Gold Futures Data Issue

[laocoon]

Hello

I switched today from the Dec contract to the Feb contract.
Days to Load are always set to 25 on my charts.
Merge Policy is: MergeBackAdjusted.

Usually this works well, but with the Feb 11 Gold Futures contract (GC) it doesn't.
There's only 3 days of historical data and the rest of the chart is blank, totally messing up my indicators.

How can I get this fixed?

Thanks

[NinjaTrader_Brett]

Hello,

Please change the marge policy to Do Not Merge.

Does this resolve the issue?

MergeBackAdjusted does not work with contracts that have not rolled over yet.

I look forward to assisting you further.

[laocoon]

Hi Brett,

Thanks for your reply. I just realised that I have the Merge Policy set to "MergeBackAdjusted" in the Options=>Data tab, but I have it set to "DoNotMerge" if I click on the "Edit" button of the Gold contract in the Instrument Manager.

Which one is in charge here? I need to define the Merge Policy contract by contract. My settings suggest that this is possible, but it doesn't seem to be working. Am I missing something here?

Thanks

[NinjaTrader_Brett]

Hello,

The instrument setting will override the Options setting for MergePolicy so you should be good here.

What data feed provider are you connected too?

I look forward to assisting you further.

[laocoon]

Understood. I'm connected to Zen Fire. I just did a "Reload all Historical Data" but the result is still the same. Only 3 days of historical data.

Thanks

[NinjaTrader_Brett]

Hello,

I tested on my side and I get 30 days back.

Please goto Control Center->Tools->Historical data manager->Edit tab->Delete out the data for the GC 02-10 by right clicking on it and selecting remove.

Then please try to bring up the chart again.

I look forward to assisting you further.

[laocoon]

This didn't work either, but I did another test with the Merge Policy set to "MergeBackAdjusted" on the instrument level (in the Data Manager) and now it works.

[NinjaTrader_Brett]

Hello,

If you change it back to DoNotMerge does this go back to only showing 3 days of data?

I look forward to assisting you further.

[laocoon]

yes, exactly.

[NinjaTrader_Brett]

Hello,

Very strange, what time zone and region is your computer in.

Also, are you using the 32 bit or 64 bit version of NinjaTrader.

I look forward to assisting you further.

[laocoon]

Hi Brett

My time zone is GMT+1 and I'm using Ninja 32 Bit (V.7 Beta 22)

Thanks

[NinjaTrader_Jason]

Hello laocoon,

Can you please go to Control Center-->Tools-->Instrument Manager, highlight the CL and click Edit. Select the Misc-tab and scroll to the bottom. Select the 'Contract months' row and click the '...' button. You will now see all expiries and their rollover date. You will see that the GC is rolled over today as per the 02-11 expiry. This means historical data requested before this date is loaded from the 12-10 expiry.

Please set 'Merge policy' to MergeBackAdjusted in the Definition-tab of the GC and click Ok.

Subsequently create a GC 02-11 chart and check if the requested historical data is loaded.

If set to DoNotMerge, it will only load historical data for the expiry selected. Your description indicates there is only 3 days of historical data available as per the 02-11 expiry.

[laocoon]

Hi Jason

Thanks for your detailed reply. I'll do what you suggested tonight and let you know how it goes tomorrow.


Thanks