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Continuous Contract & Export Problem

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    Continuous Contract & Export Problem

    In a reply to a post several weeks ago, I think you said there was a continuous contract and file logic that will compress data. I cannot find it anywhere.
    Along those same lines:

    I tried to Export data. I asked for the ES 2010 06 contract.
    The screen said something like "Retrieving Data".
    I waited about 20 minutes. Still no activity on Norton's CPU Usage monitor.
    There was no update on the Status Line.

    * I tried to export the data, but nothing seemed to happen (from above).

    * Is there a way to compress the Tick data? There are Millions of lines in the data file that have the exact same Date, Time, and Price!
    Can you add simple logic to sum the Volumns when the Date, Time, and Price are the same and create the continuous/compressed contract?

    * Is there, where is the option to create the continuous contract?

    #2
    Please post in the same thread, so we have a continuous history of the issue.

    Can you please disconnect/re-conect to your data feed and check if you can export the data.

    Unfortunately this is not supported.

    Please see your other thread regarding 'Merge policy'.

    Comment


      #3
      Version 17 Still Has Problems Exporting

      I requested ES 0610 from 3/1 to 6/14.
      The export was on 6/14.

      I got 1 file that contained info from 6/4 thru 6/10 @ 22:59:56.

      Where is the info for all of March, all of April, and 6/10 after 23:59:56?

      Comment


        #4
        Hello ChuckAllen,

        What was your merge policy set to at the time of the export?
        KyleNinjaTrader Customer Service

        Comment


          #5
          Reply

          It is and was set to Do Not Merge.

          Comment


            #6
            Hi ChuckAllen,

            Please switch the merge policy back over to 'MergeBackAdjusted', then test the export again.
            KyleNinjaTrader Customer Service

            Comment

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