IB Datafeed does not load the locally saved data for expired

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2haerim
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IB Datafeed does not load the locally saved data for expired

Postby 2haerim » 04 Jul 2008

MC was plotting NKU08 initially.
QM had data for NKM08 ranging from 20080314 to 20080612.
I changed the symbol from NKU08 to NKM08, and also changed the data range as 20080314~20080612 to plot expired symbol.

MC only plotted for 20080612 only even though QM had all the data locally. So, I had to Ctrl+R to reload and it plots all the range.

This is repeatable and seems to be a bug.

Attached is the workspace I used when this bug shows up.

And below is the log from QM's Event log.

[07/05/2008 09:03:06] Establishing connection to TWS: Datafeed Version= 1.0.1353.400, TWS Version= 8822, JTS Path= C:\Jts, JTS FileName= C:\Jts\jts.jar
[07/05/2008 09:03:06] Connecting to TWS... Host= 127.0.0.1, HostIP= 127.0.0.1, Port= 7496, ClientID= 16127
[07/05/2008 09:03:06] Connection is OK.
[07/05/2008 09:03:06] Connecting to real-time data for NKU08
[07/05/2008 09:03:06] TWS warning message: Id= -1; Code= 2104; Description= Market data farm connection is OK:hkfarm
[07/05/2008 09:03:06] TWS warning message: Id= -1; Code= 2104; Description= Market data farm connection is OK:usfuture
[07/05/2008 09:04:11] Connecting to real-time data for NKM08
[07/05/2008 09:04:11] Data request for 1 Day Trade [ 06/12/2008 00:00:00 - 06/16/2008 00:00:00 ] (Id= 1000001)
[07/05/2008 09:04:12] TWS error message: Id= 2; Code= 200; Description= No security definition has been found for the request
[07/05/2008 09:04:12] No security definition has been found: Symbol= NKM08;Trade;SGX;FUT;JPY;
[07/05/2008 09:04:15] TWS warning message: Id= -1; Code= 2106; Description= HMDS data farm connection is OK:ushmds2a
[07/05/2008 09:04:15] TWS informational message: Id= 1000001; Code= 165; Description= Historical Market Data Service query message:HMDS server connection was successful.
[07/05/2008 09:04:16] TWS warning message: Id= -1; Code= 2106; Description= HMDS data farm connection is OK:hkhmds2
[07/05/2008 09:04:18] Data request for 1 Day Trade [ 06/12/2008 23:45:00 - 07/04/2008 11:05:00 ] (Id= 1000002)
[07/05/2008 09:11:15] TWS warning message: Id= -1; Code= 2107; Description= HMDS data farm connection is inactive but should be available upon demand.ushmds2a
[07/05/2008 09:11:17] TWS warning message: Id= -1; Code= 2107; Description= HMDS data farm connection is inactive but should be available upon demand.hkhmds2

Please check.
Attachments
IB_History(M+D).wsp
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Marina Pashkova
Posts: 2758
Joined: 27 Jul 2007

Re: IB Datafeed does not load the locally saved data for exp

Postby Marina Pashkova » 09 Jul 2008

MC was plotting NKU08 initially.
QM had data for NKM08 ranging from 20080314 to 20080612.
I changed the symbol from NKU08 to NKM08, and also changed the data range as 20080314~20080612 to plot expired symbol.

MC only plotted for 20080612 only even though QM had all the data locally. So, I had to Ctrl+R to reload and it plots all the range.

This is repeatable and seems to be a bug.

Attached is the workspace I used when this bug shows up.

And below is the log from QM's Event log.

[07/05/2008 09:03:06] Establishing connection to TWS: Datafeed Version= 1.0.1353.400, TWS Version= 8822, JTS Path= C:\Jts, JTS FileName= C:\Jts\jts.jar
[07/05/2008 09:03:06] Connecting to TWS... Host= 127.0.0.1, HostIP= 127.0.0.1, Port= 7496, ClientID= 16127
[07/05/2008 09:03:06] Connection is OK.
[07/05/2008 09:03:06] Connecting to real-time data for NKU08
[07/05/2008 09:03:06] TWS warning message: Id= -1; Code= 2104; Description= Market data farm connection is OK:hkfarm
[07/05/2008 09:03:06] TWS warning message: Id= -1; Code= 2104; Description= Market data farm connection is OK:usfuture
[07/05/2008 09:04:11] Connecting to real-time data for NKM08
[07/05/2008 09:04:11] Data request for 1 Day Trade [ 06/12/2008 00:00:00 - 06/16/2008 00:00:00 ] (Id= 1000001)
[07/05/2008 09:04:12] TWS error message: Id= 2; Code= 200; Description= No security definition has been found for the request
[07/05/2008 09:04:12] No security definition has been found: Symbol= NKM08;Trade;SGX;FUT;JPY;
[07/05/2008 09:04:15] TWS warning message: Id= -1; Code= 2106; Description= HMDS data farm connection is OK:ushmds2a
[07/05/2008 09:04:15] TWS informational message: Id= 1000001; Code= 165; Description= Historical Market Data Service query message:HMDS server connection was successful.
[07/05/2008 09:04:16] TWS warning message: Id= -1; Code= 2106; Description= HMDS data farm connection is OK:hkhmds2
[07/05/2008 09:04:18] Data request for 1 Day Trade [ 06/12/2008 23:45:00 - 07/04/2008 11:05:00 ] (Id= 1000002)
[07/05/2008 09:11:15] TWS warning message: Id= -1; Code= 2107; Description= HMDS data farm connection is inactive but should be available upon demand.ushmds2a
[07/05/2008 09:11:17] TWS warning message: Id= -1; Code= 2107; Description= HMDS data farm connection is inactive but should be available upon demand.hkhmds2

Please check.


HaeRim,

When you changed the symbol name, did you change its description as well?

2haerim
Posts: 502
Joined: 01 Sep 2006
Been thanked: 2 times

Postby 2haerim » 09 Jul 2008

As usual, I just changed symbol from NKU08 to NKM08 via format symbol dialog.

What do you mean that I have to change description too?

Have you tried this yourself and did it load all the locally saved data when changing symbol name from NKU08 to NKM08 via format symbol dialog?

2haerim
Posts: 502
Joined: 01 Sep 2006
Been thanked: 2 times

Postby 2haerim » 09 Jul 2008

I tried the same testing now, and it seems that switching from NKU08 to NKM08 works ok. I am sure it didn't work and were repeatable when I first posted, but it is not now.

So I will have to withdraw this report until I can reproduce it next time.

Sorry folks.

User avatar
Marina Pashkova
Posts: 2758
Joined: 27 Jul 2007

Postby Marina Pashkova » 11 Jul 2008

Hi HaeRim,

I'm glad the issue was resolved.

Regards.


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