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how to merge ES 2003 data to 2011 march contract

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    how to merge ES 2003 data to 2011 march contract

    I have a March 2011 ES contract with merged continuous data up to beginning of 2004.

    I want to merge additional data from 2003 and 2002 into my existing continuous data contained in the March 2011 ES contract.

    How do I do that ?
    Even with changing the computer calendar year to 2004, I cannot access the 2011 contract within the merge window.

    And if I change the computer date to 2010, I cannot access the 2003 contract within the merge window.

    I am using NT 6.5

    Is there a solution to this ?

    Thanks in advance

    #2
    qewcool,

    Thank you for your post.

    I would suggest setting your local PC clock back to the 2004 year and then adding the instrument/expiry you are looking for to your default instrument list.

    Click here for more information on adding an instrument to a list

    Once this instrument is in your default instrument list, you can set your clock back to the current date/time and you should easily be able to access this expiry from the Merge historical data window.

    I would also like to mention that merge policy settings in NT V7 has been drastically improved and you should not need to manually merge historical data into the current front month using NT V7.
    MatthewNinjaTrader Product Management

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      #3
      Originally posted by NinjaTrader_Matthew View Post
      qewcool,


      Once this instrument is in your default instrument list, you can set your clock back to the current date/time and you should easily be able to access this expiry from the Merge historical data window.
      Thanks for the reply

      on this step, when I set the clock back at the current date, from the Merge historical data window I cannot select the ES 12-03 contract to begin the merging process ... thats the problem in the initial post

      did I forget to do something ?

      Comment


        #4
        qewcool,

        When you set your PC clock back, did you add it to your default instrument list?

        After you have this set to your default instrument list, you will want to shut down NinjaTrader and set your local PC clock back to the current date/time.

        At that point you should be able to select both the current front month and the 12-03 contract from the merged historical data window.
        MatthewNinjaTrader Product Management

        Comment


          #5
          Originally posted by NinjaTrader_Matthew View Post
          qewcool,

          When you set your PC clock back, did you add it to your default instrument list?

          After you have this set to your default instrument list, you will want to shut down NinjaTrader and set your local PC clock back to the current date/time.

          At that point you should be able to select both the current front month and the 12-03 contract from the merged historical data window.
          ok I see my mistake now : I forgot to change the list to "Default" in the merge popup window. It was selected as "Future".

          will try the merge later on and report back.

          Thanks for the help !

          Comment

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