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Old 06-15-2011, 01:53 AM   #1
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Default ##-## contracts not updating on Zen-Fire

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

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Old 06-15-2011, 02:09 AM   #2
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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.
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Old 04-30-2012, 05:34 AM   #3
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Default Updating ##-## files

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.

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Old 04-30-2012, 06:02 AM   #4
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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?
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Old 04-30-2012, 06:07 AM   #5
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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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Old 04-30-2012, 06:19 AM   #6
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Unfortunately continuous data is not supported with IB.
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Old 04-30-2012, 06:21 AM   #7
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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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