I'm trying to figure out how to correct a mistake I made with historical data merge for symbol FDAX (I'm using ZenFire demo feed).
What I had done was merge 03-09 FDAX into 06-09 FDAX from 12-12-2008 thru 03-12-2009. However, I realized now that FDAX volume/liquidity crosses/rolls over on 3rd Friday of each month so I should have merged 03-09 FDAX into 06-09 FDAX from 12-19-2008 thru 03-19-2009.
How can I best correct this mistake? I've tried to re-merge 03-09 onto 06-09 contract but now it seems to not be sticking whatsoever after I've re-loaded the data via right click chart, reload data for contract 06-09 after the re-running the merge. I have even restarted Ninja after re-running this merge and still the data from 03-09 isn't merging as I expected into 06-09.
JD
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