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Historical Data Question

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    Historical Data Question

    Hi,

    I exported 5 years of intra-day continuous ES data from TradeStation and imported it successfully as per the instructions at this link: http://www.ninjatrader.com/support/h...?importing.htm.

    I am unable to display the data in the chart or backtest the data beyond 12-31-2012.
    I also have CQG data feeding into NinjaTrader which I disconnected. Is there a conflict causing this? Should I blow out the all the data and just reimport the TS data?

    Thank you for you help.

    #2
    Hello Cowpux,

    Can you please tell me what expiry month is used for the ES. Do you use the ##-## expiry? If not, did you import all data for the same expiry month?

    Do you see all imported data at Control Center-->Tools-->Historical Data Manager-->Edit-tab?
    JasonNinjaTrader Customer Service

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      #3
      I am using the ES 09-13 expiry. In the historical data manager, I am able to verify that there is data all the way back to 09-08. Before I found out how to do this, I had created a chart using ES 09-13 with CQG which only goes back to 12-31-12. Perhaps there is a conflict here? Do I need to somehow delete all of my data and reload? If so, how do I delete all of the data?

      Again thank you for the fast response.

      Comment


        #4
        Thank you for clarifying. So you imported data multiple times - for ES 09-13, ES 06-13, ES 03-13, ES 12-12, etc. Or did you import all data under ES 09-13?

        If all data is imported under ES 09-13, please go to Control Center-->Tools-->Instrument Manager, highlight the ES and click Edit. Set 'Merge policy' to DoNotMerge. Click OK. Remove and re-add the ES 09-13 to your instrument list now that it has different settings. Instructions can be found at the link below.


        If data is imported for multiple expiry months, it should load data before 12/31/2012. What setting is used for 'Days to load' in the Data Series menu of the chart?

        Do you load all data in a chart when not connected to CQG?
        JasonNinjaTrader Customer Service

        Comment

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