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Missing price information NT8 w. Continuum datafeed


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Missing price information NT8 w. Continuum datafeed

  #1 (permalink)
 Mttzern 
Buskerud Norway
 
Experience: Intermediate
Platform: NinjaTrader,IBKR,Amibrok
Broker: Broker: IBKR
Trading: CL
Posts: 3 since Jan 2019
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Been struggling with this issue from time to time ever since I switched to the NT platform about a year ago.

I have been in contact with NT-support on multiple occasions in regards to the problem, but still missing a viable solution.

The missing price information and "ghost bars" only occurs when using tick replay on time based charts.

The overall experience doesn't exactly leave one with a high degree of faith in the delivered product.

Am I the only one having this issue (as it sounds like when one corresponds with their support)?
Anyhow, any clever ideas on what might be causing this issue?




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  #2 (permalink)
 
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 WoodyFox 
Columbus, Ohio
 
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Just a thought... Is it maybe your Equidistant bar spacing. Check this by right clicking on the chart and going to properties?

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  #3 (permalink)
 Mttzern 
Buskerud Norway
 
Experience: Intermediate
Platform: NinjaTrader,IBKR,Amibrok
Broker: Broker: IBKR
Trading: CL
Posts: 3 since Jan 2019
Thanks Given: 3
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You know what, this actually made the lost bars appear.

In addition to unchecking the "Equidistant bar spacing" I also had to add one extra day of "Days to load" in the Data Series.. menu.
It is like the memory is being compromised, and that it needs atleast one "fresh" day not previously loaded to the memory in order to restore.

I have sent a update to NT support in regards to the progress. I will update this thread with their response.

Cheers!

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  #4 (permalink)
userque
Chicago IL
 
Posts: 180 since Apr 2016
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Restarting NT daily may help, if you don't already do so.

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  #5 (permalink)
 Mttzern 
Buskerud Norway
 
Experience: Intermediate
Platform: NinjaTrader,IBKR,Amibrok
Broker: Broker: IBKR
Trading: CL
Posts: 3 since Jan 2019
Thanks Given: 3
Thanks Received: 0

Yes, the platform (computer) is restarted om a daily basis.

The solution in regards to the Equidistant bar spacing didn't last very long, as the missing bars in combination with the accumulated/big-bars was back the very next day. I tried to repeat the Equidistant bar spacing-process by switching it on/off but it did not make any difference (as feared).

Since then I have had a teamviewer call with NT-support. After some back and forth (deleting and re-installing the platform, etc) they (NT-support) actually were able to recreate the issue in regards to the missing bars at their end as well.
Explanation: Incomplete price information delivered by the dataprovider.

As for the "big bars" (which was not present after the re-installation) we agreed that I were to continue to use this "fresh" database, and to be aware of which of my previously used indicators that were loaded into the new platform, looking for a possible connection between certain indicators and the unexplainable error.

In fact, I have not loaded any of my previously used indicators into this new platform. Instead, I have used this as an opportunity for a long awaited rewriting/clean up(from scratch) of my indicators. But lo and behold, both problems (missing and "big" bars) have now begun to reoccur....

Being that this is a fresh installation, containing no 3rd party AddOn or custom BarsTypes it just boggles my mind that this is a error that applies only to me...

Anyways, with my now total disbelief in the datastream I have made a indicator that compares price-series and locates holes/mismatching data between the two compared series.

I would appreciate anyone taking their time to run this test and offer me their feedback of the outcome.
I have tried to make it as easy to use as possible.
If not for anything the indicator is open source and gives you a template for how to work with stream read/writer, Classes, Lists, and Dictionaries.

How to use the indicator:
///This indicator compares Price series without Tick replay, to timeseries with Tick replay, searching for discrepancies between the two.
///Open two 5 min charts with the same amount of days loaded (say 50-100 days, but you can load as few or many days as you want),
///set the 1st chart to Calculate.OnEachTick and Tick replay disabled, on the 2nd chart enable Tick replay.
///Open NinjaScript Output window, then apply this indicator to both charts simultaneously before changing any of the Indicators Properties.
///Follow further instructions on the OutPut window.

Attached is the outcome of my test ran earlier today on CL 04-21.

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Last Updated on March 4, 2021


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