Auto Merge?

[BrandonLG83]

Hi, I was told that NT7 automatically merges data from past futures contracts into the front month. Is this true? When I pull up the NQ front month chart and load 100 days worth of data, all seems well, but I just want to be sure this is correct and the data I'm loading is indeed accurate. By the way, I'm using Mirus Futures as a data provider.

Thanks

[NinjaTrader_Chip]

Hello BrandonLG83,

Thank you for your post.

NinjaTrader 7 allows you to control if & how data from expired contracts is merged. For more detail on this feature & options, please see the following resource:

http://www.ninjatrader.com/support/helpGuides/nt7/index.html?data_tab.htm

Please let me know if you have any additional questions.

[BrandonLG83]

Ok thanks. Mine is set to MergeBackAdjusted by default. I have another question: When I pull up a continuous contract chart, NQ ##-##, the data from past contracts are different from the data for past contracts on the merged front month chart. Which chart's data is correct?

[NinjaTrader_Kyle]

Hello BrandonLG83,

Can you provide me with some specific examples of this?

If you'd provide the timestamp of the bar and the timezone that your PC uses, I'll be able to compare to the results I see on my end.

[BrandonLG83]

Okay, on 8/27/10, on the 5-minute bar timestamped at 09:05, the low I have for my NQ ##-## chart is 1744.00 and the low I have for my NQ 12-10 merged chart is 1742.25. My computer is set to Central Time (GMT - 06:00)

[NinjaTrader_Kyle]

Hello BrandonLG83,

Please right click in the NQ 12-10 chart and Reload Historical Data.

You should be seeing the 1744.00 value reported as the low in both of your charts, so long as you're using the 'MergeBackAdjusted' setting.

[BrandonLG83]

Strange. I refreshed the data and the value is unchanged. I double checked to make sure the Merge Policy is set to MergeBackAdjusted and it is indeed so. What shall I do?

[NinjaTrader_Kyle]

Hi BrandonLG83,

Please send a note to Support [AT] NinjaTrader [DOT] com with 'ATTN: Kyle' in the subject line.

In the message, please include the following:

1.) A link to this forum thread.

2.) Your most current trace file.
You will find the trace file in the Documents > NinjaTrader 7 > Trace folder.
Today's trace file would be named 'trace.20100922.txt'.

[BrandonLG83]

Ok, sent.

Thanks