Continous Contracts not merging anymore / even removing data for actual contact

[markus1000]

Using AMP CQG Demo Connection, Merge Policy is Merge back adjusted.

I still have live data and data for the actual contract.

When loading daily charts for lets say FDAX ##-## it shows nothing for the last weeks. Interestingly when i run a backtest with the actual contract for this year FDAX 12-13, my FDAX ##-## history gets even smaller. It doesnt even chart this year's prices anymore.

I have the same problem for the other continous contracts. I havent changed any settings, and usually merging does work without problems.

[NinjaTrader_Jason]

Hello markus1000,

Please note that the Merge Policy does not affect ##-## instruments. They load continuous data from the connected data feed - our historical data servers when you connect to CQG.

When I test a daily FDAX ##-## on my end, I do not miss any data. Does it make a difference if you right click in the chart and select 'Reload All Historical Data'? If not, please disconnect CQG and go to Control Center-->Tools-->Options-->Data-tab, click Repair DB. Restart NinjaTrader and check if the requested data is loaded.

If the issue remains, please exit NinjaTrader and go to C:\-->Users-->*Windows user account*-->Documents-->NinjaTrader 7-->db and delete the cache folder. Start NinjaTrader and check again.

[markus1000]

my cache folder is 10 GB. Does this include my historical data? Because i dont want to delete all of it.

[NinjaTrader_Jason]

It does not include your historical data. Historical data is saved in the tick, minute and day folders. The cache folder is used to quickly load the data in charts. So after deleting the folder, it will take a little longer than usual to load your charts the first time. However once loaded, it will load quickly again in future sessions (a new cache folder is recreated automatically).

[markus1000]

clearing the cache and repairing the DB didnt help.

The problem is, i did import several years of historical data with xx ##-## format and so far new data was added to that continous contract.

How can i backtest all the data when ##-## isnt updating anymore

[NinjaTrader_JC]

Hello markus1000,

Backtesting only runs on Historical Data so, you should be able to use the Strategy Analyzer to run your automated Strategy on all of the Historical Data that you have imported.

You can verify that all of the data got imported in properly by going to the Tools -> Historical Data Manager -> Edit tab -> select the xx ##-## instrument -> Price data like "Last" -> then the type of data like "Day". Once you have verified that all the data that you imported is inside of here you can use the Strategy Analyzer to backtest.

Make sure that you select the type of data you have access to like "Day" if you only see "Day" in the Historical Data Manger. Note that after you run your test a chart will be generated in the Chart tab as well.

http://www.ninjatrader.com/support/helpGuides/nt7/backtest_a_strategy.htm

Let us know if you are able to get this working.

[markus1000]

the odd thing is that i have enabled save chart data as historical data. And FDAX ##-##'s data got updated until recently. However minute data shows last date around sep 2013 and daily data only 2012. Im pretty sure it was sep 2013 for both a few days ago.
But since i have reloaded data for the current contract 12-13 it was removed for the ##-##. Is that possible?

[NinjaTrader_JC]

Hello markus1000,

I have not heard of a case were this happened and I would not expect it to since NinjaTrader will consider the "##-##" to be a different instrument all togather from the 12-13.

This is most likely due to the rollover dates inside of NinjaTrader.

What version of NinjaTrader are you using? You can check under Help -> About (Example: 7.0.1000.X)

Happy to be of further assistance.

[markus1000]

i did use .14 but have switched to version .16

maybe other users have the same problem with AMP Demo Data?

[NinjaTrader_JC]

Hello markus1000,

You will want to reset your instruments using the new version of NinjaTrader should be able to resolve this.

You can reset all of your default instruments by following the steps below.

* Disconnect for all data providers
* Go to the Control Center -> Tools.
* Inside the Options window select the Data tab
* Press the Reset Instruments button
* Restart NinjaTrader
* Note: Any changes made to original instruments settings will be reset.

Let me know if you can see the FDAX ##-## after resetting the instruments.

[markus1000]

ok looks like after the reset, the data is updating.