Importing Futures historical data only imports particular expiration

[UltraNIX]

I tried to import daily ES data, I am using correct data format (because it's displayed on the chart), but as the filename is ES 06-22.Last.txt, it only imported data from March 10th, 2022 until today.

And the file contained end-of-day daily data from 1997. How can I import Futures data correctly, so I could later test it with strategies?

It works perfectly with stocks and Forex data, but not with futures.

[NinjaTrader_Jim]

Hello UltraNIX,

If the data is all exported in a file called ES 06-22.Last.txt I would expect the data to be associated with the ES 06-22 contract period.

You can view the Control Center's Tools > Historical Data window and the Edit tab to confirm the data that is imported and on the platform.

One idea would be to create a custom symbol in the Control Center's Tools > Instruments menu, that has the same definitions, but has Merge Policy set to Do Not Merge. So when you view the data imported from file, it is not cut off by roll over dates.

Merge Policy - https://ninjatrader.com/support/help...rge_policy.htm

Editting Instruments - https://ninjatrader.com/support/help...nstruments.htm

We look forward to assisting.

[UltraNIX]

Well, I was unable to add Futures/Cryptocurrency/Forex instrument via Control Center -> Instruments menu. I can only add via Instument Lists -> Add. But then type is STOCK. And therefore I cannot adjust point value.

So it doesn't help. Please, provide another solution.

[NinjaTrader_Jim]

Hello UltraNIX,

Could you try adding an instrument similarly to how I have demonstrated here?

https://drive.google.com/file/d/1v3iivpCc8AgemLIXz9m4CxZYW_ucuux0/view?usp=drivesdk

[UltraNIX]

Yes, I am able to duplicate what you are demonstrating.

Another issue arises. It only imports like 2 years worth of data, while I have 30 years.

[NinjaTrader_Jim]

Hello UltraNIX,

Could you reach me at platformsupport [at] ninjatrader [dot] com or scriptingsupport [at] ninjatrader [dot] com with a sample of the data?

If less than 30 years is needed to show the issue that would be preferred. (Please also compress the file before sharing, and please use a cloud sharing service like DropBox or Google Drive so I can download and test the sample.)

When writing in please also link this thread and also include the ticket ID 3647689.

If there is a platform side issue, we can report it, and if we can come up with a solution we'll recommend it.

Thanks in advance!

[UltraNIX]

Captured screen where I am re-creating my situation and sent to both emails. Will be waiting for an answer.

[NinjaTrader_Jim]

Thanks UltraNIX,

I was able to import the data when making sure the data file name included the expiry.

Then when loading the data with the instrument set to Do Not Merge, I was able to load "ES2 09-22" and I was able to view the daily bars going back to 1999

[UltraNIX]

I sent email with videos, demonstrating another issue, have you been able to review it?

[NinjaTrader_Jim]

Hello UltraNIX,

I emailed you back, specifically suggesting that we do not use a symbol mapping with our data provider, to be sure our data provider won't overwrite the data in our custom symbol.

Let me know if we are unable to move forward.