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Partner 728x90

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Incorrect data merge

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    Incorrect data merge

    I've been merging historical data with the S&P eminis for about half a year now with no problem.

    Recently there was the roll over to the ES 03-10 and I've been using those charts for about 2 weeks now and wanted to do some more backtesting. I merged all the historical data into it one contract at a time going back to mid December 2008. All of the chart data is correct except the most recent contract. The 12-09 contract will not merge into it properly. I can open up the 12-09 and look at it correctly but when i look at the section from september to december the data is sporadic.

    #2
    Hello Shazzmoe,

    Thank you for your post.

    Can you please let me know which data provider you are using?
    Ryan ONinjaTrader Customer Service

    Comment


      #3
      oh sorry it's zenfire... also it does not give me an error when merging it just simply says it was successful

      Comment


        #4
        Hi,

        Thank you for the clarification.

        Can you please delete the historical data for Zen-Fire by going to Tools-->Historical data and then selecting the contract to delete the historical data.

        Once you do that can you please open an ES 12-09 chart and download the historical data once again. After that can you please merge the data again, and please let us know if that resolves the issue.
        Ryan ONinjaTrader Customer Service

        Comment


          #5
          I have now tried to delete and clear all the contracts but even so I still cannot get the correct data to display on the ES 03-10

          So all I'm trying to do is merge the ES 12-09 into the ES 03-10... but for some reason from about 9/28/09 to 12/7/09 the data is scattered and incorrect.

          For some reason the chart data from 9/14/09 to 9/28/09 appears correct or at least valid

          Comment


            #6
            Hello shazzmoe,

            Can you please try the following steps. Export all historical minute data from the 12-09 expiry that you like to merge.
            http://www.ninjatrader-support.com/H...V6/Export.html

            Subsequently rename the .txt file to the instrument name of the instrument you like to merge the historical data to (ES 03-10.txt).

            Import the historical data as per the instructions at the following link.
            http://www.ninjatrader-support.com/H...V6/Import.html

            Create a new chart for the ES 03-10 and check if the imported ES 12-09 data is displayed.
            JasonNinjaTrader Customer Service

            Comment


              #7
              that seemed to update and fix most of the data. Now all of September and October work but for some reason the last week of Nov and first of December do not work. (but going from 3 months not working to two weeks isn't so bad)

              Update: Upon restarting NT all the data was correct

              However if I ever click "Reload Historical Data" everything gets reset and i must re-import and restart. I don't often have to click that but from time to time it is needed in order to correctly display the morning data on days I trade.

              Comment


                #8
                Hi shazzmoe,

                Thank you for your reply.

                This can be expected. Upon requesting historical data, NinjaTrader would over-write the existing data.

                The only way to overcome this limitation would be to disable the loading of historical data all together from within the Account Connection Setup Wizard.
                KyleNinjaTrader Customer Service

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