Announcement
Collapse
No announcement yet.
Partner 728x90
Collapse
NinjaTrader
Merging multiple contracts
Collapse
X
-
Originally posted by NinjaTrader_Jason View PostHello chuckt101,
I assume you like all data to be merged into the U09 contract. If so, you will need to merge Z08->H09->M09->U09.
If you would only merge the Z08 into the U09, only Z08 data will be merged into the U09 and not the H09 and M09.
Select Sep-Dec as Z08 and merge to H09
Select Sep-Mar as H09 and merge to M09
Select Sep-Jun as M09 and merge to U09
Is this correct? I just did this and it produced an incorrectly adjusted chart. (by about 150pts)
Comment
-
Originally posted by NinjaTrader_Jason View PostPrice will be adjusted in order to create the continuous instrument. Please see the link below for more information.
If it is adjusted incorrectly, please tell how it is exactly adjusted and what adjustment you expected.
Originally posted by chuckt101 View PostSo when I'm selecting the dates, I would have to do something like this?
Select Sep-Dec as Z08 and merge to H09
Select Sep-Mar as H09 and merge to M09
Select Sep-Jun as M09 and merge to U09
Is this correct? I just did this and it produced an incorrectly adjusted chart. (by about 150pts)
Comment
-
Merging contracts for daily data?
Using NT 6.5.1000.12 : I have merged the ES 09-09 data into ES 12-09 contract.
For intraday data the process was successful. However the daily data was not merged. Is this, how the merging data process is supposed to work?
Comment
-
If I did not have historical daily data, how could I have verified that NT did not merge the data?
To answer your question: Interactive Brokers. Daily chart after merging procedure below. Merging contracts with daily data does not work for any of the futures contracts, i.e. only intraday data is merged.
Comment
-
Hello Harry,
The pop up message that appears once the merge is performed would have indicated the historical daily data merge was not successful.
Did you receive this message or did it state historical daily data was merged successful?
What dates did you use upon merging the data?
Please try the merge once more and subsequently create a new ES 12-09 chart and check if it reflects the merged data.JasonNinjaTrader Customer Service
Comment
Latest Posts
Collapse
Topics | Statistics | Last Post | ||
---|---|---|---|---|
Started by wadginator, 03-25-2024, 10:52 AM
|
2 responses
11 views
0 likes
|
Last Post
by wadginator
Today, 08:18 AM
|
||
Started by alexkoe, Today, 05:59 AM
|
1 response
7 views
0 likes
|
Last Post Today, 08:13 AM | ||
Started by kaywai, Today, 12:06 AM
|
1 response
15 views
0 likes
|
Last Post Today, 08:01 AM | ||
Started by Padan, Today, 02:02 AM
|
1 response
10 views
0 likes
|
Last Post Today, 07:56 AM | ||
Started by Mestor, Today, 03:15 AM
|
1 response
8 views
0 likes
|
Last Post Today, 07:41 AM |
Comment