Merge data in roll over

[noisetrader]

Hi i am seeing that Ninja trader have an merge aplication for the roll over, but I think that is manually and you have to push the button of merge to do it no?? It is possible to do automaticalle the same day of the expire contracts??

That is because I use data of tickdata company and have and especific roll over with backwards ok...

Some help in this topic??

[NinjaTrader_Ben]

Hello,

Thank you for your note.

NinjaTrader support continuous contracts if your data provider supports them. This goes a long way to negate the need to go between contracts.

The contracts have rollover periods where you can trade either contract however they will have different pricing.

Finally, you can merge data using the instructions here:

http://www.ninjatrader-support.com/HelpGuideV6/Merge.html

[noisetrader]

I understand it

i know it ben but you know in europe the data provider do not do a very well roll over and the continius contract that offer esignal is not good and if you use data of http://www.tickdata.com/ read the way to calculate roll overs and it is the good way to do... if you are doing trading or you have automated your orders the same day of the roll over how can I do my roll over for example with your calculate in merge manner.. I have to do it or NIJA TRADER WILL DO I?? You understand me??

[NinjaTrader_Ben]

Hello,

Thank you for your note.

You could merge the historical data once then always record the data as it comes in real time regardless of which contract you are on at the time.

To store data go to: Tools>Options>Data tab>check Store real-time data.

This link will have some information on this:

http://www.ninjatrader-support.com/HelpGuideV6/Data.html

[noisetrader]

yes

Yes I know, that is my question Ben IT CAN DO AUTOMATICALLY THE SAME DAY OF THE EXPIRATION CONTRACT?? OR i HAVE TO DO MANUALLY?' IT IS POSSIBLE TO PROGRAM IT WITH SOME API OF NINJA TRADER??

THANK YOU VERY MUCH.

[zukkaweb]

COuld you make a video where it is explained exactly do?

the cme and eurex futures are different in rollover, so the rules are different and for commodity too...

[noisetrader]

very easy

thanks zuk is very easy I want to put the Ninja trader with 20 - 30 systems in real time in dax and bund and the day of expiration the same day I want that the program do automatically the roll over with backward, that is the manner that appear in the Ninja trader in merge way... but i would like that the program could done automatically only that.. It is possible?'

[zukkaweb]

but i would like that the program could done automatically only that.. It is possible?'

yes i mean this

[NinjaTrader_VinceB]

Hi,

We don't have the option to automatically rollover. Needs to be done manually.

I'm not sure if you have seen this video listed here:

http://www.ninjatrader-support.com/HelpGuideV6/RollingOverAFuturesContract.html

[noisetrader]

ok

Perfect I understand but it is possible to do it with ope source code with some API of Ninja trader?? If it is not possible only take it like one tip for the next version of Ninja Trader.

[NinjaTrader_VinceB]

Hi,

Unfortunately this is not possible.

I will ask development if they can add this to the list of future considerations.

[alleillo]

right a things that we have to think is that if we have tradingsystem that are working, is better stop them that day.

look here

http://www.ninjatrader-support2.com/vb/showthread.php?t=12007&highlight=rollover

[alleillo]

is the best data to merge made it tick by tick than one minutes?

[NinjaTrader_Jason]

You would merge the data you have access to when merging data.