Merging multiple contracts

[chuckt101]

If I want to merge the Z08 contract into U09, do I have to do this step by step (i.e. Z08->H09->M09->U09) or can I simply go from Z08->U09?

[NinjaTrader_Jason]

Hello 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.

[chuckt101]

Hello 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.

So 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)

[NinjaTrader_Ben]

Hello,

Just checking, are you disconnected while you are doing this?

[chuckt101]

Yes..............

[chuckt101]

bump......

[NinjaTrader_Jason]

Price will be adjusted in order to create the continuous instrument. Please see the link below for more information.

http://www.ninjatrader-support.com/HelpGuideV6/Merge.html

If it is adjusted incorrectly, please tell how it is exactly adjusted and what adjustment you expected.

[chuckt101]

Price will be adjusted in order to create the continuous instrument. Please see the link below for more information.

http://www.ninjatrader-support.com/HelpGuideV6/Merge.html

If it is adjusted incorrectly, please tell how it is exactly adjusted and what adjustment you expected.

I know how to merge the current month and the last month.

So 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)

[NinjaTrader_Jason]

I am not sure how to interpret your response, could you please clarify.

Are you able to merge the June contract into the September contract, but you are unable to merge the March contract into the June contract before this?

[chuckt101]

March is merged into June, now how do I merge March into Sep? Select only March dates and merge into Sep or select Mar & Jun dates as the Jun contract and merge into Sep or...?

[NinjaTrader_Jason]

Yes, merge the June contract into the September contract using From and To dates that contain the merged March data as per the June contract as well.

[Harry]

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?

[NinjaTrader_Jason]

Hello Harry,

Can you please verify if your data feed provider supports historical daily data at the link below.

http://www.ninjatrader-support.com/HelpGuideV6/HistoricalData.html

[Harry]

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.

[NinjaTrader_Jason]

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.