Data history difference between ES 03-14 & ES 06-14

[elgaza]

Hello

I have an indicator that shows my yearly market profile and when I switched to the new contract I no longer have all the data of the whole year

Now I know it's not the indicator cause I tried a different indicator that shows the same thing and I got the same results.

Hope someone could shed some light on this issue.

Thank you.

Picture is attached for illustration

[NinjaTrader_Bertrand]

elgaza, which data provider and merging settings are you using for your ES symbol here?

If you check the raw June ES daily chart, would it contain the price history you selected to show?

Is that your own coded indicator or a 3rd party study?

[elgaza]

Hi
I am using CQG
But I'm not too sure what you mean by merging settings for the ES symbol.

Now how do I select the raw June ES daily chart.

Excuse my ignorance, I know how to trade and less how to configure.

[NinjaTrader_Bertrand]

Thanks, normally you would use continuous contracts per default with NT (locally merged by NT). To use raw contract data from your provider just ensure the Merge Policy is set to DoNotMerge under Tools > Instrument Manager > your ES master instrument [just double click on it to edit the settings].

[elgaza]

Thank you I've set it to Do not merge and restarted NT and still the same results

Do I have to take away the instrument first and then bring it back again from the instrument manager?

[NinjaTrader_Bertrand]

No, that would not be needed, should be effective immediately. Please keep in mind though with raw data only ES June 14 would have it's first trade date on March 15th 2013 only and of course not be very liquid until perhaps late autumn last year. What data do you get when reloading data on those settings without any indicator applied to the ES 06-14 daily chart?

[elgaza]

When you say raw data, what exactly do you mean by that?

Where do I change that in the platform?

this is what I get with the monthly chart, this is not enough.

[NinjaTrader_Bertrand]

Raw data is the unmerged contract data for an individual expiry available. For ES 06-14 that means going back to it's first trade date only then, as this expiry would simply not exist before this date (March 15th 2013). If you need more history the local continuous contract we generate would be an alternative, those are enabled by settings the merge option to MergeBackAdjusted in your Instrument Manager.

[elgaza]

I've set it up to "MergeBackAdjusted" and still the same results

I have friends who run the same settings and getting proper results

Someone doesn't like me up there

[NinjaTrader_Bertrand]

Ok, if you check the standalone chart on daily / monthly interval, would you get more historical data now your settings are back to auto merge the history? Are there any errors in the NT log tab perhaps seen?

[elgaza]

Now this is what my monthly looks like
slowly slowly we're getting there but it's not quite what it should be

[NinjaTrader_Bertrand]

Looks like you're missing data here, would than persist even after a fresh reload of data while connected to CQG? You could trigger this with a right click on the chart...

[elgaza]

First I've done it many times
Second I would think that restarting NT would have done that already no?

[NinjaTrader_Bertrand]

What happens if you reload from another provider, for example the free Kinetick EOD connection in NT?

[elgaza]

I did and it's the same thing after I've tried to reload all historical data
I even changed the db folder so it should load all the data again and no good
but when I use 03-14 I still get to see it all