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Unable to load ES 03-08 and earlier minute data

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    Unable to load ES 03-08 and earlier minute data

    In the Historical Data Manager, I am unable to download minute data from IQFeed for the 03-08 and prior ES contracts. I have put these contracts into the Instrument List by following this procedure:



    Is it possible that my computer clock must also be set back very far at the time of download? I am able to load 06-08 and later data, so I am unsure.

    I asked IQFeed about this question, and here was the response:
    "Hello Josh, we do have data for the @ESH08 contract within IQFeed, as to why NT is not able to load it I am not sure. I would recommend contacting NT Support to see if it is able to load individual contract data that far back into NinjaTrader and why it is giving the error message."

    #2
    Hello JoshDance,

    Thank you for your post.

    Please right click in your chart > select Data Series > change the End Date to a date when you would see the data for this contract.

    Please let me know if you are able to see the data after changing the end date of your chart.

    Comment


      #3
      Originally posted by NinjaTrader_PatrickH View Post
      Hello JoshDance,

      Thank you for your post.

      Please right click in your chart > select Data Series > change the End Date to a date when you would see the data for this contract.

      Please let me know if you are able to see the data after changing the end date of your chart.
      Patrick, I'm not sure what chart you are referring to. I cannot create a chart, for example, with the end date set to December 1, 2007, with a duration of 30 days, because I am unable to download ESZ07 data from the historical data manager. For the ES instrument, I have quarterly contracts defined back to March 2005, just to be clear.

      Comment


        #4
        I just received this response from DTN, which I think explains why I can't load earlier than 03-08:

        "Hello Josh, currently from what I can see is we currently have individual contract data going back to March 2008, however our Continuous contract which within NT is using the ##-## expiry will allow you to go back to 2005."

        So it looks like I will need the continuous contract if I want prior to 03-08...

        Comment


          #5
          Hello JoshDance,

          Thank you for your response.

          Please let me know if you are able to view the data using the continuous contract in NinjaTrader (##-##).

          Comment

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