Rollover not sticking.

[NinjaTrader_Jessica]

Hello bluelou,

Thank you for your posts and sorry for the confusion.

The merge is designed for just the reasons you listed.

The merge will stay unless historical data is pulled from your provider instead of the NT database.

So after the merge do not right click--> Reload historical data.

What I think is over riding your new charts is that the days back in your format data series extend further then your merged data. When this is the case NinjaTrader looks at its database recognizes it doesn't have enough data and pulls the data from your provider, and then of course this data from the provider over rides your merge (expected behavior).

What you need to do to make this "stick" is merge a large enough range of data that when NinjaTrader looks at the database to build your chart all the data is there and there is no need for ninjaTrader to pull historical data from your provider.

If you are merging the maximum amount of data you will simply need to reduce the days back requested in your chart. For existing charts you can right click and select Format data series to adjust this setting.

Please let me know if this clears it up and enjoy your day!

[bluelou]

Jessica,
There's no confusion, the NT merge process clearly doesn't work when used around contract rollover dates.

Simply put, NT's rollover works properly only when working with a large, possibly undefined, number of days history for both the front-month and back month contracts. This is suitable for linking together historical data for backtesting but it's totally worthless when trying to trade live.

I've tried what you've suggested and it didn't work. Instead I got a hybrid. NT somehow changed the rollover date to 02/09/09 instead of 03/11/09 as selected. My guess is that 02/09/09 is the first trading day of the front-month contract.

Any other suggestions? At least give me some hope and tell me that this will be fixed in the next release. I've worked with a few other platforms and NT is the only one that has this problem.

[NinjaTrader_Jessica]

The Merge function is designed for roll over so it does work near and on roll over.

The front month will still be 06-09 the histroical data is just merged.

You simply need to chart less days then you merge, if it defaults further back then that is fine.

The days back in your chart just need to be < the days merged.

There is a step being missed here some where and I feel we can better assist you with remote assitance.

Please send a note to support AT ninjatrader DOT com and reference this post so we may schedule a call to help you with the process.

[bluelou]

Jessica,
I've sent the e-mail to support per your suggestion. I look forward to a call with someone from NT ASAP. Thank you for your help.

Sincerely,
Lou

[bluelou]

This post is for the benefit of those having difficulty merging futures contracts in NT. This is different from what is in the NT6 Help Guide and is what I've found works after talking directly with someone from NT.

How to merge futures data in NinjaTrader:
1) Both instruments must be loaded in an Instrument List in Instrument Manager (the merge won't work by selecting instruments on the fly).
2) Open a chart in both the "From" and "To" contracts to make sure you actually have the data for the periods you plan to merge. Then close the charts.
3) Disconnect from your live data provider.
4) Merge the contracts using Tools -> Merge Historical Data. The "To" date will include the data as of the end of that date. For instance, if your To date is 031109, then the To data will go up to 11:59pm on that date. Make sure that both From and To instruments are selected from an Instrument List. DO NOT USE the Type: Future or the merge won't work.
5) Create a new chart with the newly merged data and be sure to select a historical period less than the entire merged data set. For example, if your From data was from 080108-031109 and your To data is 031209-031309 then select a date after 080108 to create a new chart.
6) You can now reconnect to your live data provider.
7) Issues: If your chart is missing data you can't select Reload Historical Data or this will demerge your chart. In order to reload historical data it appears that you must wait until you have at least 3 days of data since the merge date in the To contract.