Attention!

dgregor5 · 05-06-2008, 12:46 PM

Hi Guys
Futures contract merging is frustrating with NT. I love the product, but I struggle with getting to grips with this. Why not use the continuous contract capability of the (IQ) datafeed you ask --- because it is not adjusted for contract rollover. In fact the only people I know that do this automatically are TradeStation.

OK so I want to merge the YM 03-08 with the YM 06-08 starting from 13 September to 13 March (I believe I have already successfully merged YM 12-07 with YM 03-08). These are the inputs I place in the data merge function, but for the life of me I cannot get it to work. It goes through the process of merging the data - apparently successfully, but when I view the YM 06-08 on a daily chart there are no data prior to 13-March.

Am I doing something fundamentally wrong?
PS I have read the help page again & again ... .... & again on this one.
PPS When is the ETA for this to be automatically calculated with NT?

Please help.

thx
David

05-06-2008, 02:27 PM

Hi David,

Can you send in an email with screen shots of the exact merge settings you are using? Please send to support at NinjaTrader dot com and address to my attention.

Currently automatically calculated contracts are on the list of possible enhancements for NinjaTrader 7.

dgregor5 · 05-06-2008, 02:43 PM

Hi Eamon
I have sent you a screenshot via e-mail
When can we expect version 7.0 ?
I am assuming that this is a long way off ?

thx
David

05-06-2008, 03:00 PM

Quote:

Originally Posted by dgregor5

Hi Eamon
I have sent you a screenshot via e-mail
When can we expect version 7.0 ?
I am assuming that this is a long way off ?

thx
David

David,

NinjaTrader 7 will hopefully be in beta phase by the end of this year.

Once, the email comes in I'll further assist you with getting the merge feature up and running.

dgregor5 · 05-07-2008, 06:48 AM

Hi Eamon

Did you receive the email with the screenshot?
If so, any news?

thx
David

dgregor5 · 05-08-2008, 08:32 AM

Hi NT
I have sent another e-mail to support on this issue.
Please could you let me know your response to both of the items.

Many thx
David

NinjaTrader_Vincent · 05-08-2008, 09:01 AM

HI David,

We received your notes. Someone will respond to them shortly.

dgregor5 · 05-14-2008, 01:07 PM

Hi.
Please could NT respond to my email to support regarding this. thx. David

NinjaTrader_Vincent · 05-14-2008, 01:34 PM

David,

I already responded to your mail about 15 minutes ago.

Joerg · 05-15-2008, 05:45 AM

How is the difference calculated for adjusting the older data to the level of the newer contract?

In the help I can´t find this info.

Thanks a lot.

NinjaTrader_Dierk · 05-15-2008, 06:42 AM

>> How is the difference calculated for adjusting the older data to the level of the newer contract?
Open of expiry2 - Close of expiry1 at merging date.

Joerg · 05-15-2008, 07:29 AM

So (real existing) price gaps of the night get lost?

NinjaTrader_Dierk · 05-15-2008, 07:31 AM

Your understanding is correct

NinjaTrader_Ray · 05-15-2008, 07:32 AM

Our approach is the most common of several methods out there. I believe its also the method used by others, IQFeed for sure.

Joerg · 05-16-2008, 07:19 AM

I´m not a programmer but when the software already is able to adjust the history maybe it would be possible to ad the possibility to manually set up the adjustment-difference in a future version?
This would also make it possible to build non-adjusted contracts which are helpful in some situations.

Thanks a lot.

05-06-2008, 12:46 PM	#1
dgregor5 Senior Member Join Date: Jul 2007 Posts: 225 Thanks: 0 Thanked 0 times in 0 posts	Futures Contract Merging Hi Guys Futures contract merging is frustrating with NT. I love the product, but I struggle with getting to grips with this. Why not use the continuous contract capability of the (IQ) datafeed you ask --- because it is not adjusted for contract rollover. In fact the only people I know that do this automatically are TradeStation. OK so I want to merge the YM 03-08 with the YM 06-08 starting from 13 September to 13 March (I believe I have already successfully merged YM 12-07 with YM 03-08). These are the inputs I place in the data merge function, but for the life of me I cannot get it to work. It goes through the process of merging the data - apparently successfully, but when I view the YM 06-08 on a daily chart there are no data prior to 13-March. Am I doing something fundamentally wrong? PS I have read the help page again & again ... .... & again on this one. PPS When is the ETA for this to be automatically calculated with NT? Please help. thx David
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05-06-2008, 02:27 PM	#2
NinjaTrader_Eamon Guest Posts: n/a	Hi David, Can you send in an email with screen shots of the exact merge settings you are using? Please send to support at NinjaTrader dot com and address to my attention. Currently automatically calculated contracts are on the list of possible enhancements for NinjaTrader 7.
	Facebook Twitter YouTube

