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Erorr loading ES09-10 symbol from IQFeed

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    Erorr loading ES09-10 symbol from IQFeed

    Hi all,

    I have the attached error message when I try to run a backtest from 08/1/10.
    I tried to delete the data but it didn't help.

    What can I do?

    Tx in advance
    Attached Files

    #2
    Hello freewind,

    Unfortunately the error indicates you do not have access to historical data for the ES 09-10.

    NinjaTrader 7 can automatically merge historical data if you request historical data that spans across multiple expiries. This is the case, since you request historical data starting at 8-1-2010. The ES rolled over to the 12-10 expiry on 9-9-2010.

    Can you please go to Control Center-->Tools-->Instrument Manager, highlight the ES instrument and click Edit. You will see the 'Merge policy' setting. If enabled, it will automatically merge data when you request historical data that spans multiple expiries. If 'Merge policy' is disabled, you will only load historical data for the expiry in question.

    Please set it to DoNotMerge and click Ok. Subsequently restart NinjaTrader and perform a new backtest. The error message should not recur, since NinjaTrader only requests historical data from the 12-10 expiry.

    Comment


      #3
      Thanks Jason!
      Problem solved!

      Comment

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