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#1 |
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Senior Member
Join Date: Dec 2007
Posts: 365
Thanks: 36
Thanked 29 times in 25 posts
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I have a problem which seems to be that a chart of the 6E 09-12 is actually showing data for 06-12. I established this by comparing various contracts on different computers. The 9-12 contract is updating in real time at the correct price, but if you go back several bars, the time stamps and OLHC prices align exactly with the 6-12 contract. The data is IQ Feed.
I tried deleting all data for 09-12, removing the instrument, exiting Ninja, and redownloading data; but the incorrect data persists. |
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#2 |
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NinjaTrader Customer Service
Join Date: Sep 2009
Location: Denver, CO
Posts: 8,117
Thanks: 249
Thanked 418 times in 415 posts
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Hi coolmoss,
This is due to the merge policy set. The roll over date for 6E to the 09-12 contract is today, so all data prior to today will use prior contract data. Merging is done to form one continuous contract. To disable merging click Tools > Options > Data tab and set to DoNotMerge. You can read more about each merge policy here: http://www.ninjatrader.com/support/h...rical_data.htm
Ryan M
NinjaTrader Customer Service |
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#3 |
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Senior Member
Join Date: Dec 2007
Posts: 365
Thanks: 36
Thanked 29 times in 25 posts
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Ryan,
Yes, I understand that. However, I'm not using the ## continuous contract. I'm looking at the Sep and Jun contracts. What you describe is what appears to be happening, but it shouldn't be on the actual month/traded contract. |
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#4 |
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NinjaTrader Customer Service
Join Date: Sep 2009
Location: Denver, CO
Posts: 8,117
Thanks: 249
Thanked 418 times in 415 posts
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Merging only applies to contracts with a specific expration, and not the synthetic contracts like ##-##. If you have your merge policy set to anything other than DoNotMerge, then your 6E 09-12 contract is built with 09-12 data only from today and going forward. All of its historical data is built from prior contracts.
Ryan M
NinjaTrader Customer Service |
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#5 |
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Senior Member
Join Date: Dec 2007
Posts: 365
Thanks: 36
Thanked 29 times in 25 posts
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Learned something new, I had no idea about this merge policy setting. That corrected the issue.
It's sort of odd, as my own Ninja was installed with "do not merge" as default, and these two later installs on client computers appear to have installed with a default to merge. I'd understand maybe if one of the computers user's accidentally changed the setting, but on both that's hard to imagine. Anywho, all is good now! Thanks so much for your speedy help. |
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The following user says thank you to coolmoss for this post: |
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#6 |
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Junior Member
Join Date: Jun 2012
Posts: 1
Thanks: 0
Thanked 0 times in 0 posts
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Apologize for hijacking your thread -- Even though I am permitted to post new threads but no such button is showing in my browser (Chrome on Windows 7).
I am new to NT and am experiencing the following two problems: 1. All charts only show the candle sticks for the last bar -- the volume and related indicator values are missing. I checked the database, the volume information was downloaded from google / kinetics. How do I get NT to display properly. 2. Dates on some of the charts are off. They are shifted by one day or more in the future. I have deleted data for these charts, reloaded it but still no luck. Please guide me on how to fix it. Thanks for your support Naveed |
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#7 |
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NinjaTrader Customer Service
Join Date: Sep 2009
Location: Denver, CO
Posts: 8,117
Thanks: 249
Thanked 418 times in 415 posts
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Hi naveed,
Welcome to the NT forums. You should see the New Thread button after choosing a specific forum category. 1) What instrument, interval, and connection are you using? (Free or subscription Kinetick?) 2) What is your PC time zone setting, and what session template do you have selected? You can check the session template from the Right Click > Data Series screen.
Ryan M
NinjaTrader Customer Service
Last edited by NinjaTrader_RyanM; 06-13-2012 at 07:40 AM.
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