Charts and Rollover day, what did i miss?

[Acqua]

Hello,

I use both minute and constant volume charts so i have the "store real time data" option checked.

I understand that any instrument listed in the market analyzer would "store" real time data.

I included ES JUNE contract in the market analyzer 7 days ago.

Today when i want to open a chart with the ES JUNE contract, i get a chart that displays the current bar only.

How can i tell if the ES JUNE data file has stored data on it?

When merging, if i decide to import data from the ES MARCH contract until close of today to the ES JUNE contract, is the ES JUNE data file overwritten?

Unclear from the manual, Can i have ES MARCH/JUNE charts open while merging data files?

Your suggestions/comments are very welcomed an appreciated

Thanks

AQ

[NinjaTrader_Michael]

Hello,


Please see my answers below your questions:

I use both minute and constant volume charts so i have the "store real time data" option checked.

I understand that any instrument listed in the market analyzer would "store" real time data.


MD: The store real time data option will work if you have a chart open plotting the data. In the instance you're referring to where you have the Market Analyzer open with multiple instruments this would record data for our Market Replay function.

Market Replay:

http://www.ninjatrader-support.com/HelpGuideV6/SetUp1.html

When merging, if i decide to import data from the ES MARCH contract until close of today to the ES JUNE contract, is the ES JUNE data file overwritten?

MD: Yes it will overwrite the stored data.


Unclear from the manual, Can i have ES MARCH/JUNE charts open while merging data files?


MD: I wouldn't recommend leaving charts open while merging your historical data.

http://www.ninjatrader-support.com/HelpGuideV6/Merge.html

[Acqua]

Thanks for your reply,

MD: The store real time data option will work if you have a chart open plotting the data. In the instance you're referring to where you have the Market Analyzer open with multiple instruments this would record data for our Market Replay function.

Market Replay:

http://www.ninjatrader-support.com/HelpGuideV6/SetUp1.html

Could you just confirm if I'm understanding this properly:

I just need A chart open (regardless if it's constant volume or minute bars), for every instrument i want real time data stored.

Data stored for instruments listed in the market analyzer with NO chart opened is just for the"replay' function and cannot be plotted/merged as normal chart data would.

Since charts cannot be opened when merging data i'll wait til End of day to merge the files.

While merging the files, if i just add the entire ES MARCH file to the ES JUNE file, at the time of rollover to the ES SEPTEMBER contract, my ES JUNE fle will contain real-time data since January?

If that last statement is correct could i just continue building/adding real-time data to the "current" file i could just have on huge file with data since the first day i started collecting it.

One last question, to avoid too much stress on resources, if i use a small range (say 10 days) in the format data series, it only applies to the data that is actually plotted (chart would display the last 10 days), the real-time data file still has all the data back to when i begun collecting it, correct?

Thanks again for your reply

AQ

[NinjaTrader_JoshP]

Acqua,

Your comments about the market recorder are accurate.

For rolling over, you can merge data forward into the forward months. Then you will be able to chart back from whatever date you merged into it. As you collect more data it will add to your forward month. Then as the next rollover comes along, you can roll your whole thing up to the next month and just keep aggregating like that.

If you go Days back = 10 it is only for what is plotted. It means it will open a chart for 10 days. Your database will still have prior data.

[Acqua]

Michael, Josh:

Thanks for your comments/suggestions.

I just completed the data merge and apparently everything worked fine.

Cheers,

AQ

[Acqua]

Michael, Josh:

Forgot to include in my reply...is NT 7 going to include a "more practical" data merging solution for rollover days?

I'd say that no one would object to having one single real time data file for the instrument(s) of choice. Perhaps including as an option to "merge the data of the previous expiration into the new file" when adding the new contract to the instrument manager.

Thanks again

AQ

[NinjaTrader_Michael]

Hi,


Unfortunately I'm not aware of any changes such as this, thank you for your suggestion and I will forward it to development for future consideration.

[NinjaTrader_Ray]

NT7 will include some behind the scenes auto merging based on user/server provided rollover dates.

[Acqua]

NT7 will include some behind the scenes auto merging based on user/server provided rollover dates.

That's great news!
AQ

[Acqua]

New error from old thread

Hello,

Rollover day again. I basically repeated the steps included in this thread for merging the data from the old contract ES 06-09 into the new one ES 09-09.

After merging the databases I'm getting an error message "no day data..." which i expected to happen; "minute data succesfully merged" which i also expected to happen but the last message says "no tick data available on the from contract" which is the problematic issue.

There is tick data in the from contract, i've checked the store tick data option and i've used constant volume charts all along.

When i plot the ES 09-09 chart, it doesn't display the correct data (ES 06-09) as it is supposed to happen when correctly merged.

How do i solve this issue?

Thanks

AQ

[Baruch]

Hi,
I have stranger situation. I'm trying to merge ES 06-09 into 09-09.
I added new instrument (ES 09-09). I opened a chart and loaded first 3 days then 15 days of data into ES 09-09 then I disconnected from Zen Fire and tried to merge ES 06-09 into 09-09. I get a message "No 'Minute' data available for 'To' instrument....".
Whats wrong?

Baruch

[xgesxg]

Hi,

Today when i open my 5-min chart on ES 06-09, I found that the chart only shows 10:25pm PDT as the last bar on 6/10/09 trading day while missing the over-night data. It opens today with 6:50am PDT bar.
Why is it missing the data overnight?

I found the same problem with 6E 06-09 and ZN 09-09 instruments as well. I'm using Mirus/Zenfire.

thanks,

[Radical]

I am having a similar problem. I get no historical tick data backfill for any Sep 09 contracts, and when I try to merge with the 06-09 contract i get the message: No day data, no minute data, and no tick data for the "to" instrument. I have never had to merge anything on rollover day. I find it strange that I have NO backfill for any 09-09 contract, and the "reload historical data" option is greyed out, so i can't select it. I have tried using the repaid DB function, and it didn't help. I'm using zen fire.

[xgesxg]

even though it's rollover day today for ES to Sept 09, the trading for June 09 still goes on till next week. so why is NT missing the overnight data for 6/10/09?

[troy_xp]

Hi,

Today when i open my 5-min chart on ES 06-09, I found that the chart only shows 10:25pm PDT as the last bar on 6/10/09 trading day while missing the over-night data. It opens today with 6:50am PDT bar.
Why is it missing the data overnight?

I found the same problem with 6E 06-09 and ZN 09-09 instruments as well. I'm using Mirus/Zenfire.

I'm having the same issue, been battling with it for over an hour now.

Edit: after attempting the merge etc (and getting the "no data" message) I tried opening a chart and I have data now (Zen). No idea what I did but it seems to be working now. Sorry I cannot be more specific (I tried so many things I don't know what did the trick).