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weird problem with pre 2005 ES data

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    #16
    Hello qewcool,

    Unfortunately the server holds values of zero because we did not record data at that time - this cannot be changed.

    Can you please try changing the rollover date to a different date and subsequently enter your own offset value as a workaround.

    You could import all historical data from different expiries in a continuous contract (##-##) as well, however it will not be backadjusted.

    So you would export all historical data for each expiry. Rename the .txt file to ES ##-##.Last.txt. Make sure you added the ES ##-## to your instrument list and import the renamed .txt file.

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      #17
      Originally posted by NinjaTrader_Jason View Post
      Hello qewcool,

      Unfortunately the server holds values of zero because we did not record data at that time - this cannot be changed.

      Can you please try changing the rollover date to a different date and subsequently enter your own offset value as a workaround.

      You could import all historical data from different expiries in a continuous contract (##-##) as well, however it will not be backadjusted.

      So you would export all historical data for each expiry. Rename the .txt file to ES ##-##.Last.txt. Make sure you added the ES ##-## to your instrument list and import the renamed .txt file.
      Thanks for the reply
      but right now the automerge is working as the continuous contract you describe : data from each contract are attached together with no backadjusment.

      the only thing that is wrong is the 0 offset. From your answer I guess you cannot change that number manually even if you dont have data at that period.

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