Futures Contract Merging

[dgregor5]

So despite NT telling me that I need to use TS datafeed into NT & all my issues would come good I still cannot do the following:

1/ TS data feed for charting & simultaneous connection to Zen-fire.
2/ Incorporate daily YM data from TS into NT.

this is mind blowing...... I have spent hours on this trying to fix the issue including setting up a TS account to do this..... & now I cannot do either.

thx !!!!!!

David

[dgregor5]

P.S. did as you said ---- nothing appears.
David

[NinjaTrader_Dierk]

Unfortunately what you are looking for (if I understand your issue correctly) is not supported: You can not import historical DAILY data from TS into NT. This only works for 1 minute data (as stated in the docs).

[dgregor5]

Hey Dierk................just following the instructions in your manual.....
it states:

"Set the interval to 1 minute bars (do not set to any other interval)"


Sounds pretty black & white to me.

thx
David

[NinjaTrader_Dierk]

To double check: you imported 1 minute data and see 1 minute data on chart but no daily data, no?

That is expected, since you would need to import daily data to see daily data on chart (however, you can't export daily data from TS).

[dgregor5]

OK - checked a minute chart .........data is there.
checked the daily chart........nothing plots.

Exactly the same issue I had somewhere earlier in this post!
........& NT was not willing to investigate the issue since they could not replicate. N.B. there is no such thing as one-off !

Pls advise what I should do.
thx
David

[NinjaTrader_Dierk]

- please check your logs
- please make sure you are importing/checking the right time frame
- please double check that chart time frame matches imported time frame
- as last resort try this:
* backup your DB
* terminate NT
* drop your DB
* import again
-> you should see imported data on chart

[dgregor5]

OK..........done exactly the following:

1/ exported TS data using the process defined in the help manual.
2/ renamed file YM ##-##.
3/ imported file into NT.
4/ opened YM ##-## chart on daily.
5/ nothing there.

pls advise what I am doing wrong.

thx
David

[NinjaTrader_Dierk]

To clarify on 1): You can submit signals from TS to NT and execute at Zen aka "to execute via a separate broker". Meaning your strategy is running in TS (no need to send any live quote data to NT), and TS just sends signals to NT where they are excuted at Zen.

However, you can not connect to "External data feed" and Zen at the same time. But this is not required since there is no need to connect to "External data feed" in order to send ATI signals from TS to NT.

[NinjaTrader_Dierk]

Dierk:
thx .....any comments on the other issue below........

2/ I have exported the @YM historical data from TS into Ninja as per your Help guide. I have then imported the data into NT as per your help guide..........however, how do i view the data??? I am still seeing the old data set............

thx

http://www.ninjatrader-support.com/HelpGuideV6/Import.html

File Name
The name of the file must be the instrument name within NinjaTrader. For example:

MSFT.txt for Microsoft
ES 12-06.txt for the S&P Emini December contract

[dgregor5]

Guys:
I am really struggling here as you can probably see from this thread & the support forum emails on the same subject..........I have been advised that if I want this to work I need to do the following:

1/ incorporate TS datafeed into NT to get the continuous contract data that I need.
..........I now find out that I cannot do this if I want to execute via a separate broker ! nowhere does it say this in the Help section..... also, please refer to the response I got on this specific question below.

2/ incorporate the historical YM from TS into NT. I am struggling to understand how to do this! rather than just a one line answer, please could someone give me a step by step guide. I follow all your 'hints' - they don't work! Do I need to map the historical YM ##-## that I have just imported to the YM 06-08 ???? if so, this does not work either.

I am not asking for the world here, no strategy writing, no indicator writing, just how to get accurate YM data into NT & then execute from the DOM. Surely this is fundamental to any platform............

Please please help !
thx
David

[NinjaTrader_JoshP]

Please try deleting your old historical data and then import your new one. That way you are guaranteed to be viewing the new data. You can do this through the Tools->Data menu.

[dgregor5]

Dierk:
thx .....any comments on the other issue below........

2/ I have exported the @YM historical data from TS into Ninja as per your Help guide. I have then imported the data into NT as per your help guide..........however, how do i view the data??? I am still seeing the old data set............

thx

[NinjaTrader_Dierk]

It is correct that you can submit signals from TS via ATI to NT while NT is connected to Zen.

You can not be connected to the "External data feed" and Zen at the same time.

[dgregor5]

Reading another post in this forum (trying to use TS data feed & execute via IB) it would appear that I am suffering with the same thing, i.e. I cannot execute a live trade via ZenFire whilst using TS as a data provider.
Is this the case ??? If so it would suggest that the response I received yesterday................

NinjaTrader_Dierk>> Am I assuming that this is possible by connecting first to TS & then to ZenFire.
correct

..........is incorrect ??????

If so, this is somewhat disappointing........
David