historical data

[markuse]

Hello,

I can not get historical market data for the FESX 12-10 future. If I do a reload it shows only the data for the FESX 09-10.

Regards,
Markus

[NinjaTrader_Jason]

Hello Markus,

Likely, this is the result of the merge policy you have setup as per the FESX.

Please go to Control Center-->Tools-->Instrument Manager. Highlight the FESX and click Edit. Select the Misc-tab and scroll to the bottom. Click the 'Contract months' row and a '...' button appears. Click the button and a new window will open. Select the 12-10 expiry and you will see what rollover date is setup. This means that historical data requested in a chart before this date is retrieved from the 09-10 expiry.

You can disable the merge of data in the Definition-tab of the FESX. Set 'Merge policy' to DoNotMerge. Subsequenty only historical data from the 12-10 expiry will be loaded when you create a chart.

[markuse]

Thanks for your help, Jason!