Merge ES data Z9 with H10

[frankduc]

I saw in historical data a merge option.

Is it possible to merge ESZ9 with ESH10?

Lets say i want to keep my ESZ9 chart for 3 months open and the data for winter contract continue to fill in.

So my future's chart of ES will add the winter data into the december contract continuing the chart with the data of winter. I hope i'm clear.

Frank
thanks

[NinjaTrader_Kyle]

Hello Frank,

Thank you for your post.

It is possible to merge the existing data in to the current contract using the merge feature.

Any further updates on the 12-09 contract would need to be added to 03-10, again using the merge feature.

For more information about merging, please see the following link to our Help Guide: http://www.ninjatrader-support.com/H...ide.html?Merge

[frankduc]

error message

I get 2 error messages

One from IB:

NT has reached an ib limitation for hist data requests: hist data request pacing violation.

The other from NT:

No DAY data available for To instrument. Hist data is requiered for the target instrument in order to properly calculate the adjustement factor.
No minute data available .....
No Tick data available .....


Here's what i did:

Type: Future
name: ES 12-09

From 2009-09-18
to 2009-12-18

into

type future
name: es 03-10

ok

[NinjaTrader_Kyle]

Hello Frank,

Thank you for your reply.

1.) This message originates from IB. You will need to request less data at a single time. For more information about this IB imposed limitation, you will need to contact IB directly.

2.) This message indicates that you did not have complete data for the entire range you were attempting to merge in these intervals. You will need to load data for the entire range prior to merging.

[frankduc]

Cant we merge offline?

I already kept the file saving onto my pc. Would of been better if we could merge from a saved file that way B wouldnt mess up the try.

The date goes from sept 22 to yesterday.

I tried i shorter period of time but its always the same NT message that comes back.

[NinjaTrader_Kyle]

Hello Frank,

Thank you for your reply.

1.) Yes, you can merge while offline so long as all of your historical data has been loaded.

2.) I'm not sure that I follow this repentance. Can you clarify?

3.) This indicates that not all data is available for the period you are attempting to merge.

[frankduc]

i got it

thank you

[stevenrjohnson]

I have a similar issue trying to merger the ES 12-09 contract to the ES 03-10 contract using Zen-fire. Any ideas what is the issue?

error message after merge attempt:

No DAY data available for To instrument. Hist data is requiered for the target instrument in order to properly calculate the adjustement factor.
No minute data available .....
No Tick data available .....

[NinjaTrader_Kyle]

Hello stevenrjohnson,

Thank you for your post.

This message indicates that you did not have complete data for the entire range you were attempting to merge in these intervals. You will need to load data for the entire range prior to merging.

[stevenrjohnson]

Hi Kyle -
I have reloaded historical data for ES 12-09, from 09/18 - 12/18, then tried to merge the ES 12-09 contract to the ES 03-10 contract. I then received the error message below. Is this the correct process?

[frankduc]

Try to merge from the last day you can get from the last contract (in my case sept 22) to last thursday (dec10 rollover).

For some reason if i try from sept 22 ESZ9 to dec 18 ESH10 its not working.

thats how i solved the problem.

[donath]

Hi, I have the same problem. From Zen-Fire I can't get data older than previous contract trimester. So when I try to merge data into YM 06-10, I can only get YM 03-10, but not YM 12-09 and older. It's bothering me, because when I open a new chart of the whole YM 09-10 contract trimester, there is no problem with displaying these data, but for some reason these loaded data I can't use for merging.

[NinjaTrader_Jason]

@stevenrjohnson, please make sure the To instrument is listed in your instrument list as well.

@donath, you would need to merge the 06-09 contract into the 09-09 contract. Subsequently merge the 09-09 contract into the 12-09 contract and so on.

In addition, NinjaTrader 7 can automatically merge data. More information can be found at the following link.

http://www.ninjatrader.com/webnew/NT7/NinjaTrader7.html

New Continuous/Merged Futures Contracts
The concept of continuous contracts are implemented in a manner that allows you to continue to work with the front month for trading (ES 09-09 is the current front month as of this writing) and define a rollover date, June 11, 2009 is the contract boundary between June and September contracts. Rollover dates for the most popular futures contracts will be managed by NinjaTrader server and automatically uploaded to you. You can of course overwrite this. You then set up a "Merge policy" globally which can be overridden at the instrument level. As you request a historical chart, if the days to load crossed over the rollover boundary, NinjaTrader will transparently request the prior month(s) historical data and merge it into one Data Series based on the selected merge policy. This entire process is of course transparent to the user and ensure that a complete chart is received and that you know which contract you are actually executing trades against.