up daily data since the first connection supports it.

Let me know if I can be of further assistance.

[Harry]

Using Kinetick Beta with Intraday Data.

Actually it loads daily data now. The problem is that the default setting for daily charts is 365 days. My daily chart calls for 365 and my indicators call for 300 bars of daily data.

Kinetick currently only offers about 180 days of daily data.

-> when setting the DataSeries to 180 days data is loaded
-> when setting the DataSeries to 365 days getting an error

Error Message: Error on loading chart data for ES 09-09 Globex. Unable to load historicla data: unknown instrument

180 days of daily data is not sufficient.

[NinjaTrader_Brett]

Hello,

Kinetick offers more back then that. On the ES I was able to go back to 1997.

This means that you are using the IB data for daily data as this is what is available from IB. Disconnect from IB and then connect to Kinetick first and then IB.

Also make sure your using the ES ##-## contract when requesting the database or change the MergePolicy to DoNotMerge as I discussed in my previous post.

Let me know if that does the trick for you.

[Harry]

Hi Brett, thanks for answering.

(1) If I want to display ES ##-##, I can use whatever merge policy I want, because the merge policy has no impact on the continuous contract. ES ##-## from Kinetick is not backadjusted, so I cannot use it for my purposes.

(2) Kinetick provides only the three contract months ES 09-10, ES 06-10 and ES 03-10 of daily data. With merge policy MergeBackAdjusted this goes back to rollover date for ES 03-10 (mid-December). This allows me to build a 180 day chart, which is backadjusted via the offsets.

(3) I also use the merge backadjusted data on intraday charts for various indicators. These do search for daily data for the same instrument (ES 09-10 and not ES ##-##), but again only get data that goes back to mid-decembre. Some of my indicators require at least 300 days of daily data, and Kinetick does not offer this currently.

(4) My only solution is to first connect to Interactive Brokers and load the daily data for expired contracts from there. Then I can connect to Kinetick to extend this data with the data from the current contract.

Suggestion:

Daily data is not expensive and does not take much space on your server (as opposed to tick data). It would be very nice to have a backlog for the most liquid futures contracts of a couple of years. A continous contract does not do the trick, because

- it can not be backadjusted the way you need it
- it cannot be easily called from intraday charts, because it is a different symbol

Meanwhile I have to use my Interactive Brokers data to achieve this.

Originally Posted by NinjaTrader_Brett

Hello,

Kinetick offers more back then that. On the ES I was able to go back to 1997.

This means that you are using the IB data for daily data as this is what is available from IB. Disconnect from IB and then connect to Kinetick first and then IB.

Also make sure your using the ES ##-## contract when requesting the database or change the MergePolicy to DoNotMerge as I discussed in my previous post.

Let me know if that does the trick for you.

[NinjaTrader_Brett]

Hello,

Thanks for your feedback.

I will send this info development.

Thanks You.

[NinjaTrader_Josh]

Harry,

Unfortunately this is simply the limitation of the data available for Kinetick.

[Harry]

Will the data on the server be cumulated or will old contracts drop out?

[NinjaTrader_Ray]

Harry,

The Kinetick technology provider is Telvent DTN. Historically, they have dropped the expired contracts. We have asked them to persist this data going forward and they have agreed in principal to do this although I am not sure when this will start.