I made a mistake with historical data merge

[jdfagan]

Hello,

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

[NinjaTrader_Bertrand]

Hi JD, you would need to delete the merged in data from the June symbol by going to Tools > Historical Data > Delete.

Then remerge the March contract into the June one with the correct rollover dates used.

[jdfagan]

Thanks for your reply Bertrand. I just tried as you suggested - deleted dates that was bad, and then re-merged from 03-09 into 06-09. Still not correct after reloading 06-09 chart after the merge. Here's what I did:

* Deleted 06-09 dates 12/12/2008 - 03/19/2009
* Reloaded FDAX 06-09
* Merged 03-09 into 06-09 dates 12/19/2008 - 03/19/2009
* Reloaded FDAX 06-09

It seems to get first few days - 12/19/2008 thru 12/23/2008 merged into 06-09 properly. Then after that date, all the volume appears to be very low and not corresponding to the proper volume from 03-09 contract thru 03/19/2009.

Do I need to run Database Repair after doing the delete and then run the merge perhaps?

Should I start over somehow - via Reset DB perhaps in Options -> Misc?

[NinjaTrader_Bertrand]

jdfagan, please delete all data for the March and June contracts. After this download the data fresh for both by going to Tools > Historical Data > Reload. Open the charts and check the data for consistency. Then disconnect and go the Merge process for the March data into the June, after this is done, don't connect, but check the June chart if the result is as you expect.

[jdfagan]

Thanks Bertrand! The key seems to have been disconnecting live feed before doing the merge.

JD