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Range chart for expired contract period

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    Range chart for expired contract period

    When increasing the period of my range chart to 200 days from 100, I get the message 'ES 12-11 failed to load, invalid symbol', then the chart goes blank, and I have to switch back to 100 days to get back to normal.

    I'm sure this is because range bars are built from tick data, and I don't have tick data from the 12-11 contract. I use IQFeed as my data provider. I went to the Historical Data Manager and tried to download from 9/1/11 to 12/17/11 for the ES 12-11 contract, however, it said that it was an invalid symbol and (panic). Is there a way to get data for this expired contract, and if so, am I going about it correctly?

    Also, I want to be sure I understand this correctly -- theoretically I could compose a tick-based chart such as a tick or range chart from data several years old, as long as I have that tick data in my NT database, correct? And, the chart will be composed by merging contracts over the appropriate period based on the rollover dates given in the instrument manager -- is this correct?

    #2
    Hello JoshDance,

    Thank you for your note.

    You are going about reloading and downloading historical data correctly. However, the message you are receiving would indicate that the data is not available for that instrument. You provider my not supply historical tick data that far back.

    If you have the data available in NinjaTrader then you should be able to view the data in your charts. Futures instruments can be set to one of three merge policies, that will merge the contracts based on the merge policy. For information on Merge Policies please visit the following link on the Data tab of the Options menu: http://www.ninjatrader.com/support/h...7/data_tab.htm

    Please let me know if I may be of further assistance.

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