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Unable to load ES 03-15 data before 12-11-14

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    Unable to load ES 03-15 data before 12-11-14

    Hi there,

    Im using Tradestation as external feed, I have imported 1 year historical data from TS, but when im trying to load ES chart on NT it only shows data from 11 Dec 14, i have looked thru the forum and unable to find a solution, please help, thanks!

    #2
    Welcome to our forums - if you have important all the historical data into the 03-15 expiry you want to use that on the DoNotMerge option for the merge policy setting for the ES master instrument under Tools > Instrument Manager, as otherwise at the rollover boundary NT will check for the next sequential expiry for the data to create a continuous contract for you (for which you would not have the data currently). For more info please see those docs -

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      #3
      thanks a lot this problem is solved!

      Comment

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