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#1 |
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Member
Join Date: Nov 2006
Location: , ,
Posts: 89
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My ##-## contracts (for example ES ##-##) is not updating on Zen-Fire. Is that expected? When I right-click and do a "reload all historical data" then the charts are updated - which means that it should be available to update in real time - right
Regards Verge |
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#2 |
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NinjaTrader Customer Service
Join Date: Aug 2007
Location: Breda, Netherlands
Posts: 11,327
Thanks: 92
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Hello Verge,
Unfortunately, real-time data for continuous contracts (##-##) is not supported with Zen-Fire. You will load historical data when creating a chart, but you will not receive real-time data. That is why data is loaded when reloading historical data. You will need to use the ES 09-11. Please note that NinjaTrader can automatically merge data for multiple expiries in charts as long as 'Merge policy' is enabled. Please go to Control Center-->Tools-->Instrument Manager, highlight the ES and click Edit. Make sure 'Merge policy' is enabled.
Jason
NinjaTrader Customer Service |
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#3 |
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Member
Join Date: Nov 2008
Posts: 72
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I have an ES ##-## file that is missing a few months data, how do I get this updated? I have tried switching on the merge policy and reloading all instruments, but when going into historical data manager editor the data has not updated in the ES ##-## file.
Regards and thx |
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#4 |
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NinjaTrader Customer Service
Join Date: Aug 2007
Location: Breda, Netherlands
Posts: 11,327
Thanks: 92
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Hello everington_f,
Can you please tell me to what connectivity provider you connect in NinjaTrader. Please set Merge policy to DoNotMerge when using the ##-## expiry month. No need to merge individual contract months since you request continuous data. What happens if you just create a chart for the ES ##-##. Does it load the missing data?
Jason
NinjaTrader Customer Service |
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#5 |
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Member
Join Date: Nov 2008
Posts: 72
Thanks: 9
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Connectivity is Interactive Brokers. It does not load the missing data... am checking options again.
When loading the ES ##-## chart when connected to IB I get the message "Error on loading chart data for ES ##-## Globex IB Error in requesting historical data from IB. NO security definition has been found for the request (200)
Last edited by everington_f; 04-30-2012 at 06:13 AM.
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#6 |
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NinjaTrader Customer Service
Join Date: Aug 2007
Location: Breda, Netherlands
Posts: 11,327
Thanks: 92
Thanked 354 times in 345 posts
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Unfortunately continuous data is not supported with IB.
Jason
NinjaTrader Customer Service |
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#7 |
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Member
Join Date: Nov 2008
Posts: 72
Thanks: 9
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So i have to update my ES ##-##.txt file via export data from ES 06-12..... trouble is that it produces the wrong timestamps. Why would exported NT data from historical data manager not have the same timestamp (out by 2 hours) as the edit data?
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