Attention!

pmaglio · 09-15-2010, 08:12 PM

It looks like nobody trades the Ocober contract on GC ; at least this year, like on 2009 all volume changes from August to December contract.
Is it possible on Ninja 7 Instrument Manager to define a way to avoid October contracts and jump to December when using MergeBackAdjusted setting ?

NinjaTrader_Jason · 09-16-2010, 02:07 AM

Hello pmaglio,

By default there is no October expiry defined as per the GC in NinjaTrader. It will jump from August to December.

Please go to Control Center-->Tools-->Instrument Manager, highlight the GC and click Edit. Select the Misc-tab and scroll to the bottom. Click the 'Contract months' row and a '...' button will appear on the right side. Click the button and a new window will open that will list all expiries. You will see that there is no October expiry defined - it will go from 08-10 to 12-10.

pmaglio · 09-16-2010, 06:53 AM

I have :
10-10 with rollover date = 30/07/2010 Offset = 1.3
12-10 with rollover date = 30/09/2010 Offset = (empty)

How can I fix it ? Should I just remove the 10-11, 10-10 , 10-09...and so on
Should I modify the rollover date for 12-xx Months ?

NinjaTrader_Bertrand · 09-16-2010, 06:54 AM

Can you try resetting instruments under Tools > Options > Data and restarting NT7 then afterwards?

Thanks

pmaglio · 09-16-2010, 08:56 AM

Thanks Bertrand, that worked ok...
btw now I get a hole in data between 8-29-2009 and 10-14-2009. May be a hole in zenfire data ?

NinjaTrader_Jason · 09-16-2010, 09:15 AM

Can you please right click in the chart and select 'Reload All Historical Data' - does it load data for the gap?

When I create a CL 10-10 30 minute chart for 400 days back, I do not see a gap for these dates - data is loaded as expected, see screenshot. I was connected to Zen-Fire.

pmaglio · 09-16-2010, 09:28 AM

Doing a reload doesnt get that data . I had it before doing Instrument Reset, so may be that is what happens to you; it is on your machine cache not on the ninja servers ?

Btw with the new Merge Policy, 10-10 doesnt exist on Gold

NinjaTrader_Jason · 09-16-2010, 10:25 AM

My mistake, I replaced CL for GC.

When I create a GC 12-10 chart for the same amount of historical data, I experience the same gap.

Unfortunately the missing data is not available on the server.

Could it be you retrieved the missing data using a different connection, since you had it before?

09-16-2010, 02:07 AM	#2
NinjaTrader_Jason NinjaTrader Customer Service Join Date: Aug 2007 Location: Breda, Netherlands Posts: 11,240 Thanks: 83 Thanked 338 times in 330 posts	Hello pmaglio, By default there is no October expiry defined as per the GC in NinjaTrader. It will jump from August to December. Please go to Control Center-->Tools-->Instrument Manager, highlight the GC and click Edit. Select the Misc-tab and scroll to the bottom. Click the 'Contract months' row and a '...' button will appear on the right side. Click the button and a new window will open that will list all expiries. You will see that there is no October expiry defined - it will go from 08-10 to 12-10. Jason NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
	Facebook Twitter YouTube

09-16-2010, 06:53 AM	#3
pmaglio Senior Member Join Date: Oct 2007 Location: Argentina Posts: 175 Thanks: 2 Thanked 19 times in 14 posts	I have : 10-10 with rollover date = 30/07/2010 Offset = 1.3 12-10 with rollover date = 30/09/2010 Offset = (empty) How can I fix it ? Should I just remove the 10-11, 10-10 , 10-09...and so on Should I modify the rollover date for 12-xx Months ?
	Facebook Twitter YouTube

09-16-2010, 06:54 AM	#4
NinjaTrader_Bertrand NinjaTrader Customer Service Join Date: Sep 2008 Location: Germany Posts: 22,421 Thanks: 252 Thanked 982 times in 964 posts	Can you try resetting instruments under Tools > Options > Data and restarting NT7 then afterwards? Thanks Bertrand NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
	Facebook Twitter YouTube

09-16-2010, 08:56 AM	#5
pmaglio Senior Member Join Date: Oct 2007 Location: Argentina Posts: 175 Thanks: 2 Thanked 19 times in 14 posts	Thanks Bertrand, that worked ok... btw now I get a hole in data between 8-29-2009 and 10-14-2009. May be a hole in zenfire data ?
	Facebook Twitter YouTube

09-16-2010, 09:28 AM	#7
pmaglio Senior Member Join Date: Oct 2007 Location: Argentina Posts: 175 Thanks: 2 Thanked 19 times in 14 posts	Doing a reload doesnt get that data . I had it before doing Instrument Reset, so may be that is what happens to you; it is on your machine cache not on the ninja servers ? Btw with the new Merge Policy, 10-10 doesnt exist on Gold
	Facebook Twitter YouTube

09-16-2010, 10:25 AM	#8
NinjaTrader_Jason NinjaTrader Customer Service Join Date: Aug 2007 Location: Breda, Netherlands Posts: 11,240 Thanks: 83 Thanked 338 times in 330 posts	My mistake, I replaced CL for GC. When I create a GC 12-10 chart for the same amount of historical data, I experience the same gap. Unfortunately the missing data is not available on the server. Could it be you retrieved the missing data using a different connection, since you had it before? Jason NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
	Facebook Twitter YouTube

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