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historical data doesn't match instrument on chart

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    historical data doesn't match instrument on chart

    Using NT8B13.

    Changed instrument of YM charts from YM 09-16 to YM 12-16, due to rollover..

    With CQG data connection (to HDS us 001../31655) the chart backfills data for the 09-16 contract then gives real time data for the 12-16 contract.

    Deleting all historical data from the NT8 db had no effect on this problem.

    Since rolling to the current front month, NT8 has become completely unusable.

    Problem began yesterday and continues today. Have never seen this before with NT7 or NT8.
    Attached Files
    Last edited by Ricam; 09-09-2016, 08:32 AM.

    #2
    I am having problems with historical data on the NQ as well.... Charts for NQ 12-16 seem to have the same historical Open/Close? etc as the 09-16 period, but I know the current price on NQ 12-16 is multiple ticks below NQ09-16

    Comment


      #3
      Originally posted by photog53 View Post
      I am having problems with historical data on the NQ as well.... Charts for NQ 12-16 seem to have the same historical Open/Close? etc as the 09-16 period, but I know the current price on NQ 12-16 is multiple ticks below NQ09-16
      Did you correct the rollover date as instructed here http://ninjatrader.com/Advisories/CME-9-16-2016

      Comment


        #4
        I thought I did..... (but I've made at least one really stupid mistake today....so it is possible I messed it up last night).....

        Comment


          #5
          Hello Ricam,

          Thank you for your note.

          NinjaTrader has the roll date for the NQ set to 9-15-2016, which is incorrect.

          You can resolve this two ways,

          Method 1:

          To properly rollover the ES, NQ, TF, and YM the rollover date will need to be manually adjusted.

          See the advisory below for instructions on how to make this adjustment.


          Additionally, below you can review a video which demonstrates how to make this change.
          Enjoy the videos and music you love, upload original content, and share it all with friends, family, and the world on YouTube.


          Method 2:

          You can change your merge policy which will prevent this from ever being an issue again. Control Center>Tools>Options, click Market Data (left side) and then change Global Merge Policy to Do not Merge. Then on your chart, right click, Reload historical data.

          Note changing merge policy to DoNotMerge will limit historical data for each contract to only that contracts history, doing so at the global level will change all instruments to such.

          I've provided a link to Understanding Merge Policy in our Helpguide:


          Please let us know if you need further assistance.
          Alan P.NinjaTrader Customer Service

          Comment


            #6
            Appreciate the update on rollover dates.

            Correcting the dates solved the problem for the affected instruments.

            Are any other contracts affected (Treasury bonds, currencies, crude oil, etc) besides the equity indices listed in the preceding post?

            Will this manual correction process be needed for any more rollovers in the future?

            Thank you.

            Comment


              #7
              Hello Ricam,

              Yes, the December Gold contract is incorrectly defined. Is 9-30-2016 but should be 7-29-2016.

              The issue with incorrect roll dates should be resolved in the coming weeks.

              Please let us know if you need further assistance.
              Alan P.NinjaTrader Customer Service

              Comment

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