Hello,
I have read the instructions in the help file and I am trying to merge future data from the FGBL 03-09 contract into FGBL 06-09 contract.
I am connected to IB and I can open daily charts of both contracts from TWS.
So far so good.
Then I tried to merge future data from fgbl 03-09 dates 10-12-2008 to 17-3-2009 into fbgl 06-09 contract.
Looking at the chart I do get data back to 10-12-2008, but I get a data misalignment. There is a gap of 3% on date 26-02-2009 which is obviously an error.
So some questions:
1. What has gone wrong there?
2. Can you give a fromula you use for merging data?
3. What happens with data which is after expiry of 03-09 contract. Will this data be automatically be excluded from merging?
4. What happens if I apply the merge two or three times? Will the merged data stay the same or will it change?
5. How can I recover my original non merged data from 03-09 and 06-09 fgbl form the Ninjatrader database without reloading it from IB?
Best regards
Andreas
I have read the instructions in the help file and I am trying to merge future data from the FGBL 03-09 contract into FGBL 06-09 contract.
I am connected to IB and I can open daily charts of both contracts from TWS.
So far so good.
Then I tried to merge future data from fgbl 03-09 dates 10-12-2008 to 17-3-2009 into fbgl 06-09 contract.
Looking at the chart I do get data back to 10-12-2008, but I get a data misalignment. There is a gap of 3% on date 26-02-2009 which is obviously an error.
So some questions:
1. What has gone wrong there?
2. Can you give a fromula you use for merging data?
3. What happens with data which is after expiry of 03-09 contract. Will this data be automatically be excluded from merging?
4. What happens if I apply the merge two or three times? Will the merged data stay the same or will it change?
5. How can I recover my original non merged data from 03-09 and 06-09 fgbl form the Ninjatrader database without reloading it from IB?
Best regards
Andreas
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