Merging Contracts with Zen Fire

[zukkaweb]

i try but it doesn't work.

i open both zenfire than interactivebrokers, with both also daily data works.

i don't know why, i think because interactive brokers feeds daily data.

when i open a chart with 2 brokers, like the 2 above, what is the first data

feed that are loaded into merging, zen or ib?

[rurimoon]

did someone have a solution for this? I also got the same problem as bobbethgoo. I merge the ES 1208 and 0309 data as instructed by the first post and I did close NT and my computer after verify that data is merged. After I restart NT without the connect to Zenfire, the data still merged. But as soon as NT connect to Zenfire, it reload the historical data and wipe out Oct/Nov/Dec data...

[bobbethgoo]

In the log of NT get "system out of memory" error thrown or some such wording. wondering if the merge didnt actually complete everything and thats why it reloads the data?

[Candara]

I did this procedure 3 times ( with ES ) and worked great until next Ninja startup and relogin to zenfire.
Still dont know why each time I relog to zenfire it overwrites my merged data ( not all , it replaces from Sep 27 to now with current contract ).

May be Im doing somthing wrong..... any help ?

Same. The problem is - when you open chart with long history (for ex. 180 days) Zen-Fire ALWAYS download and overwrite full history of last future contract serie.

[NinjaTrader_Ben]

Hello,

Sorry to jump in here, but this link may be helpful:

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

Sorry, I did not review this entire thread.

[pmaglio]

Btw, here is a solution that works for me :
I added the instrument ES ##.## on instrument manager which can't be updated through zenfire.
So I exported each contract to .txt ( like ES 03-09.txt ) , change name to "ES ##-##.txt" and import it. This way with each contract, filling the data for instrument ES ##-## which I now use as a continuos contract ES.

Another hint : As I only want time data ( because tick data would be too big to handle ) for my continuous contract, and there is no way to select type of data to export, I open a time chart with needed data to be exported, then disconect and then export ; so the only data to export is the time data on the cache...

[trader65]

there is a simple solution.....

this is a basic and important feature all great charting platforms already offer (tradestation-ensign-neoticker) .....automatic rollover schedule for
futures symbols based on internal calendar where the user can define the exact pattern and date for the rollover...backadjusted or not. This has nothing to do with the feed itself...could be IB's or Zenfire or else...but it seems Ninza developers are trying to force people to use feeds like esignal or iqfeed...

[Candara]

Same. The problem is - when you open chart with long history (for ex. 180 days) Zen-Fire ALWAYS download and overwrite full history of last future contract serie.

Could NT stuff tell me how to avoid such situation? How disable overwriting?

[NinjaTrader_VinceB]

You might want to take a look here:

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

[pacpac]

You might want to take a look here:
http://www.ninjatrader-support.com/H...ricalData.html

Thanks for your post.

That was actually the problem.

The solution is just that, follow the initial instructions from BigAppl and be careful when you connect to your provider than any of the charts don't try to get a date previous to the merged data because Ninja will get new data and overwrite the one you have. I have done few tests and thats the problem. I just merged es 03-09 into es 06 09 etc. When I open Ninja again I make sure that none of my charts try to get data previous to the initial date from the 03-09 contract and then the magic comes , not only Ninja doesnt overwrite your data, also the load of the charts is superfast because everything is in the DB or cache.

This tip also will help those complaining of ninja loading really slow, as far your charts dont try to get data from a date you dont have in the db Ninja will load really fast.

Hope this help.

Pacpac

[BigAAPL]

Well, after following my very own instructions, I was yet again stymied in trying to get the new contract to merge with my back months data. This is a problem with the platform that the developers need to focus their attention on to make this a more seamless procedure.

Anyway, I fiddled around last night and was successful, and hopefully this procedure will help some people. I have only tested this on ES and YM.

Assuming you have data stored from the 03 contract and also assuming you have at least a couple of days data stored for the new 06 contract, try this:

While DISCONNECTED from your data provider, open a chart with the 03 contract to any setting you wish (vol., time) but format the data series to an end date of 03-11, the last day before rollover. Make sure this is the only chart open in the current workspace.

Open the merge dialogue box and set the 'from' date as far back as at least the day after the last rollover (12-12-08 or later). Set the 'to' date to 03-11-09. Merge the data.

If successful, open a new chart with the 06 contract and format data series to 30 or 60 days, your choice. If the chart reproduces properly, close the app., and restart your PC.

The final test comes when you reconnect to your data provider (I use ZEN) and try to build a chart with the new contract and a lookback period of at least 30 days. Do not 'Reload Historical Data'! What we do not want is the server to overwrite the historical data you have just merged.

I hope this helps and feedback is appreciated.

[NinjaTrader_Bertrand]

Thanks for this post BigAAPL, I think the community will appreciate it.

[Brewer]

bigaapl, I tried your advice but my chart looks like this:




but the real problem is the data is not accurate. If i scroll back a few weeks it shows NQ was hitting lows of 1010 and that is not remotely correct ...

[pacpac]

bigaapl, I tried your advice but my chart looks like this:


but the real problem is the data is not accurate. If i scroll back a few weeks it shows NQ was hitting lows of 1010 and that is not remotely correct ...

I have still similar problem, My time charts are showing ok but the vol chart is a mess and compress. I am thinking that the tick data didnt merger correctly only the minute data.

Thanks
Pacpac

[mgbloomfield]

I added the instrument ES ##.## on instrument manager which can't be updated through zenfire.

Zen-fire doesn't support continuous contracts?