Merging Data

[mikehoustonmsu]

When I merge these contracts, is it best to use specific dates? What I mean by that is, contracts rollover in the middle of the month sometimes, so if I put into the system to merge 06-08 to 09-08 with the dates from 06/01/2008 to 09/01/2008, I don't know if I am getting it done right. Basically I'm confused on how to enter in the correct dates. Thanks.

[NinjaTrader_Tim]

Hi mikehoustonmsu,

Thank you for your post.

I suggest merging the contract based on rollover dates.

For example, the 06-09 rolled over on 6/11/09 and the 09-09 rolled over on 9/10/09. So to merge 06-09 in to 09-09 I would use those dates.

More info on rollover dates at - http://www.dacharts.com/faq/futures-rollover.htm

[mikehoustonmsu]

Thanks for your help in understanding the merging. So, just to clarify...if I want to merge the 06-09 contranct into 09-09, the FROM date is 6/11/2009 (the day of expiration) and the TO date is 9/9/2009 (the day before expiration). Is that correct?

[NinjaTrader_RyanO]

Hi mikehoustonmsu,

Your understanding is correct in terms of choosing the correct dates.

[mikehoustonmsu]

I tried merging the 03-09 contract into the 06-09 contract with the following settings and it is giving me an error message saying "You need to select a valid instrument."

Merge the following data:

Type: Future
Name: ES 03-09
From: 12/19/2008
To: 3/19/2009

Into:

Type: Future
Name: ES 06-09

What is wrong here?

[NinjaTrader_Ben]

Hello,

Can you pull up a chart for the time periods you are merging? If not, you don't have access to the historical data any more via your connectivity provider.

[mikehoustonmsu]

Merging Data

I have merged data up into the ES 6-10 contract, but now with it rolling over into the 9-10 I need to merge all my previous contracts into the 9-10. What is the best way to do this? Should I re-merge all my contracts again until I arrive to 9-10 or should I merge the beginning contract to the 6-10 INTO the 9-10 contract?

Thanks

[NinjaTrader_Ben]

Hello,

I'm not sure I understand but you should be able to merge your existing merged data with the new contract and just keep attaching it to each new contract as time passes.