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ES Tick data before 12/10/09

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    ES Tick data before 12/10/09

    How do I plot the ES irrespective of the contract date? When I create a chart with ES 03-10 tick data for dates before 12-10-09 (which looks suspiciously close to the contract rollover date), I get almost no data.

    I thought that the strategy chart handlesd this correctly, but when I loaded a year of data into the strategy, only the first contract date was plotted.

    Also, do you have a recommendation for tick data with NT7 going back several years?

    Thanks!
    Doug

    ---

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    #2
    douggreen, which broker or feed are you using? Do you have the merge policy for the ES master instrument set to use the default 'Global setting'?

    For historical tick data, you could for example contact the exchange directly or inquire with third party feeds like eSignal, DTN or BarChart how much they can offer from their servers to backfill.

    Comment


      #3
      I have a Zen-Fire feed.

      Yes, the merge policy for the @ES is set to global default. It took me a few minutes to find it, so for others, here's what you do:
      * Tools / Instrument Manager
      * Find "ES" in the list
      * Select the "Edit" button
      * Merge Policy is on this dialog box, and should be "UseGlobalSettings"

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