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Loading Charts on Roll Over Day with IB

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    Loading Charts on Roll Over Day with IB

    Hi there,

    I always have a problem on rollover day with IB. I have Barchart.com delayed quotes as my backup.

    I follow the roll over instructions but the chart still wants to load the old data.

    i.e. Loading Data 06/14 instead of 09/14 even though I have the 09/14 chart.

    I tried deleting the data in Tools > Historical Data Manager for 06/14 but it still looks for it.

    I am not sure what is the best way to overcome this? I do not have a problem with BarChart.com loading data 06/14.

    So this is a IB problem?
    Last edited by ij001; 06-12-2014, 09:13 AM.

    #2
    Hello,

    Thank you for your note.


    If you only want to load 09-14 without merging data from the previous contract 06-14 please use the steps provided below to change the merge policy:
    • Tools
    • Instrument manager
    • Select the instrument
    • Edit
    • Merge policy-->Set to "DoNotMerge"
    • Click Ok
    • Click Ok


    Next please right click within your chart and select "Reload all historical data".
    Christopher J.NinjaTrader Customer Service

    Comment


      #3
      What is the best MergePolicy for a continuous contract?

      With IB I have always used "Global Settings" but as I said it always crashes roll over day and seems to be ok the next day.

      With today's Do Not Merge I can see todays action and previous days but the contract really hasn't traded to go through the historical data.

      Any suggestions? I have read the manual and example and to be honest don't understand what is best for me. With barchart.com it loads fine with global settings but it is delayed.

      Comment


        #4
        If you would like to merge previous contracts to build continuous bar I would suggest "MergeBackAdjusted" or "MergeNonBackAdjusted" depending on if you want the Offset during rollover to be applied to previous data or not.
        Christopher J.NinjaTrader Customer Service

        Comment

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