Attention!

Pete S · 11-12-2007, 01:16 PM

I had to stop using 6.5 today. While running 3 strategies, one of the strategies would not be run. This behavior was inconsistent; it was not always the same symbol which would not run. The strategy would have the historical data fed to it, but OnBarUpdate would never be called with the real time data. I verified this by printing the value of Historical at the very beginning of OnBarUpdate. This appears to be working fine in 6.0. I was using Nasdaq symbols through the IQFeed adapter against the simulation account, using bars from 1 to 10 minutes. I don't have specific steps to reproduce but it occurred very frequently using the combination above, hopefully you will be able to reproduce.

NinjaTrader_Dierk · 11-12-2007, 01:20 PM

No issue here.
- Please check your logs.
- can you reproduce with SampleMaCrossOver?

Pete S · 11-12-2007, 01:26 PM

I do see this entry in the log.xxx.txt file for the exact symbols I was having an issue with:

11/12/2007 1:16:25 PM|3|4|Cbi.MarketData.StartNow: exception caught: Item has already been added. Key in dictionary: 'ATHR' Key being added: 'ATHR'

What does this mean?

NinjaTrader_Dierk · 11-12-2007, 01:29 PM

Which provider are you subscribed to?

Pete S · 11-12-2007, 01:30 PM

IQFeed. I've only been on it for the past 2 days so I'm not incredibly familiar with how it works.

NinjaTrader_Dierk · 11-12-2007, 01:53 PM

Hmm ... could it be that you have multiple instruments with the same IQFeed mapping ATHR and you subscribe to them simultaneously?

This would screw up the IQFeed adapter. I will change the code the cover that in the IQFeed adapter. This code change will be available with next update.

Pete S · 11-12-2007, 02:34 PM

I very seriously doubt that is the case, it's a new DB and I have added a few new symbols by hand. Also -- if I restart NT, the same symbol will work and a different one will fail. Is there any more information I can give to help figure out what's going on?

NinjaTrader_Dierk · 11-13-2007, 12:16 AM

I suggest retrying after next update.

Pete S · 11-15-2007, 08:14 AM

I am now seeing this on 6.0 as well. I am sure this is related to the open ticket I have with support.

NinjaTrader_Dierk · 11-15-2007, 08:19 AM

Please retry after next 6.5 update.

Pete S · 11-20-2007, 07:41 AM

I don't know if this is related or not, but I also see this message in the log tab occasionally:

Dtn.Adapter.MessageLoopLookup.Xml: Data at the root level is invalid. Line 1, Position 1

Just FYI.

NinjaTrader_Dierk · 11-20-2007, 07:45 AM

This likely is not related.

Pete S · 11-30-2007, 05:44 AM

I did not see this issue with beta 4 yesterday. To test, I ran with a couple of the symbols I could not trade with on beta 3.

NinjaTrader_Dierk · 11-30-2007, 05:46 AM

Thanks for feedback.

11-12-2007, 01:16 PM	#1
Pete S Senior Member Join Date: Jul 2007 Location: Fairfax, VA Posts: 216 Thanks: 0 Thanked 0 times in 0 posts	Strategies not being run I had to stop using 6.5 today. While running 3 strategies, one of the strategies would not be run. This behavior was inconsistent; it was not always the same symbol which would not run. The strategy would have the historical data fed to it, but OnBarUpdate would never be called with the real time data. I verified this by printing the value of Historical at the very beginning of OnBarUpdate. This appears to be working fine in 6.0. I was using Nasdaq symbols through the IQFeed adapter against the simulation account, using bars from 1 to 10 minutes. I don't have specific steps to reproduce but it occurred very frequently using the combination above, hopefully you will be able to reproduce.
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11-12-2007, 01:20 PM	#2
NinjaTrader_Dierk Administrator Join Date: Mar 2005 Location: Bamberg, Germany Posts: 9,994 Thanks: 0 Thanked 6 times in 6 posts	No issue here. - Please check your logs. - can you reproduce with SampleMaCrossOver? Dierk NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
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11-12-2007, 01:26 PM	#3
Pete S Senior Member Join Date: Jul 2007 Location: Fairfax, VA Posts: 216 Thanks: 0 Thanked 0 times in 0 posts	I do see this entry in the log.xxx.txt file for the exact symbols I was having an issue with: 11/12/2007 1:16:25 PM\|3\|4\|Cbi.MarketData.StartNow: exception caught: Item has already been added. Key in dictionary: 'ATHR' Key being added: 'ATHR' What does this mean?
	Facebook Twitter YouTube

