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Merging Data
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Merging Data
When I merge these contracts, is it best to use specific dates? What I mean by that is, contracts rollover in the middle of the month sometimes, so if I put into the system to merge 06-08 to 09-08 with the dates from 06/01/2008 to 09/01/2008, I don't know if I am getting it done right. Basically I'm confused on how to enter in the correct dates. Thanks.Tags: None
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Hi mikehoustonmsu,
Thank you for your post.
I suggest merging the contract based on rollover dates.
For example, the 06-09 rolled over on 6/11/09 and the 09-09 rolled over on 9/10/09. So to merge 06-09 in to 09-09 I would use those dates.
More info on rollover dates at - http://www.dacharts.com/faq/futures-rollover.htmTimNinjaTrader Customer Service
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Thanks for your help in understanding the merging. So, just to clarify...if I want to merge the 06-09 contranct into 09-09, the FROM date is 6/11/2009 (the day of expiration) and the TO date is 9/9/2009 (the day before expiration). Is that correct?
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I tried merging the 03-09 contract into the 06-09 contract with the following settings and it is giving me an error message saying "You need to select a valid instrument."
Merge the following data:
Type: Future
Name: ES 03-09
From: 12/19/2008
To: 3/19/2009
Into:
Type: Future
Name: ES 06-09
What is wrong here?
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Merging Data
I have merged data up into the ES 6-10 contract, but now with it rolling over into the 9-10 I need to merge all my previous contracts into the 9-10. What is the best way to do this? Should I re-merge all my contracts again until I arrive to 9-10 or should I merge the beginning contract to the 6-10 INTO the 9-10 contract?
Thanks
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