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52 week futures highs

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    52 week futures highs

    i saw a video on trading 52 wk highs on futures and realized with zenfire i cant see daily or wkly.
    any suggestions around it so i can spot a 52 wk high on a chart?

    #2
    Hello,

    Thank you for your post.

    To view that data with Zen-Fire you can use a weekly interval converted to minutes so that you can access the historical minute data. For a week it would be 10080 minutes.

    Since Zen-Fire does not offer a continuous contract to view data for large time periods you may want to merge the historical data.
    Ryan O.NinjaTrader Customer Service

    Comment


      #3
      Originally posted by NinjaTrader_RyanOlson View Post
      Hello,

      Thank you for your post.

      To view that data with Zen-Fire you can use a weekly interval converted to minutes so that you can access the historical minute data. For a week it would be 10080 minutes.

      Since Zen-Fire does not offer a continuous contract to view data for large time periods you may want to merge the historical data.
      http://www.ninjatrader-support.com/H...ide.html?Merge
      i just tried--i want to merge CL oil futures from 1/20/09 (on the 3/2009 contract) thru the 4-2010 contracts as of today (the volume rolled into the 4/2010 exceeding the 3/2010 volume) but i get the error i need to select a valid instrument. do i use 'default' instead of 'futures'? to do that do i need all the contract months from 3/09 thru 4/10 saved in my tools/instrument selection window under default like my 3/10 and 4/10 already are?

      Comment


        #4
        Hi,

        When merging historical data you will want to make sure that you have the historical data in the database, which you can get if open and view a chart.

        When selecting the Instrument Type whether you use future or default. The default option is for quick access of instruments added to the <Default> instrument list. You can add older contracts if you wish but do not have to if you use the search feature which is accessible by choosing the instrument type(futures) and then hitting the button with 3 periods.
        Ryan O.NinjaTrader Customer Service

        Comment


          #5
          Originally posted by NinjaTrader_RyanOlson View Post
          Hi,

          When merging historical data you will want to make sure that you have the historical data in the database, which you can get if open and view a chart.

          When selecting the Instrument Type whether you use future or default. The default option is for quick access of instruments added to the <Default> instrument list. You can add older contracts if you wish but do not have to if you use the search feature which is accessible by choosing the instrument type(futures) and then hitting the button with 3 periods.
          1) i loaded CL from 12/08 thru 4/10 in a new category called Futures.
          2) i wanted to merge type:Future Name: CL 12-08
          From: 12/22/2008
          To: 2/22/2010
          3) Into Type: Future Name: CL 04-10

          but i still get that i need to select a valid instrument.
          I have CL 4-10 open on my 1 min chart.

          What did i miss?

          Comment


            #6
            Hi simple trades.

            Rather than merging the 12-08 contract directly into the 04-10 contract you will want to merge incrementally, otherwise there will large time periods that feature no data.

            So please merge 12-08 contract into 01-09, and then 01-09 into the next, and so until you get to 04-10.

            So to test please create a chart for the front month before 04-10 and then please merge that data into the current front month.
            Ryan O.NinjaTrader Customer Service

            Comment


              #7
              Originally posted by NinjaTrader_RyanOlson View Post
              Hi simple trades.

              Rather than merging the 12-08 contract directly into the 04-10 contract you will want to merge incrementally, otherwise there will large time periods that feature no data.

              So please merge 12-08 contract into 01-09, and then 01-09 into the next, and so until you get to 04-10.

              So to test please create a chart for the front month before 04-10 and then please merge that data into the current front month.
              i just tried merging 3/10 into 4/10 from 1/22/10 to 2/22/10 and it tells me there is no day, minute or tick data and its required to adjust the target.

              Comment


                #8
                Hi simpletrades,

                Can you please open a new chart for the 03-10 contract for days you used for the merge.

                Please change the chart interval from minute, to tick to day to see what type of historical data is available.

                When merging please choose the types of data you received in your chart for the 03-10 contract.
                Ryan O.NinjaTrader Customer Service

                Comment


                  #9
                  Originally posted by NinjaTrader_RyanOlson View Post
                  Hi simpletrades,

                  Can you please open a new chart for the 03-10 contract for days you used for the merge.

                  Please change the chart interval from minute, to tick to day to see what type of historical data is available.

                  When merging please choose the types of data you received in your chart for the 03-10 contract.
                  both the 3/10 and 4/10 1 min charts begin 1/24 at 6:01pm--a sunday, but the 4/10 shows almost no volume until 1/26.
                  the merge date was from 1/22
                  The only day bar is today and i went in and set the start date at 1-22-10 for day bars but it kept resetting to default when i selected future in the data series window
                  Last edited by simpletrades; 02-22-2010, 09:25 AM.

                  Comment


                    #10
                    Hi,

                    It appears that only minute and tick data is available so you will want to merge only minute data and tick data.

                    Also, please add the CL 03-10 contract to the <Default> instrument list, and then merge the data.
                    Ryan O.NinjaTrader Customer Service

                    Comment


                      #11
                      Originally posted by NinjaTrader_RyanOlson View Post
                      Hi,

                      It appears that only minute and tick data is available so you will want to merge only minute data and tick data.

                      Also, please add the CL 03-10 contract to the <Default> instrument list, and then merge the data.
                      3-10 and 4-10 had already been in default since that is where i used them normally. i only created a future category in instrument mngr today in order to put from 12/08 thru 4/10 CL contracts in it.

                      Comment


                        #12
                        Hi,

                        Can you please let me know who your particular data provider is?
                        Ryan O.NinjaTrader Customer Service

                        Comment


                          #13
                          Originally posted by NinjaTrader_RyanOlson View Post
                          Hi,

                          Can you please let me know who your particular data provider is?
                          zenfire. it was in my original post on this thread.
                          i guess i was just now able to merge 2/10 into 3/10 starting with 12/22/09 thru 1/22/10 using default because it said minutes and tick data merged but day wasnt.
                          when i tried 3/10 into 4/10 from 1/22/10 thru 2/22/10 it gave the original error saying none of the 3 were merged.

                          although the 4/10 chart just took me back to 12/23 also it has tiny volume which i would think should merge also to make this continuous.
                          the 3/10 on the same days in early jan has volume.

                          also the closing oil price at 2:30 on 1/4/10 was $4.36 different between the 3/10 and 4/10 chart. 4/10 was the higher number.

                          also the 12/23 2:30 est price on the 2/10 and 3/10 contracts which it said did merge are also very different on each chart.
                          Last edited by simpletrades; 02-22-2010, 09:52 AM.

                          Comment


                            #14
                            Hello,

                            Sorry for my oversight regarding your data provider.

                            I have attached two screenshots, and these are the settings I used to successfully merge data.

                            I receive the messages that you are receiving indicating that this may be a more general issue, but the data I have for the current front month includes all of the requested data.

                            I will forward this issue to development for further consideration, but if you only receive the no data message when merging the current front month it should mean the rest of the process was successful, and the data will be on the current front month's chart.
                            Attached Files
                            Ryan O.NinjaTrader Customer Service

                            Comment

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