Pseudo Continuous Contracts

[DaveS]

Just noticed when playing around with YM 06-10, that I get data for a full year if I set 'Days To Load' in 'Data Series' to 365. It seems to work for daily and 60 min bars, not tried other bar lengths / types. Is this due to changes in NT7 or ZenFire? Im sure data in 6.5 was limited to the contract span + a little each end.

[NinjaTrader_Brett]

Hello,

Yes this is a change in NinjaTrader 7. NinjaTrader automatically merges back contracts to the current month when data is requested that would exceed the amount of data available in the current contract expiry.

Let me know if I can be of further assistance.

[DaveS]

Thanks Brett.
Is this limited to a year of data? That seems to be about what I can get.

[NinjaTrader_Brett]

Hello,

No as I am able to pull up data all the way back to May 2005.

Let me know if I can be of further assistance.

[DaveS]

That doesn't work for me. I just set 'Days To Load' to 1000 but only get exactly one year and a day of data on the chart. Is there some 'Bars to Display' or something somwhere I don't know about?

[NinjaTrader_Brett]

What instrument is this occurring on? What I tested on was the ES? There will be different data available for different instruments in some cases. Can you please let me know what beta release you are running on by going to Control Center->Help->About the version number is located to the right of the NinjaTrader logo. Also let me know what instrument you are doing this on and at what date is the last date that you receive data for.

I look forward to assisting you further.

[DaveS]

Hi Brett
Version NT 7.0.0.15 (Live)

Contract YM 06-10

Last Date Displayed is 11 May 2009

Just tried ES 06-10.

it goes back further but this seems to be because of large gaps, see attachment

[NinjaTrader_Brett]

Hello,

The date back that I mentioned only pretains to if you are connected with Zenfire. What data feed provider are you connected to? Is it only Zenfire or are you connected to anything else?

Also, I get data as far back as 10/27/2008 on the YM. Can you please take a screenshot of your chart settings.

To send a screenshot press Alt + PRINT SCREEN to take a screen shot of the selected window. Then go to Start--> Accessories--> Paint, and press CRTL + V to paste the image. Lastly, save as a jpeg file and send the file as an attachment.

[DaveS]

Hi Brett
Not sure those things will be necessary. Iv'e found that it works perfectly if I :-

1) Connect to ZenFire, (I only have Zenfire)
2) Create a new chart with, say, 1000 days length.

IN THAT ORDER.

For 1000 days I get data back to 08/17/2007 which is about right.

But if I try to increase the length of an existing chart to 1000 days I only get one year of data.

Assume it was data series shot you wanted, attached it anyway.

[NinjaTrader_Brett]

Dave,

What time frame chart are you running on the chart that will not display the data back?

[DaveS]

Hi Brett.
Well, today everything is fine and I cannot reproduce the problem whatever I do. Ive tried all the combinations for YM and ES, both starting at 1000 days and increasing to 1000 from a small number - perfect. The missing data I showed you in the chart below is also gone.
Some kind of internet problem? If so it didn't manifest itself in any other way.
I can only say I'm sorry for wasting your time.

Dave

[NinjaTrader_Brett]

Dave,

Hey no problem, Im just glad its working.

Let me know if I can be of further assistance or the problem crops up agian.

[DaveS]

Can you give any details of how the contracts are merged? There must be price adjustments to the old contracts, can you say how they are adjusted?

[NinjaTrader_Brett]

Hello,

Please see the following page for how the offsets are calculated:

http://www.ninjatrader.com/support/helpGuides/nt7/editing_instruments.htm

Under the section Understanding the Misc Tab.

Let me know if I can be of further assistance.