MergeBackAdjsuted not working, data for rollover day cannot be loaded

[Harry]

NT 7.0.0.17, Timezone CET

Just tried to update data for ES, YM. Very bad -> the rollover day is completely missing, no data, no reloading possible. Getting worse.

Settings: CME US Index Futures ETH
Instruments: YM, ES, NQ

Data was updated after the close on rollover day. Checking via historical data manager confirms that the data has been correctly loaded into the data base, but nothing is displayed.

[Harry]

After midnight local time, the data is again displayed. This means that, if you connect between session close (10:15 PM local time) and midnight local time, the prior session for rollover day is not displayed. After midnight chart will be complete, Data base was complete anyhow.

I am not sure whether his is new for NT 7.0.0.17 or not, as I could not test it for NT 7.0.0.16, which I uninstalled, but as there were also problems with a double session this morning, this looks still like a problem area.

[NinjaTrader_JoshP]

Harry,

This is likely the same thing you already reported in the morning.

[Harry]

Probably, yes.

In the morning was NT 7.0.0.16 and now 7.0.0.17.

In the morning with my standard session CME US Index Futures ETH everything was ok, I only had a problem when I used two sessions per day.

In the evening data disappeared with my standard session CME US Index Futures ETH.

The two problems are related as in both cases the first session after the merge was missing.

[aviat72]

Not wanting to start a new thread so here is a general question about roll-over and back-adjustment.

I want to create a new symbol CLBA which is essentially the CL data merge-back-adjusted. Earlier on there was a problem with NT7 back adjustment and the my default CL settings are DoNotMerge.

I was wondering whether there is a way to automatically transfer the rollover dates from the true CL contract to the CLBA contract I have created. I did not find a way to create a duplicate instrument template. Of course I am no mood to copy over 40 roll over dates manually.

PS: I do not want to mess with the default contract, hence the focus on creating a new contract.

[NinjaTrader_JoshP]

aviat72,

Unfortunately there is no way you can just copy it over to the new custom instrument you made.

[aviat72]

Josh:
Potential Enhancement Request to allow export and import of the instrument data via an XML file.

Is MergeBackAdjusted on CL working properly now?

I have the option of both the IB feed and the IQFeed,

[NinjaTrader_JoshP]

There have been no reported issues with merging CL recently besides some issues we have isolated specifically on rollover date. Those have been addressed in the next beta version, but as far as CL goes in B17, you should be able to pull up a MergeBackAdjusted chart right now and already be fine.

Thank you for the suggestion. I have added it to our feedback list.

[aviat72]

Josh:

Many of us have NT running on multiple PCs, and it would be great if you could transfer your work from one PC to another.

In general, please allow export-import of the following settings:
(1) Session Templates

(2) Instrument Settings especially rollover and merge related information.

[NinjaTrader_JoshP]

You can already do this. Please run an NT backup through File>Utilities>Backup and then be sure to include the database. Then bring that file to the other computer and do a restore with that file.

[aviat72]

Hi Josh:

Thanks for the tip. When restoring a backup, can you select which elements from the backup to restore or does it include the entire archive contained in the backup image. This is a two levels:
(1) The kind of data (workspaces, historical data)
(2) Individual components from within a particular class of data (e.g. A specific session or the instrument setting for a particular instrument).

I think when creating the backup you can control #1 (the type of data). However when restoring from the backup, can you select which instruments or workspaces to restore?

[NinjaTrader_JoshP]

When you restore it restores everything in the backup file. Should you only want individual components please make the backup with only the components you want.