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CL-06-10 data flawed at open of NT7 app

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    CL-06-10 data flawed at open of NT7 app

    Hi all,

    Since rolling over from CL 05-10 to CL 06-10 the data seems to have gaps (no back fill) for CL 06-10 everytime for I first open the NT7b14 application. CL 05-10 works fine all the time.

    Please see attached charts.

    my data providers are ZF and TT.

    Please explain. THis is the 3rd instrument that I'm having problems with and they are all my primary trading instruments.

    Regards
    Spartacus
    Attached Files

    #2
    Hello Spartacus,

    Thank you for your post.

    This behavior is due your merge policy settings and to the contract rollover date not occurring until tomorrow May 20th. In order to correct this spike prior to rollover please use the steps I have provided below to change your current Merge Policy.
    • Tools
    • Instrument Manager
    • Select CL within the Available master instrument list
    • Edit
    • Definitions tab
    • Merge police: Set to "DoNotMerge"
    • Click Ok
    • Right mouse click wihtin your chart-->Reload All Historical Data

    Please let me know if I may be of further assistance.
    KyleNinjaTrader Customer Service

    Comment


      #3
      Thank you Kyle.

      It worked and will keep that in mind for the next time.

      Regards.

      Comment


        #4
        Hi Spartacus,

        I'm glad to hear that did the trick for you.

        Also, after the roll over occurs on the 20th you can reverse this change if you would like.
        KyleNinjaTrader Customer Service

        Comment


          #5
          I get same thing on start up with all instruments, I didn't change merge, but do refresh data and correct data comes up.

          Comment


            #6
            Support,

            Does ninja save merged CL data on their servers? So, that if one needs 1 year of back adjusted merge data for CL, one can download using zenfire?

            Thanks
            mmtrader

            Comment


              #7
              Originally posted by bobbethgoo View Post
              I get same thing on start up with all instruments, I didn't change merge, but do refresh data and correct data comes up.
              all contracts loaded without need of refresh this AM

              Comment


                #8
                Hi bobbethgoo,

                Thank you for your post.

                Likely, these instruments have now rolled over in full, negating the need to adjust those merge settings.

                Hi mmtrader,

                Thank you for your post as well.

                Yes, CL is available on the NinjaTrader historical data servers. The data itself is not saved in a merged format, but rather by individual front months. When downloading this data in NinjaTrader 7, the merging and back adjusting of the data occurs automatically by default.
                KyleNinjaTrader Customer Service

                Comment


                  #9
                  Is it possible to make the merge policy a per chart setting so that it easier deal with this during rollover?

                  Comment


                    #10
                    Hi Softturbo,

                    Thank you for your feedback!

                    I will forward this on to my development team for further consideration.
                    KyleNinjaTrader Customer Service

                    Comment


                      #11
                      Thanks Kyle. I just tried to load "CL 06-10" data using zenfire and NT-7 beta 14, but it is not loading the CL data. Is there any problem regarding zenfire CL data?

                      --
                      mmtrader

                      Originally posted by NinjaTrader_Kyle View Post
                      Hi bobbethgoo,
                      Hi mmtrader,

                      Thank you for your post as well.

                      Yes, CL is available on the NinjaTrader historical data servers. The data itself is not saved in a merged format, but rather by individual front months. When downloading this data in NinjaTrader 7, the merging and back adjusting of the data occurs automatically by default.
                      Last edited by mmtrader; 04-27-2010, 07:37 PM.

                      Comment


                        #12
                        I'm getting this problem too, not just with CL though, something seems to to be a problem somewhere. NT6.5 vs NT7 chart, have it set on "Default 24/7" as well, should be exactly the same as the 6.5 one but its not. It was working fine, I was trading the now blank spots when it was back there live, but I closed NT7 down and re-started it this morning and now its got gaps on all the charts.

                        Have sent this to support via email too.

                        Changing it to "DoNotMerge" has seemed to fix it though. Thanks
                        Attached Files
                        Last edited by Jumper; 04-27-2010, 10:54 PM. Reason: Changed to "DoNotMerge" and it seems to be alright now.

                        Comment


                          #13
                          Hi mmtrader,

                          I'm not sure if I follow when you say 'it's not loading CL data'.
                          Can you clarify this for me? Does no data load, or does non-CL data load?
                          If an image would be helpful in explaining this, please provide one.

                          Hi Jumper,

                          It sounds like this is a result of the merge policy for CL. Setting to DoNotMerge should continue to do the trick here.
                          KyleNinjaTrader Customer Service

                          Comment


                            #14
                            Originally posted by NinjaTrader_Kyle View Post
                            Hi mmtrader,

                            I'm not sure if I follow when you say 'it's not loading CL data'.
                            Can you clarify this for me? Does no data load, or does non-CL data load?
                            If an image would be helpful in explaining this, please provide one.
                            Kyle,

                            It just doesn't load the data on the chart. A chart will show up but no data on it. Were you able to plot "CL 06-10" chart with nt-7 beta 14 ? On a chart I typed "CL 06-10" and no data,whereas when I type "NQ 06-10" it plots NQ chart nicely.

                            --
                            mmtrader

                            Comment


                              #15
                              Hi mmtrader,

                              Thank you for the clarification.

                              On my end, I am able to load CL 06-10 data from Zen-Fire in to NT 7 beta 14.

                              So that I may further investigate, please send a note to Support [AT] NinjaTrader [DOT] com with 'ATTN: Kyle' in the subject line.

                              In your message, please include the following:
                              1.) A link to this forum thread.

                              2.) Your most current trace file.
                              You will find the trace file in the My Documents > NinjaTrader 7 > Trace folder.
                              The file will be named 'trace.YYYYMMDD.txt'.
                              KyleNinjaTrader Customer Service

                              Comment

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