Futures Contract Merging

[dgregor5]

Hi Guys
Futures contract merging is frustrating with NT. I love the product, but I struggle with getting to grips with this. Why not use the continuous contract capability of the (IQ) datafeed you ask --- because it is not adjusted for contract rollover. In fact the only people I know that do this automatically are TradeStation.

OK so I want to merge the YM 03-08 with the YM 06-08 starting from 13 September to 13 March (I believe I have already successfully merged YM 12-07 with YM 03-08). These are the inputs I place in the data merge function, but for the life of me I cannot get it to work. It goes through the process of merging the data - apparently successfully, but when I view the YM 06-08 on a daily chart there are no data prior to 13-March.

Am I doing something fundamentally wrong?
PS I have read the help page again & again ... .... & again on this one.
PPS When is the ETA for this to be automatically calculated with NT?

Please help.

thx
David

[NinjaTrader_Eamon]

Hi David,

Can you send in an email with screen shots of the exact merge settings you are using? Please send to support at NinjaTrader dot com and address to my attention.

Currently automatically calculated contracts are on the list of possible enhancements for NinjaTrader 7.

[dgregor5]

Hi Eamon
I have sent you a screenshot via e-mail
When can we expect version 7.0 ?
I am assuming that this is a long way off ?

thx
David

[NinjaTrader_Eamon]

Hi Eamon
I have sent you a screenshot via e-mail
When can we expect version 7.0 ?
I am assuming that this is a long way off ?

thx
David

David,

NinjaTrader 7 will hopefully be in beta phase by the end of this year.

Once, the email comes in I'll further assist you with getting the merge feature up and running.

[dgregor5]

Hi Eamon

Did you receive the email with the screenshot?
If so, any news?

thx
David

[dgregor5]

Hi NT
I have sent another e-mail to support on this issue.
Please could you let me know your response to both of the items.

Many thx
David

[NinjaTrader_VinceB]

HI David,

We received your notes. Someone will respond to them shortly.

[dgregor5]

Hi.
Please could NT respond to my email to support regarding this. thx. David

[NinjaTrader_VinceB]

David,

I already responded to your mail about 15 minutes ago.

[Joerg]

How is the difference calculated for adjusting the older data to the level of the newer contract?

In the help I can´t find this info.

Thanks a lot.

[NinjaTrader_Dierk]

>> How is the difference calculated for adjusting the older data to the level of the newer contract?
Open of expiry2 - Close of expiry1 at merging date.

[Joerg]

So (real existing) price gaps of the night get lost?

[NinjaTrader_Dierk]

Your understanding is correct

[NinjaTrader_Ray]

Our approach is the most common of several methods out there. I believe its also the method used by others, IQFeed for sure.

[Joerg]

I´m not a programmer but when the software already is able to adjust the history maybe it would be possible to ad the possibility to manually set up the adjustment-difference in a future version?
This would also make it possible to build non-adjusted contracts which are helpful in some situations.

Thanks a lot.