Combining data from 2 contracts

[shooter]

Support,

In Ninja,I understand there is a merge function for handling rollover. But merge backadjusts the previous contract.

Is there anyway,one can just combine the two contracts,so that it becomes continuous contract (without back adjusting the previous contract) ? Like for example, how can one copy all data of June-ES-09 till 6/4/09 to Sept ES-09 as it is.

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Shooter

[NinjaTrader_RJ]

Hello Shooter,

Thank you for your post.

Unfortunately there is no other merge function available.

An explanation of why the data is adjusted can be found at this page: http://www.ninjatrader-support.com/H...eV6/Merge.html

[shooter]

Thanks for your reply RjStein. Would be a nice feature to consider adding in next upcoming ninja release.

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Shooter

[NinjaTrader_RJ]

Thanks for your reply RjStein. Would be a nice feature to consider adding in next upcoming ninja release.

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Shooter

I will forward your request to development for future cosideration.

Thank you and happy trading!

[NinjaTrader_Ray]

NT7 will provide a more transparent merge process for the creation of continuous contracts and also allow you to specify the mergy policy globally (back adjust, do not back adjust) or to override this per instrument.

[shooter]

Glad to hear that Ray. I look forward to trying NT7.

In Ninja 6.5, is it anyway possible that one can create a new instrument in instrument manager like "ESXX ##-##" and make it download latest June ES data and update realtime with zenfire? So,that one can have a duplicate instrument pointing to the same ES June-09?

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Shooter

[NinjaTrader_Kyle]

Hi shooter,

Thank you for your reply.

Yes, this would be possible. You would just need to enter the appropriate symbol mapping for the instrument in the Misc tab.

[shooter]

Support,

I just created a new instrument in the instrument manager "ESXX ##-##" and gave the zenfire mapping symbol as ES in the Misc tab under zenfire.
But when I tried to load a new chart for the instrument,it gave the following error:

Error on loading chart data for 'ESXX ##-## Globex'. Ninjatrader does not support this instrument,no data available.

When I tried to reload intraday minute data for the instrument, it gave the following log error:

Error on reloading data: Ninjatrader data server does not support this instrument,no data available.


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Shooter

[NinjaTrader_RJ]

This is expected as Zen-Fire does not support the continuous contract ( ##-##).
Try using the current front month of 06-09.

[shooter]

Kyle/RjStein

I already have ES 06-09 and its data. I was trying to see,if one can create another 2nd instrument in instrument manager and have it download ES 06-09 data in realtime data with zenfire feed.

I just tried "ESXX 06-09" and had the mapping symbol as ES in instrument manager, but it gave the following error:

Error on loading chart data for 'ESXX 06-09 Globex'. Ninjatrader data server does not support this instrument,no data available.

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Shooter

[NinjaTrader_Kyle]

Hi Shooter,

Thank you for your reply.

I just tested this out on my end and received the same results. Unfortunately, what you have described is not possible to do in this way.

You could, however, export the historical ES data to a text file and import it in to your ESXX instrument.

[shooter]

Thanks Kyle for your reply. Yes, exporting/importing is an option I tried already, but the problem is that the chart cannot be updated in realtime by zenfire. Hopefully this will be solved in NT7,which would have more merge related functionality as per Ray's post.

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Shooter