Old nice merge policy

[jriverac]

Hallo,

I wonder if the old nice "merge historical data" feature from NT 6.5 will be implemented in NT 7.0. I use charts with many years of historical data behind and keeping the past data "untouched" is a nightmare with NT 7.0.

Rollover in december was such a mess that I switched back to NT 6.5 and will stay there for some time.

Will I be able (in NT 7.0) to merge my charts in EXACTLY the same way as I did in NT 6.5???

Thanks

Juan

[NinjaTrader_Cameron]

Hello Juan,

Thank you for your note.

Currently the 'Merge Historical Data' feature is not implemented in NinjaTrader 7 because NT 7 will automatically merge data for Futures contracts.

There are a few options to change how NT 7 merges data which can be read in the following section - Understanding merge policies

http://www.ninjatrader.com/support/helpGuides/nt7/historical_data.htm

Could you clarify? By 'untouched' data do you mean Not Back Adjusted?
If so, you could change the Merge Policy to 'MergeNonBackAdjusted'. This tells NinjaTrader to automatically merge data, but does not back adjust, historical data.

• From the Control Center -> Tools -> Options -> Data tab -> set the 'Merge Policy' to 'MergeNonBackAdjusted' -> Press 'OK'

This is no longer a manual process that it was with NT 6.5.


Please let me know if you have any further questions.

[jriverac]

Hallo Cameron.

Thanks for the quick reply.

Since NT 7 will automatically merge data for Futures contracts, it will take historical data from a contract that, albeit being the front month, it was not the most traded. In my historical data, I skipped that contract, but will NT 7.0 overwrite it?

Do you think the manual feature will be implemented in NT? It won´t hurt to have it.

Thanks

Juan

[NinjaTrader_Cameron]

Juan,

NinjaTrader 7 will automatically download and merge the data. Though I'm not sure I fully understand, could you clarify, what you mean by:

"Since NT 7 will automatically merge data for Futures contracts, it will take historical data from a contract that, albeit being the front month, it was not the most traded. In my historical data, I skipped that contract, but will NT 7.0 overwrite it?"


The manual feature is not in NinjaTrader 7, I will, however send this suggestion to our development team for future considerations.

[jriverac]

Hallo again

Need help again with charting... I am so frustrated with NT 7.0...

This is what I did in NT 6.5
1) I have a text file with 5 years historical data with the data from yesterday missing.
2) Open Nt 6.5. Do not connect to TWS yet.
3) Import historical data, select txt file.
4) Open new chart, select 5 years back.
5) I see my chart, with the data from yestarday missing (there are not in the txt file)
6) connect to TWS; which fills data for yesterday.
7) Voila!!!! a 5-year chart is there. Simple.

With NT 7.0 I cannot do this!!!!!!!!!!!!!! This is what I do:
1) Same text file with 5 years historical data with the data from yesterday missing.
2) Open Nt 7.0. Do not connect to TWS yet.
3) Import historical data, select txt file.
4) Open new chart, First mess. IF DoNotMerge is selected, it only loads a few weeks!!!!!!!! (until the previous expiration date!) (where is my data???
If MergeBackAdjust is selected. I can see the 5 years back chart. OK
5) I see my chart, with the data from yesterday missing (there are not in the txt file)
6) I connect to TWS; which TRIES TO FILL DATA FOR THE 5 YEARS AND IS UNABLE!!!!!!!
7) The chart looks like crap, my data has been overwritten...

What am I doing wrong?

Any, any help is welcome!

Juan

[NinjaTrader_Cameron]

Juan,

To resolve your current NinjaTrader 7 issue you will need to enable the 'Save chart data as historical' option

• From the Control Center -> Tools -> Options -> Data tab -> Check 'Save chart data as historical' -> Press OK

The 'DoNotMerge' policy is behaving correctly, it is not going to show data from previous expiration dates.

You will need to use 'MergeBackAdjusted' or 'MergeNonBackAdjusted'. Please see the section below for clarification on these two policies.

Understanding merge policies - http://www.ninjatrader.com/support/helpGuides/nt7/historical_data.htm

[jriverac]

Hallo Cameron,

The 'Save chart data as historical' option was always checked, that is NOT the issue.

The issue is: I import years of data via a txt file and open a chart with years of data, as soon as you connect to TWS, with either 'MergeBackAdjusted' or 'MergeNonBackAdjusted', NT 7.0 will make a mess on the chart, trying to download data from the server... data that is ALREADY in the database. Why?? I guess NT 7.0 is trying to adjust data but why not left the data alone??

This behaviour was not found in NT 6.5.

Juan

[NinjaTrader_Cameron]

Juan,

To assist you further can you send me a note to: Support [at] NinjaTrader [dot] com ATTN: Cameron in the subject, and link to the forum in the body.

Please attach your .txt file with historical data so that I may recreate your exact conditions to further investigate this issue.

Also, could you provide the instrument you are viewing and the interval of the chart.


I look forward to resolving this issue.

[ManuAdam]

Hello, I am also facing similar problem - though am not sure whether it comes under merger policy. I tried to import data of one scrip INFOSYSTCH listed on India's National Stock Exchange (NSE) from june last year to Aug 23, 2011. But NT7 imported data only upto June 2011 and showed error for later data - because from June this year INFOSYSTECH symbol (name) has been changed to INFY. Now I dont know how to sync / merge data for INFOSYSTCH / INFY under same instrument head so that I could have a regular chart display till date. Please help with step by step guideline. Thanks.

[NinjaTrader_Cameron]

Hello ManuAdam,

Thank you for your post.

Your issue is not related to the Merge Policy as this only effects Futures.

Could you clarify, can you create a INFOSYSTCH chart and receive the correct data before it was changed to INFY?

[ManuAdam]

Hello ManuAdam,

Thank you for your post.

Your issue is not related to the Merge Policy as this only effects Futures.

Could you clarify, can you create a INFOSYSTCH chart and receive the correct data before it was changed to INFY?

Sir, I am sorry for that. I thought it ws also related to merging. Yes sir, I am able to see chart of INFOSYSTCH till the Name change .. upto june as NT 7 imported the data till that time. But after June when its listed name changed to Infy, it didnt import the data .. . Can I add a new Instrument by name Infy in Instrument Manager and then import the subesequent data from june. But how ill NT 7 know it is the same instrument ... so that it could merge both data upto june and after-june with different name. Plz guide me bcoz like Apple in US, Infy in India is one of the most imp stocks with very high trade value. Thanking you.

[NinjaTrader_Cameron]

ManuAdam,

Since the data for both symbols exists and is correct, then please see the following steps.

• Export the data for INFOSYSTCH from the Historical Data Manager
• http://www.ninjatrader.com/support/h.../exporting.htm
• Once exported, rename the .txt file to INFY
• Then import the INFY text file as data.
• http://www.ninjatrader.com/support/h.../importing.htm