how to merge futures, data mess?

[zweistein]

Hello,

I have read the instructions in the help file and I am trying to merge future data from the FGBL 03-09 contract into FGBL 06-09 contract.
I am connected to IB and I can open daily charts of both contracts from TWS.

So far so good.
Then I tried to merge future data from fgbl 03-09 dates 10-12-2008 to 17-3-2009 into fbgl 06-09 contract.
Looking at the chart I do get data back to 10-12-2008, but I get a data misalignment. There is a gap of 3% on date 26-02-2009 which is obviously an error.

So some questions:
1. What has gone wrong there?
2. Can you give a fromula you use for merging data?
3. What happens with data which is after expiry of 03-09 contract. Will this data be automatically be excluded from merging?
4. What happens if I apply the merge two or three times? Will the merged data stay the same or will it change?
5. How can I recover my original non merged data from 03-09 and 06-09 fgbl form the Ninjatrader database without reloading it from IB?

Best regards

Andreas

[NinjaTrader_Bertrand]

Hi Andreas, on the bottom of this page is the formula used for the contact merge - http://www.ninjatrader-support.com/H...eV6/Merge.html

Can you please try the merge again, but this time delete all the data for the new contact prior to the merge 'to' date?

The best way to recover your data would be from a backup file.

[zweistein]

ok, something plausible has come out now.

Another question, I do get the message: No Day data available for TO instrument.
Why is this? I can open Daily charts of all instruments in TWS?


Best regards
Andreas

[NinjaTrader_Bertrand]

Please take a look at this thread for merging questions - http://www.ninjatrader-support2.com/...ad.php?t=12490 This process will be simplified with NinjaTrader 7.

Which dates did you select for the 'To' field, please try going back a few days more.

[Godzilla]

Bertrand,

What is the expected release date for NT7 ???

[NinjaTrader_Bertrand]

Hi Godzilla, thanks for your interest - the first beta is scheduled for the second quarter of this year.