64 bit data

[tradetree]

Yes, that was it. All set for now. Thanks.

[tradetree]

I may have spoken too soon. I am using the 32 bit version of NT, and the ETH data is bad as well. The RTH data is fine, just like the 64 bit version. Is there something else I need to do?

[NinjaTrader_JoshP]

Please clarify what you feel is wrong with Vision on ETH. Attached is a screenshot of ES with the ETH session template. Data from the ETH hours look fine on my end. Thanks.

[tradetree]

ES 12-10 with CME US Index Futures ETH template...

[NinjaTrader_Austin]

tradetree, please upgrade to the latest beta and see if the issue persists. As Josh noted in post #13, historical data requests could be routed wrong when connected to Vision.

[tradetree]

I upgraded just now, and I get an error window on 64bit NT "Error on loading chart data for ES 12-10 Globex: no handle." The historical data looks ok (ETH and RTH) until 9/8 and then there is no more data. This is true for all time frames. So the error seems to indicate there is something wrong from 9/8 on.

I moved over to 32bit NT and I don't get any errors. The data looks good for RTH, but ETH looks like it did before (zeroes).

[NinjaTrader_Brett]

Hello,

There is an issue identified in Beta 22 for the Vision connection. THis has been corrected for the next release.

Thanks for reporting!

[tradetree]

Next release

When will there be the next release? I just realized that even in the 32 bit NT, the data for Vision is wrong! I can't even tell what day goes with what data. ES 11-10 stops at 9/16/2010.

[NinjaTrader_JoshP]

Unfortunately there is no ETA on the next version, but there are no known issue with 32-bit Vision. Please clarify what exactly you mean ES 11-10? There is no such contract as ES 11-10 as far as I am aware.

What you are most likely running into is using the incorrect merge policy. If you wish to chart contracts that are not the current front month you would want to switch the merge policy to DoNotMerge.

[tradetree]

Can you explain more or give me some references on merge policy? Is there what is called a "continuous contract?" Is this related to merge policy? For example, if I wanted to back-test an ES strategy over years, how would I do that? Each contract only goes back so many months.

[NinjaTrader_JoshP]

tradetree,

In NinjaTrader 7 we automatically "merge" your contracts into one "continuous contract" based on rollover dates and offsets setup for your instrument in the Instrument Manager. This means using ES 12-10 will pull up a chart with data for ES 09-10, 06-10, etc. during the points in time when those old contracts were active. In Tools>Options>Data you have the option to choose DoNotMerge, MergeBackAdjusted, and MergeNonBackAdjusted. If you choose one of the merge ones then you will get the behavior above I described. If you choose DoNotMerge then you will get purely ES 12-10 data only. No further data back.

If you want to look at your data provider's continuous contract should they offer it you could then use ES ##-##.

For more information on this please see here in the "Understanding merge policies" section: http://www.ninjatrader.com/support/h...rical_data.htm