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Importing Historical Data B4 Rollover Date

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    Importing Historical Data B4 Rollover Date

    Hi,

    I am using NT7-64 bit and have a data importing problem.

    I have a data file that contains the March 2011 ES contract in a text file. The file contains data for the dates 12/7/2010 through 3/9/2011. The 'official' roll-over to this contract was 12/9/2010 (a Thursday). I wanted to get a few days of data for the contract before the rollover date so the file contains data starting on 12/7. The file is named 'ES 03-11.txt. I have verified that the text contains the correct data.

    When do a historical import of this data, NT7 responds that all the data was successfully imported. Further, I noted that the 1st dates to scroll by (on the lower right of the control panel) when importing were 12/7 and 12/8, the 2 days before the rollover. However, when I create a chart with a custom data range from 12/7/2010 to 3/9/2011, the chart shows all the contract data EXCEPT the 1st 2 days, i.e. the 2 days before the rollover date. What also puzzles me is that the 1st 1M bar is 23:01 of 12/8, the hour before the official rollover date.

    How can I get all the data for the contract in correctly loaded into a chart? In my case, this is important for strategy development as I need a couple of days of data B4 the contract's 1st rollover date.

    #2
    Hi doctore,

    Thank you for your post.

    The data in NinjaTrader automatically merges based on defined roll-over dates, and because of that data for a particular front month may be modified in NinjaTrader based on the roll-over dates. More information in the Merge Policies section at the following link:


    The data is likely present and you will want to go to Tools > Options > Data and then change the Merge Policy to Do Not Merge and then hit OK.

    Then on your chart if you right-click you can then select Reload All Historical Data.
    Ryan O.NinjaTrader Customer Service

    Comment


      #3
      Thank you very much....works perfectly!

      Comment

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