Connection to NinjaTrader historical tick data limitations?

Created at 28 Aug 2021, 09:13
How’s your experience with the cTrader Platform?
Your feedback is crucial to cTrader's development. Please take a few seconds to share your opinion and help us improve your trading experience. Thanks!
NI

nickthgiav

Joined 05.01.2020

Connection to NinjaTrader historical tick data limitations?
28 Aug 2021, 09:13


Hi,

I have created a connection with NinjaTrader using a Spotware Demo “netting” account.

It is working without problems for “minute” data (@EURUSD).

When I try to load tick data of more than one or two days back there is a disconnect/reconnect and tick data not loading.

On NinjaTrader trace file there is following exception:

2021-08-24 09:18:33:922 Cbi.Instrument.RequestBars (to Provider): instrument='@EURUSD' from='8/20/2021 12:00:00 AM' to='8/24/2021 11:59:59 PM' period='1 Tick'

2021-08-24 09:18:36:018 (cTrader (Beta)_Spotware_Netting) CTrader.Adapter.InitializeConnection1 exception='Message length 1258627 is out of range (0 – 1000000)'

NinjaTrader support suggested to contact you to find out if the limitation on historical data is as intended to be?

 


@nickthgiav
Replies

PanagiotisCharalampous
30 Aug 2021, 08:16

Hi nickthgiav,

There is no limitation in historical data but there is a limitation in how much data can be retrieved in one single request. If the requested data exceeds this limitation, then it should be requested over multiple requests. This is something the NinjaTrader team needs to handle on their side.

Best Regards,

Panagiotis 

Join us on Telegram and Facebook


@PanagiotisCharalampous

nickthgiav
30 Aug 2021, 12:19

RE: Connection to NinjaTrader historical tick data limitations?

PanagiotisCharalampous said:

Hi nickthgiav,

There is no limitation in historical data but there is a limitation in how much data can be retrieved in one single request. If the requested data exceeds this limitation, then it should be requested over multiple requests. This is something the NinjaTrader team needs to handle on their side.

Best Regards,

Panagiotis 

Join us on Telegram and Facebook

Hi Panagiotis

Thank you for your prompt response.

For your information, I passed your reply to NinjaTrader team.

Unfortunately they do not show any interest to handle this.

Best regards,

Nicholas


@nickthgiav