Adding historical contracts to Futures Instruments

[nutz505]

I am running into a bug when I am trying to enter historical futures contracts into the Instrument manager.

Specifically I am trying to create the contract roll-overs for
ES 12-99
ES 09-99
ES 06-99
ES 03-99

When I click Ok on in the Contract Months dialog box I get the following error in the trace file.

2010-01-04 21:30:21:668 in OnUnhandledThreadException
2010-01-04 21:30:22:089 ********* exception trapped *********
2010-01-04 21:30:22:089 A duplicate value cannot be inserted into a unique index. [ Table name = nt_instrument,Constraint name = nt_instrument_ui ]
2010-01-04 21:30:22:089 at System.Data.SqlServerCe.SqlCeCommand.ProcessResult s(Int32 hr)
at System.Data.SqlServerCe.SqlCeCommand.ExecuteComman dText(IntPtr& pCursor, Boolean& isBaseTableCursor)
at System.Data.SqlServerCe.SqlCeCommand.ExecuteComman d(CommandBehavior behavior, String method, ResultSetOptions options)
at System.Data.SqlServerCe.SqlCeCommand.ExecuteNonQue ry()
at Wilson.ORMapper.Internals.Connection.TransactionCo mmand(Guid transactionId, Type entityType, CommandInfo commandInfo, IDbTransaction transaction, String sqlStatement, Parameter[] parameters)
at Wilson.ORMapper.Internals.Instance.InsertObject(Tr ansaction transaction)
at Wilson.ORMapper.Internals.Instance.PersistChanges( Transaction transaction, PersistDepth persistDepth, Boolean parentDeleted)
at Wilson.ORMapper.Transaction.PersistChanges(ICollec tion entityObjects, PersistDepth persistDepth)
at NinjaTrader.Db.Globals.CreateInstruments(Transacti on transaction, MasterInstrument masterInstrument)
at NinjaTrader.Gui.InstrumentEditor.OnOk(Object sender, EventArgs e)
at System.Windows.Forms.Control.OnClick(EventArgs e)
at System.Windows.Forms.Button.OnMouseUp(MouseEventAr gs mevent)
at System.Windows.Forms.Control.WmMouseUp(Message& m, MouseButtons button, Int32 clicks)
at System.Windows.Forms.Control.WndProc(Message& m)
at System.Windows.Forms.ButtonBase.WndProc(Message& m)
at System.Windows.Forms.Button.WndProc(Message& m)
at System.Windows.Forms.Control.ControlNativeWindow.W ndProc(Message& m)
at System.Windows.Forms.NativeWindow.Callback(IntPtr hWnd, Int32 msg, IntPtr wparam, IntPtr lparam)

This is NT7 64 Bit (7.0.0.6) running on Windows 7 Ultimate x64

Thanks
Rich

[NinjaTrader_Dierk]

Edit: I was able to reproduce. Please make sure you set your contract months before 12-2099.

Curious: why would it make sense to create contracts which would expire 90 years from now?

[nutz505]

I am recreating historical contracts for 1999 etc... not 90 years in the future.

Thanks
Rich

[NinjaTrader_Dierk]

Unfortunately expiries before 2000 are not supported by NT.

[nutz505]

There are trading strategies that rely on historical data going back as far as possible. With how you have implemented the continuous contracts for futures and doing an automatic merge requiring the data be loaded for each individual contract how is this possible when you do not support any contract expirations prior to 2000?

What is the use-case that says we won't allow contracts prior to 2000 but we will allow you to use our software for 90 years into the future?

I have historical minute data that goes back into the mid 90's how do you propose that I load this data so that I can use it without having to export the data, adjust the pricing data and reloading it?

Respectfully
Rich

[NinjaTrader_Dierk]

Thanks for raising your opinion.

[nutz505]

Dierk,

How does NT proposed for a user to load data prior to 2000 for futures?

Thanks
Rich

[NinjaTrader_Dierk]

Unfortunately this is not supported unless you went for the continuous contract like ES ##-##

[nutz505]

I would use ES ##-## however that is not supported by all of the data providers from my understanding mine included (IB)

So what you are telling me is there is not other option

Thanks
Rich

[NinjaTrader_Dierk]

I'm not aware of any other option.