NexusFi: Find Your Edge


Home Menu

 





Historical backfill while using External Data Feed


Discussion in NinjaTrader

Updated
    1. trending_up 2,047 views
    2. thumb_up 1 thanks given
    3. group 2 followers
    1. forum 2 posts
    2. attach_file 1 attachments




 
Search this Thread
  #1 (permalink)
yusi
Kolkata
 
Posts: 2 since Jul 2013
Thanks Given: 2
Thanks Received: 0

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.

Attached Thumbnails
Click image for larger version

Name:	ImportError.png
Views:	155
Size:	7.3 KB
ID:	120253  
Reply With Quote

Can you help answer these questions
from other members on NexusFi?
tick data interval discrepancy
NinjaTrader
Radarscreen
TradeStation
Help re translation of ninjascript to EL
NinjaTrader
Forcing plots to disappear/reappear?
NinjaTrader
MC Advanced Simulated Trading.
MultiCharts
 
Best Threads (Most Thanked)
in the last 7 days on NexusFi
ApexTraderFunding.com experience and review
74 thanks
HumbleTraders next chapter
51 thanks
Winning attitudes create winning traders
39 thanks
Just another trading journal: PA, Wyckoff & Trends
36 thanks
Topstep experience and review
33 thanks
  #2 (permalink)
 
sam028's Avatar
 sam028 
Site Moderator
 
Posts: 3,765 since Jun 2009
Thanks Given: 3,825
Thanks Received: 4,629

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...

Success requires no deodorant! (Sun Tzu)
Follow me on Twitter Reply With Quote
Thanked by:
  #3 (permalink)
yusi
Kolkata
 
Posts: 2 since Jul 2013
Thanks Given: 2
Thanks Received: 0



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.

Reply With Quote




Last Updated on August 3, 2013


© 2024 NexusFi™, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
All information is for educational use only and is not investment advice. There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Privacy Policy - Downloads - Top
no new posts