Merging Contracts with Zen Fire

[BigAAPL]

After a volley of e mails with NT Jason, I believe he may have helped clear things up regarding the successful merging of contract data, for Zen Fire users at least. These are the last set of instructions he sent me and they seemed to have worked. I will add some suggestions as well.

First, I reccommend restarting NT. No other programs open as this can be memory intensive. Only have the control center open. Not even the DOM.

Connect to Zen-Fire.
Create a YM 1 minute 12-08 (or your desired instrument) chart with these range settings:
- 10/15/2008 start date (or whatever date setting you wish up until the day after the last rollover at least, you will probably only retrieve data that Zen saved anyway, about 60 days)
- 12/11/2008 last date (recent rollover date)
Create a YM 1 minute 03-09 chart with the default look back period.
Leave the charts opened.
Merge the instruments.
You will see minute and tick data is merged and no daily data, since Zen-Fire does not support historical daily data.
Once the merge is finished, close both charts.
Open up a new YM 03-09 chart (any time or volume setting) with a look back period 0f 60 days and the data from the YM 12-08 should be reflected in the chart.

I would also reccommend exiting the app., and choose 'no to all' so as not to overwrite your recent workspace. I also restarted my PC to clear the cache (alot of stuff is going on during the merge!). After you restart the app., give it some time to digest the newly merged data.

I want to thank NT Jason for following through with this problem, because it is the attention these techs give that keeps me from leaving the NT kingdom.

[pmaglio]

I did this procedure 3 times ( with ES ) and worked great until next Ninja startup and relogin to zenfire.
Still dont know why each time I relog to zenfire it overwrites my merged data ( not all , it replaces from Sep 27 to now with current contract ).

May be Im doing somthing wrong..... any help ?

[NinjaTrader_Bertrand]

Hi pmaglio,

Did you follow the instructions in the first post step by step? As demonstrated there, you should stay connected to Zenfire and also keep both charts open (past and new front month) while doing the merging process.

[bobbethgoo]

yeah I get the same thing, works great, connect to zen and it wipes out the merge.
the data is there after the merge while still connected to zen and the data is there on restart of nt (before connecting), the merge is wiped out as soon as you connect to zen again.

[bobbethgoo]

well its working for now, the only thing i did different this time was, after the merge saw the data there, shut down nt, restart nt see that the data was still there (without connecting to zen) shut it down again and restart with a connection to zen and it stuck! hot damn, will see if its there monday morning. thanks bigaapl for detailed post.

[bobbethgoo]

forget previous post, its gone again.

[BigAAPL]

Just out of curiosity, have you formatted the data series? (ie: 30 days back, etc?)

[bobbethgoo]

not sure what you mean

[BigAAPL]

Right click a chart, select format data series, then set lookback to 30 to 60 days and see if it brings up the data.

[bobbethgoo]

yeah ok, and no its all es 3-09

[bobbethgoo]

how about everyone else, can you get zen fire data merge to persist? Got the merge done ok, its keeping it thats the problem. Every time i connect to zen all my charts go blank and reload, so i dont see how to get around this problem. thanks for any replies.

[BigAAPL]

Luckily, yes. I have been able to keep the merged data intact. I feel your frustration as I've been there, and I believe your problem is a simple one, the trick is finding it! Let's try another simple strategy, shall we?

After you have successfully merged the data, are you saving the workspace after you have set up the charts with the newly merged data before restarting? When I said 'no to all' in the post above I meant not to save the current layout during the merge. Secondly, under the tools>options>data tab, do you have store real time data checked?

[zukkaweb]

i see that is you do the same with interactivebrokers, you can'y see daily data, not only in zenfire, why?

[bobbethgoo]

doesnt the "store real time data" option hinder performance?
at any rate, I'm just gonna go without. Thanks for the help big.

[pmaglio]

I found a way to merge contracts which is permanent :
In the Instruments Manager I add the symbol ES ##.## ( which my zenfire provider dont handles ).
Then I export each contract ( ES 12-07, ES 03-08, ....., ES 03-09 )
Then I change the filename "ES 12-07.txt" to "ES ##.##.txt" and Import it.
I have to do this procedure for each contract to add, and what I get is a full year ES ##.## to work on, which never gets wiped because my data provider dont handles it.....
Dont know if it is the correct procedure but it works for me.....
btw, I dont know why I cant merge contracts into ES ##.## so I have to import data to refresh it.

Hope it works for you . . .