05-06-2008, 02:43 PM	#3
dgregor5 Senior Member Join Date: Jul 2007 Posts: 225 Thanks: 0 Thanked 0 times in 0 posts	Hi Eamon I have sent you a screenshot via e-mail When can we expect version 7.0 ? I am assuming that this is a long way off ? thx David
	Facebook Twitter YouTube

05-07-2008, 06:48 AM	#5
dgregor5 Senior Member Join Date: Jul 2007 Posts: 225 Thanks: 0 Thanked 0 times in 0 posts	Hi Eamon Did you receive the email with the screenshot? If so, any news? thx David
	Facebook Twitter YouTube

05-08-2008, 08:32 AM	#6
dgregor5 Senior Member Join Date: Jul 2007 Posts: 225 Thanks: 0 Thanked 0 times in 0 posts	Hi NT I have sent another e-mail to support on this issue. Please could you let me know your response to both of the items. Many thx David
	Facebook Twitter YouTube

05-08-2008, 09:01 AM	#7
NinjaTrader_Vincent NinjaTrader Customer Service Join Date: Mar 2005 Location: Amsterdam, The Netherlands Posts: 2,042 Thanks: 0 Thanked 3 times in 3 posts	HI David, We received your notes. Someone will respond to them shortly. Vincent NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
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05-14-2008, 01:07 PM	#8
dgregor5 Senior Member Join Date: Jul 2007 Posts: 225 Thanks: 0 Thanked 0 times in 0 posts	Hi. Please could NT respond to my email to support regarding this. thx. David
	Facebook Twitter YouTube

05-14-2008, 01:34 PM	#9
NinjaTrader_Vincent NinjaTrader Customer Service Join Date: Mar 2005 Location: Amsterdam, The Netherlands Posts: 2,042 Thanks: 0 Thanked 3 times in 3 posts	David, I already responded to your mail about 15 minutes ago. Vincent NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
	Facebook Twitter YouTube

05-15-2008, 05:45 AM	#10
Joerg Senior Member Join Date: Oct 2007 Location: Germany Posts: 110 Thanks: 0 Thanked 0 times in 0 posts	How is the difference calculated for adjusting the older data to the level of the newer contract? In the help I can´t find this info. Thanks a lot.
	Facebook Twitter YouTube

05-15-2008, 06:42 AM	#11
NinjaTrader_Dierk Administrator Join Date: Mar 2005 Location: Bamberg, Germany Posts: 9,994 Thanks: 0 Thanked 6 times in 6 posts	>> How is the difference calculated for adjusting the older data to the level of the newer contract? Open of expiry2 - Close of expiry1 at merging date. Dierk NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
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05-15-2008, 07:29 AM	#12
Joerg Senior Member Join Date: Oct 2007 Location: Germany Posts: 110 Thanks: 0 Thanked 0 times in 0 posts	So (real existing) price gaps of the night get lost?
	Facebook Twitter YouTube

05-15-2008, 07:31 AM	#13
NinjaTrader_Dierk Administrator Join Date: Mar 2005 Location: Bamberg, Germany Posts: 9,994 Thanks: 0 Thanked 6 times in 6 posts	Your understanding is correct Dierk NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
	Facebook Twitter YouTube

05-15-2008, 07:32 AM	#14
NinjaTrader_Ray Administrator Join Date: Nov 2004 Location: Denver, CO, USA Posts: 11,163 Thanks: 6 Thanked 45 times in 32 posts	Our approach is the most common of several methods out there. I believe its also the method used by others, IQFeed for sure. Ray NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
	Facebook Twitter YouTube

05-16-2008, 07:19 AM	#15
Joerg Senior Member Join Date: Oct 2007 Location: Germany Posts: 110 Thanks: 0 Thanked 0 times in 0 posts	I´m not a programmer but when the software already is able to adjust the history maybe it would be possible to ad the possibility to manually set up the adjustment-difference in a future version? This would also make it possible to build non-adjusted contracts which are helpful in some situations. Thanks a lot.
	Facebook Twitter YouTube

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