Historical data saved in which low volume instruments?

[LG]

I have been having trouble getting inconsistent data for charts in some commodity futures that I am looking at for the first time (example: DX, CT, LE plus others). I use Mirus/ZenFire.

Broker says that the problem is that NT servers don't store historical data for some low-volume instruments. The only way data for these will be stored is in my own computer. This seems consistent with my experience. Is there a list somewhere of the instruments for which NT will or won't store historical data?

[NinjaTrader_RyanO]

Hi LG,

Thank you for your post.

Unfortunately, I am unaware of any type of list that details which instruments have historical data. It is more of creating a chart, and if you get a message that the instrument is not supported then it means that historical data is not available. If you do not get that message then there should be data.

If you let us know which instruments you are charting, or in particular curious about I can test this issue further.

[LG]

Here are the instruments I am concerned with:
DX, CT, KC, SB, CC

LE, HE, 6A, 6B, 6C, 6E, 6J, 6S

ZC, ZW, ZS, ZM, ZL, ZB, ZN


Edit: I am using NT7 beta 16, not sure whether that makes a difference.

[NinjaTrader_RyanO]

LG,

In testing all of those instruments the only ones that do not have historical data supported are HE, CT, KC, LE and SB. The others I was able to chart with historical data without any issue.

[LG]

Probably the reason you were able to chart them was because your computer has stored the data and therefore you have it. Second possibility is that I have some problem with the settings for my Merge Policy (I know this is an issue, but not the details about how to set it--right now it is set to default "UseGlobalSettings") because as soon as I click Reload Historical Data all the data disappears. Help?

Edit: try it with ZN to see what I mean

[NinjaTrader_RyanO]

LG,

Most of those contracts I have not charted before, and only on the ones I mentioned did I get the error message stating that they are not supported.

With the Merge Policy please set it to DoNotMerge and then try to create a chart.

[LG]

Okay, that worked with ZN. I'll set all the rest to DoNotMerge and I hope that will work. Thx for your help.

[LG]

Seems to be working just as you said. Only difference is that there is no message on the ones that don't have historical data (CT, KC, HE, LE, SB). The charts comes up, and doesn't show the data except for the current tick, which can be almost invisible. An error message would be a lot of help in solving the user confusion -- the error message seems to be there in NT6.5, just not in NT7.

(I'm using NT7b.16)

[NinjaTrader_RyanO]

LG,

I tested the historical data on 6.5 but realized when you mentioned the merge policy that you were using 7. I tested those same instruments with NinjaTrader 7 and do not see that error message.

I have forwarded that the message be included again to development.