Historical data for Natural Gas contract (NG)

[Trader_55]

I have noticed this on several occasions. If you take a look at NG today, there are two contracts that are splitting most of the volume, NG 02-12 and NG 03-12. Your historical data server only really returns proper data for what it considers the current front month, which is 02-12. However, 03-12 is actually trading more volume today, and when I try to load that on a chart, I get missing ticks for the last bit of time. I don't know if that's because NT is only set to return all data for the current front month, or what. Can you try loading these contracts today and let me know what your historical data servers are returning for 03-12, and if you get missing ticks? Hitting "reload" doesn't seem to solve the problem, although once it officially rolls over to 03-12 then it will be solved, if history is any guide. I'd just like to see the full data set today, if possible. (I have it set to "MergeBackAdjusted", if that is relevant.)

[NinjaTrader_ChristopherJ]

Hello,

Thank you for your note.

To see volume for NG 03-12 prior to rollover without pulling data for the current contract please go to Tools-->Instrument Manager-->Select NG within the Available master instrument list-->Edit-->Merge Policy-->Set to "DoNotMerge"-->Click Ok.

Next please right mouse click within your NG 03-12 chart and select "Reload all historical data".

[Trader_55]

Hello,

Thank you for your note.

To see volume for NG 03-12 prior to rollover without pulling data for the current contract please go to Tools-->Instrument Manager-->Select NG within the Available master instrument list-->Edit-->Merge Policy-->Set to "DoNotMerge"-->Click Ok.

Next please right mouse click within your NG 03-12 chart and select "Reload all historical data".

Thanks, this does work... but I'm just wondering, why does the contract have to be the front month for MergeBackAdjusted to work? Can't it just take whatever contract is selected and merge it with every contract month that comes before it before that? Seems like it should be almost exactly the same code, just changing which contract it starts from. Maybe this can be a code change for a future version...

[NinjaTrader_ChristopherJ]

Unfortuantely prior to rollover it will not merge data when the next expiry is selected prior to this date. If you would ilke you may however change the rollover date manually with the steps provided below.

• Tools
• Instrument Manager
• Select NG
• Edit
• Definitions tab
• Merge Policy
• Set to "Use Global Settings"
• Misc tab
• Scroll to the bottom and left mouse click on the ... box next to 96 contract months defined
• Select 03-12
• Change the Rollover date to 1/25/2012
• Click Ok
• Right mouse click wiithin your chart and reload data

[Trader_55]

This should work when getting close to rollover if I want to start trading the next month's contract... thanks!

[NinjaTrader_ChristopherJ]

No problem at all, glad to help out.

Have a great day!