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Historical backfill while using External Data Feed
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Historical backfill while using External Data Feed

  #1 (permalink)
Trading Apprentice
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Historical backfill while using External Data Feed

I am working on a utility that is using the External Data Feed (EDF) of NT7 to push last / bid / ask quotes for Indian stock exchanges. No issues there. For backfill, files are generated for import via Historical Data Manager.

The problem is that the import sometimes aborts. The error message is not helpful (the message area is blank, with the caption as "The process cannot access the file 'C:\Users\...'). This error only occurs if importing while the data feed is active, and it does not occur if the EDF is disconnected. There is a message in the Control Center's status bar: "Aborting. Please wait...", but it does not abort. Also, I've not encountered the error if importing historical data one file at a time; it is only when a bunch of files are selected.

NT forum support appears to indicate that it is an external problem. If anyone has experience of something similar, would appreciate inputs.

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  #2 (permalink)
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Without the code of the external data feed, impossible to find anything. An access problem can be generated by a lock on the file. But really not enough details to help...

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  #3 (permalink)
Trading Apprentice
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sam028 View Post
Without the code of the external data feed, impossible to find anything. An access problem can be generated by a lock on the file. But really not enough details to help...

I'm aware that details are sparse; but if somebody has encountered similar it would be a step forward.

Just to summarize, import works if the External Data Feed is disconnected. So far no issues detected in import if the EDF is connected, but market has closed / no data being fed. The error occurs sometimes when importing during live market feed.

If it helps, the discussion with NT support a couple of week back is at:
ninjatrader .com /support/forum/showthread.php?t=59650

Have let the matter rest since then; but plan to take it up again. I'm certain the matter is not with the import file lock or access. To illustrate, import with live feed, error occurs, disconnect EDF (nothing else changed), import again, no error. Or with reversed order: EDF disconnected, import, success, connect EDF, import, error.


Last edited by yusi; August 3rd, 2013 at 11:46 PM.
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