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    Historical Data

    Hey guys....sorry to bug ya again....but

    I've exported historical data from Sept-Dec on the 12-08 contract of the ES (E-mini S&P 500)....but I'm looking for a little more data. I would like the 3 months for each contract...i.e.

    03-08 Contract (Dec 07 - Mar 08)
    06-08 Contract (Mar 08 - Jun 08)
    09-08 Contract (Jun 08 - Sep 08)
    12-08 Contract (Sep 08 - Dec 08)...have this already.

    I imagine it has to do with the fact that I haven't had NT that long so therefore don't have the data on my local PC....however, is there another way I can get that data or can you guys retrieve from your servers? If so, I 'm looking for the 1 minute bar type....please let me know, and thanks.

    Jonathan

    #2
    Can you please tell me what data feed provider you are connected to in NinjaTrader.

    Try creating ES 03-08, 06-08, 09-08 instruments in the Instrument Manager and check if you can load data for these instruments while connected to your data feed.

    If you cannot select the desired expiry month, please set your PC clock and date a year back. Check if you can select the desired expiry months.
    JasonNinjaTrader Customer Service

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      #3
      I use Zen-Fire. And I can create those contracts....however, I cannot carry more than one ES contract at a time....so...I get rid of the 03-09...replace with the 09-08 (for example)....connect to my data provider...and attempt to retrieve the data....and it says no historical data found

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        #4
        You can add multiple ES instruments using a different expiry month to your instrument list in the Instrument Manager.

        Make sure you set your PC clock correctly after adding the multiple ES instruments.

        Connect to Zen-Fire and load an ES 03-08 chart. Make sure you setup the range settings correctly in the Format Data Series window.

        Create charts for each instrument.

        Merge the ES 03-08 instrument into the 06-08 instrument and so on.
        JasonNinjaTrader Customer Service

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          #5
          Hey Jason....

          I tried what you suggested....still saying no data. I added the multiple expiry date contracts for the ES....tried, nothing....then set the date back and tried....still nothing....and that makes sense...beacuse with or without my clock set back...I can't create charts either....my maching is just not getting the data?!?!.....Am I misunderstanding something? Is there another suggestion? Another way? Thanks for your time.

          Jonathan
          Last edited by jbhansen7; 12-29-2008, 03:07 PM.

          Comment


            #6
            Please disregard the last reply....don't know what I goofed up before, but I'm getting it to work now =)....thanks for the help.

            Jonathan

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