Historical Data Manager Download Bug

[ChuckAllen]

I updated the contract from June to Sept.
Look at the attached NT-Bug1.Jpg file.
Note: I asked for ES 09-10...You downloaded ES 06-10.
ES 09-10 was never loaded.

This is the contents of the file After the download...See the NT-Bug2.Jpg file.

I Removed ES 06-10 from my list using the Instrument Manager so ONLY the ES 09-10 would show. See the NT-Bug3.Jpg file. And requested 6/1 thru 6/12.

See NT-Bug4.Jpg..Note the ONLY item in the list is ES 09-10. Lower right corner...It downloaded ES 06-10 again.

I tried 3 more times...It still ONLY will download ES 06-10!!!

I Never could not get ANY downloads for ES 09-10!

[NinjaTrader_JoshP]

This behavior is dependent on your merge policy. You are likely using MergeBackAdjusted. You will need to set it to DoNotMerge if you want data only for that particular expiry.

[ChuckAllen]

Reply

I do not, and will not use any type of Merge logic, until I know exactly what it does. NO settings have been changed. I have not requested Any type of merging.

I don't know if you read the previous posts related to this.

The 1st thing I did when I rolled to ES Sept, I just Added ES 09 10 to my list.
So I had Both ES09 and ES06 in my list.
When I tried to download 6/1 thru 6/10 of ES09, ...which was the only thing requested and/or highlighted,
According to the message on the Status Line, It downloade ES 06 10, then ES 09 10, but when I looked at the database, not the entire data I requested.

Then I removed ES06 from my list and tried again...so ES09 was the ONLY thing in my list,
According to the message on the Status Line, It downloade ES 06 10, then ES 09 10, again...but still not the entire data I requested.

I tried it later after rebooting, with Only ES09 in the list and it said it was downloading ES03, then ES06, then ES09...but I still did not get the ES09 data.

In one of these attempts, it actually wrote AUGUST data to the database.
See one of the screen dumps.

[NinjaTrader_Jason]

Hello Chuck,

By default, 'Merge policy' is set to MergeBackAdjusted.

Please refer to my other response regarding rollover dates. It is as expected historical data from the 06-10 expiry was requested, since the rollover date for the ES 09-10 expiry is set to 6/10.

If you do not like data to be merged, please set 'Merge policy' to DoNotMerge. Please go to Tools-->Options-->Data-tab and modify accordingly.