Please note that while the message is displayed, you can still continue using the program (once you acknowledge by clicking OK).
It is a typical problem in NinjaTrader7 when custom bar types are used.
The method provided below may help you solve the cache message problem:
First shut down NinjaTrader and delete the db-->cache folder.
You can find the folder at the following location: C:\-->Users-->*Windows user account*-->Documents-->NinjaTrader 7-->db-->cache
Next, start NinjaTrader and check if the error persists (it should not).
The cache folder is used to quickly load data in charts - the actual data is saved in the tick, minute and day folders.
Due to this fact, the first time you load chart data after deleting the db-->cache folder, it will take a little longer to load than usual, but once all data is loaded, it will reload data quickly once again.