11-12-2007, 01:29 PM	#4
NinjaTrader_Dierk Administrator Join Date: Mar 2005 Location: Bamberg, Germany Posts: 9,994 Thanks: 0 Thanked 6 times in 6 posts	Which provider are you subscribed to? Dierk NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
	Facebook Twitter YouTube

11-12-2007, 01:30 PM	#5
Pete S Senior Member Join Date: Jul 2007 Location: Fairfax, VA Posts: 216 Thanks: 0 Thanked 0 times in 0 posts	IQFeed. I've only been on it for the past 2 days so I'm not incredibly familiar with how it works.
	Facebook Twitter YouTube

11-12-2007, 01:53 PM	#6
NinjaTrader_Dierk Administrator Join Date: Mar 2005 Location: Bamberg, Germany Posts: 9,994 Thanks: 0 Thanked 6 times in 6 posts	Hmm ... could it be that you have multiple instruments with the same IQFeed mapping ATHR and you subscribe to them simultaneously? This would screw up the IQFeed adapter. I will change the code the cover that in the IQFeed adapter. This code change will be available with next update. Dierk NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
	Facebook Twitter YouTube

11-12-2007, 02:34 PM	#7
Pete S Senior Member Join Date: Jul 2007 Location: Fairfax, VA Posts: 216 Thanks: 0 Thanked 0 times in 0 posts	I very seriously doubt that is the case, it's a new DB and I have added a few new symbols by hand. Also -- if I restart NT, the same symbol will work and a different one will fail. Is there any more information I can give to help figure out what's going on?
	Facebook Twitter YouTube

11-13-2007, 12:16 AM	#8
NinjaTrader_Dierk Administrator Join Date: Mar 2005 Location: Bamberg, Germany Posts: 9,994 Thanks: 0 Thanked 6 times in 6 posts	I suggest retrying after next update. Dierk NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
	Facebook Twitter YouTube

11-15-2007, 08:14 AM	#9
Pete S Senior Member Join Date: Jul 2007 Location: Fairfax, VA Posts: 216 Thanks: 0 Thanked 0 times in 0 posts	I am now seeing this on 6.0 as well. I am sure this is related to the open ticket I have with support.
	Facebook Twitter YouTube

11-15-2007, 08:19 AM	#10
NinjaTrader_Dierk Administrator Join Date: Mar 2005 Location: Bamberg, Germany Posts: 9,994 Thanks: 0 Thanked 6 times in 6 posts	Please retry after next 6.5 update. Dierk NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
	Facebook Twitter YouTube

11-20-2007, 07:41 AM	#11
Pete S Senior Member Join Date: Jul 2007 Location: Fairfax, VA Posts: 216 Thanks: 0 Thanked 0 times in 0 posts	I don't know if this is related or not, but I also see this message in the log tab occasionally: Dtn.Adapter.MessageLoopLookup.Xml: Data at the root level is invalid. Line 1, Position 1 Just FYI.
	Facebook Twitter YouTube

11-20-2007, 07:45 AM	#12
NinjaTrader_Dierk Administrator Join Date: Mar 2005 Location: Bamberg, Germany Posts: 9,994 Thanks: 0 Thanked 6 times in 6 posts	This likely is not related. Dierk NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
	Facebook Twitter YouTube

11-30-2007, 05:44 AM	#13
Pete S Senior Member Join Date: Jul 2007 Location: Fairfax, VA Posts: 216 Thanks: 0 Thanked 0 times in 0 posts	I did not see this issue with beta 4 yesterday. To test, I ran with a couple of the symbols I could not trade with on beta 3.
	Facebook Twitter YouTube

11-30-2007, 05:46 AM	#14
NinjaTrader_Dierk Administrator Join Date: Mar 2005 Location: Bamberg, Germany Posts: 9,994 Thanks: 0 Thanked 6 times in 6 posts	Thanks for feedback. Dierk NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
	Facebook Twitter YouTube

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