Updating IB data on Saturday causes a mess

[Harry]

NT 7.0.0.18

Updating data from Interactive Brokers usually works without problem. However on Saturday morning, NinjaTrader cannot correctly interpret the data and causes a huge mess:

Data downloaded via Historical Data Manager, default node selected, data downloaded
for 23.07. to 24.07. Inexistant data (outside session times was also downloaded and displayed in the data base).

Shown below five screenshots, as I am not allowed About half of my futures contracts are completely messed up. The charts display exactly, what I found in the database.

ES at 112.75 looks really cheap...

[Harry]

Below daily chart of ES:

Compare data with the months indicated below. Cannot be! NinjaTrader really needs to improve reliabiliity. This is not acceptable at all.

Explanation: I only downloaded the the last month 09-10 via the historical data manager, as my other data was already complete. When the data of 09-10 met the chart (which was open) NInja Trader destroyed also some of the data of the prior contracts, as the open chart caused some reloading.

This data from January 1 to March 1 is now missing in the data base. So an incomplete chart with some months missing is displayed.

It is really a pain.

[NinjaTrader_Ray]

Harry,

Josh will follow up your report on Monday.

[NinjaTrader_Josh]

Harry,

I can confirm there is some Download tab issues when the PC date is a Saturday. I however did not run into issues with the weird prices. What I found to work better is to expand the download to be of the full week instead of just 7/23 to 7/24. I had better downloads doing something like 7/21 to 7/24 instead.

Unfortunately I could not get the daily chart issue to reproduce. What exact steps did you do on this one? I did downloading of ES 09-10 for daily, last data from 7/1/2010 to 7/24/2010 on Saturday.

[Harry]

Hi Josh,

thanks for checking into this.

Actually I only wanted to update data for 7/23, but I did not change the end date for the download. Of course, if I know there is a problem, I can change the end date, and it will be fine.

I downloaded my complete default list at once. Also I had my default workspace open with a couple of intraday charts and one daily chart for ES. The intraday charts had pivots indicators in DailyBars mode.

So at some stage the Historical Data Manager downloaded data for ES. When this happend the intraday charts were reloaded. As the intraday charts had pivot indicators, this triggered the loading of daily data as well. Now the daily data loading started from the charts and the intraday data loading from the Historical Data Manager created an unlucky interference, which in turn caused the mess.

If do not want to run into trouble, I need to
- close all workspaces prior to data loading
- change the end date from Saturday to Friday
- load the data
- reload the workspaces

I will get along with it, if I know there is a problem on Saturdays, but it is another nuisance.

Originally Posted by NinjaTrader_Josh

Harry,

I can confirm there is some Download tab issues when the PC date is a Saturday. I however did not run into issues with the weird prices. What I found to work better is to expand the download to be of the full week instead of just 7/23 to 7/24. I had better downloads doing something like 7/21 to 7/24 instead.

Unfortunately I could not get the daily chart issue to reproduce. What exact steps did you do on this one? I did downloading of ES 09-10 for daily, last data from 7/1/2010 to 7/24/2010 on Saturday.

[NinjaTrader_Josh]

Harry,

There seems to be an issue on Saturdays which we are looking into.

[NinjaTrader_Josh]

Harry,

I just tried again this Saturday, but experienced no issues with bad data downloading from chart, downloading from Historical Data Manager, reloading from chart, reloading from Historical Data Manager. Can you confirm this is working since you've updated to TWS 906? Thanks.

[Harry]

No issues today with NT 7.0.0.19 and TWS 906. Was loading correctly !