Continuous Contract FDAX

[zark.be]

Hello


I've imported an historical file containing 4years of data for FDAX.

If i open the (excellent) Historical Data Manager in the edit tab, i can see the historical data in there under FDAX 09-10

Now, if i open a chart for FDAX 09-10 and request 720days of data, i will only get data from 17/6/2010

i opened FDAX 12-10 (in previous version the import would sometimes import in the next rollover), and also see data, but i can't go before 17/6

[NinjaTrader_Brett]

Hello,

Thank you for your note.

Please goto Tools->Options then goto the Data Tab and change the setting for Merge Policy to Do Not Merge. Then reload the chart and see if this corrects the issue.

What is most likely occuring is NinjaTrader is trying to merge previous contract data in since everything is all in the current expiry since you imported it this is not needed.

Let me know if I can be of further assistance.

[zark.be]

yes !

That fixes the issue.
IS there somewhere some documentation already existing explaining the new concept for continuous contracts ?

[NinjaTrader_Brett]

Hello,

Glad that worked:

Sure: http://www.ninjatrader.com/support/h...Merge%2BPolicy

Let me know if I can be of further assistance.

[zark.be]

You guys have been doing some great work on NT7.
I just saw we could easily change rollover dates etc... thats great.

Maybe if you could add a feature to the import module, to check the symbol its importing into. If it's a continuous contract, then it splits the data in the required instruments.

[NinjaTrader_Brett]

Hello,

Are you suggesting to add a feature to split the data that was imported to the 09-10(Current contract for most instruments) to the older contracts automatically during import?

I look forward to assisting you further.

[zark.be]

Well i guess i won't be the only person who is going to import X years of historical data, and then not be able to use your new Merge feature because all the data is getting imported in the same contract.

[NinjaTrader_Brett]

Zark,

You would need to split this into there own contracts and them merge the data for each contract. What you are merging is a continous contract. If you want to use the Auto Merge then you would need to have data for each of the contracts imported manually.

Also, If you goto the INstrument manager for this instrument you can change the merge policy per instrument, so if you only need the FDAX set to DoNotMerge you can do this as well.

Let me know if I can be of further assistance.

[zark.be]

Okay.

So i should make a script that traverses my historical import file, and based on date writes it in another file.

Then when i got all my different FDAX contracts in different files import them into NT.
Then i'll be able to use the merge feature ?
Right now this is not important, but I would like to test it for the 12-10 rollover .

[NinjaTrader_Brett]

Hello,

Yes this would be what would be needed.

Let me know if I can be of further assistance.