Another Merge/Rollover Issue

[CBpasQ]

After merging the data from the June contract into the September contract, my 1440 min "daily" data is skewed. See the attachment.

[NinjaTrader_ChristopherJ]

After merging the data from the June contract into the September contract, my 1440 min "daily" data is skewed. See the attachment.

Hello CBpasQ,

Thank you for your post.


To reload your historical data please right click in the background of your chart and select 'Reload Historical Data'.

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

Please let me know if I may be of further assistance.

[CBpasQ]

Thanks Christopher for the reply, but I already tried reloading historical data and the chart is still skewed.

[NinjaTrader_ChristopherJ]

Thanks Christopher for the reply, but I already tried reloading historical data and the chart is still skewed.

Hello CBpasQ,

Thank you for your reply.

Please follow the instructions below to repair the NinjaTrader database.

• Disconnect NinjaTrader from any open connections via File > Disconnect
• From the NinjaTrader Control Center window select the menu Tools > Options
• Select the "Misc" tab
• Press the "Repair DB" button
• Press the "OK" button

Please let me know if the issue persists after this procedure.

[CBpasQ]

Still no change. Chart looks the same as the attachment below.

[NinjaTrader_ChristopherJ]

Still no change. Chart looks the same as the attachment below.

Hello CBpasQ,

Thank you for your reply.

Please delete your historical data by going to the Control Center-->Tools-->Historical Data-->Delete-->Input your parameters-->Select all intervals-->Click Ok

After deleting historical data please open a new chart with no template or indicators applied, reload historical data by right mouse clicking in your chart-->Reload Historical Data

Please let me know if the issue persists after this procedure.

[CBpasQ]

That eliminated all my data prior to March 30, which only compounds the problem. Now there is no yearly low to anchor trend lines on.

Is there any way that you can recover the data? Or do you have the data stored in a way that you could distribute it?

[NinjaTrader_ChristopherJ]

That eliminated all my prior to March 30, which only compounds the problem. Now there is no yearly low to anchor trend lines on.

Is there any way that you can recover the data? Or do you have the data stored in a way that you could distribute it?

Hello CBpasQ,

Please inform me of what data provider you are connected to within NinjaTrader?

[CBpasQ]

Zenfire through Mirus/RCG.

[NinjaTrader_ChristopherJ]

Zenfire through Mirus/RCG.

Hello CBpasQ,

Please merge the ES 03-09 data into the ES 09-09 contract by going to the Control Center-->Tools-->Historical Data-->Merge. Please use the parameters I have attached below.

After completing the ES 03-09 Merge please do the same for ES 06-09 with the parameters I have attached below.

Once the Merge is complete please open a new 1440 minute chart going at least 240 days back and let me know if the data is still incorrect.

[jcook]

Hi Christopher:

An idea here:

How about you merge all these 3 contracts into the new ES 09-09 properly, and export it here in a .zip file for all of us to download and reload. I double checked my data and I found several errors.

Another idea is for NT to create and keep a .zip historical database for the popular contracts to download.

Just a suggestion. Every rollover there seem to be countless problems with the data splice for many users.

Thanks and regards

J

p.s.: I'll put my .zip here for the ES later today. March/June/Sep

Hello CBpasQ,

Please merge the ES 03-09 data into the ES 09-09 contract by going to the Control Center-->Tools-->Historical Data-->Merge. Please use the parameters I have attached below.

After completing the ES 03-09 Merge please do the same for ES 06-09 with the parameters I have attached below.

Once the Merge is complete please open a new 1440 minute chart going at least 240 days back and let me know if the data is still incorrect.

[CBpasQ]

Christopher, I won't be at my trading desk until Monday, so I will let you know then if it works.

J, that is a great idea that would eliminate a lot of hassles during rollover week. I have yet to have a seamless contract roll over, some issue always pops up. I second J's idea for NT staff to designate a sticky thread with merged contract data for popular instruments.

And thanks J for posting your data.

[jcook]

I managed to screw up all of my database. It seems to merge time bars well, but screws up on tick and volume charts. A mistery.

I will post a correctly merged database if I ever manage to make one.

Don't hold your breath.

J

p.s.: The price-volume data is screwed up for the ES 06-09 contract for dates previous to June 1st from the download I can make from the zenfire server.

Christopher, I won't be at my trading desk until Monday, so I will let you know then if it works.

J, that is a great idea that would eliminate a lot of hassles during rollover week. I have yet to have a seamless contract roll over, some issue always pops up. I second J's idea for NT staff to designate a sticky thread with merged contract data for popular instruments.

And thanks J for posting your data.

[CBpasQ]

Christopher, tried merging both the March and June contract data, neither worked. When merging the March contract data, both the tick and minute merge failed saying that historical data was needed in order to merge. The merge of the June contract seemed to work until I opened a chart and then it looked identical to the attachment in my original post, with half the data fragmented several hundred points higher than it should be. Any way we can follow J's recommendation and have NT post the merged data in a .zip file?

[NinjaTrader_ChristopherJ]

Christopher, tried merging both the March and June contract data, neither worked. When merging the March contract data, both the tick and minute merge failed saying that historical data was needed in order to merge. The merge of the June contract seemed to work until I opened a chart and then it looked identical to the attachment in my original post, with half the data fragmented several hundred points higher than it should be. Any way we can follow J's recommendation and have NT post the merged data in a .zip file?

Hello CBpasQ,

Thank you for your reply.

Please open a chart for both the ES 03-09 and the ES 06-09 with the appropriate Start date and Last date applied.

After opening the charts please attempt to merge the data into the ES 09-09 contract and let me know if able to merge tick and minute data successfully.