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Missing data in the chart after importing historical data from the TradeStation

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    Missing data in the chart after importing historical data from the TradeStation

    When I import ES continuous futures last 10 year data from the TradeStation, and draw them in the chart, it's missing big chunk of data (2005~2009). I've been having this problem with all NT7 beta versions. I was hoping it's fixed with b17, but no luck. Here are the steps to reproduce the problem:

    1. Import NInjaTrader ELD to TradeStation 8.8
    2. At TradeStation 8.8, using NTDataDownload, export 1-min ES continuous futures data of 1/1/2000~6/21/2010 with roll-over 8 days before the expiration (@ES=108XC)
    3. At NinjaTrader (7 beta 17), map ES 09-10 symbol "External" field as ES=108XC
    4. At NinjaTrader historical data manager, import ES=108XC with "Generage day bars" option enabled.
    5. Data import is successful, and I can see data in the "Edit" tab, even for 2005~2009.
    6. However, if I create a chart window, it's missing 12/9/2004~6/9/2010 data (as in the picture attached)
    7. FYI, it works fine with NT 6.5 following the same steps.

    Any idea? Thanks.
    Attached Files

    #2
    Hi momow - have you tried to setup the ES master symbol with the 'DoNotMerge' option as merge policy in the Instrument Manager?

    As alternative try importing the data from TS for the ES ##-## expiry which is the continuous contract.

    Comment


      #3
      I can't believe I didn't know such a simple solution for several months! I enabled "DoNotMerge" option and now it shows every data beautifully ... Thanks!!!

      Comment


        #4
        Great to hear, thanks for reporting back to us - was this raised somewhere on the forums before?

        Comment


          #5
          Yes, but not by me. I was following the exact same topic posted by another guy 2~3 months ago. The solution was not posted for a while and I lost track of it after a while.

          Comment


            #6
            Got it, thanks for clarifying.

            Comment

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