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historical data not loading for futures contracts

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    historical data not loading for futures contracts

    I'm having problems loading historical data in daily format into Ninjatrader.

    I am trying to get it into the CL 07-10 instrument. It only shows 2-3 bars. When I try the CL ##-##. A lot of bars show, but some seem to not correspond with the data in the file(days are shifted off a day, some days are missing, some showing inaccurate bar length).

    I am trying to get the historical data to backfill before the market replay data beginning time that i'm using, so I would like to be able to put it into the CL 07-10 instrument.

    How can I fix this? I'm using NT7 by the way, could that be the issue?

    Here is the data I was using(I believe it's the right format):

    20100401;84.57;86.25;84.10;85.78;38732
    20100405;85.78;87.83;85.78;87.62;31446
    20100406;87.75;88.06;87.14;87.94;45275
    20100407;87.94;88.08;86.85;87.17;66497
    20100408;86.95;87.14;85.75;86.75;75166
    20100409;86.97;87.77;85.77;86.52;135570
    20100412;86.85;87.35;86.02;86.41;120134
    20100413;86.26;86.50;85.06;86.16;176618
    20100414;85.96;88.02;85.94;87.71;144513
    20100415;87.90;88.42;87.34;88.07;113838
    20100416;87.94;88.03;85.50;86.22;115334
    20100419;85.92;85.92;83.60;84.62;92353
    20100420;84.67;85.86;84.67;85.25;120826
    20100421;85.50;86.22;84.76;85.63;176788
    20100422;85.43;86.11;83.88;85.64;143647
    20100423;85.63;87.09;84.99;87.04;97814
    20100426;87.04;87.55;86.04;86.47;145246
    20100427;86.13;86.63;84.22;85.00;166105
    20100428;84.32;85.90;83.80;85.67;159348
    20100429;85.70;87.70;85.43;87.25;185237
    20100430;87.54;88.57;87.16;88.36;185306
    20100503;88.51;89.77;88.15;89.15;152700
    20100504;89.02;89.33;85.19;85.76;204854
    20100505;85.33;86.01;82.36;82.99;191388
    20100506;82.70;83.36;77.75;80.18;217466
    20100507;79.96;81.17;77.74;78.51;221693
    20100510;79.34;82.08;79.21;80.52;189964
    20100511;80.81;81.24;79.10;80.22;218129
    20100512;79.85;80.97;79.05;80.15;293788
    20100513;80.14;80.59;78.49;78.99;335848
    20100514;78.62;78.78;75.06;75.43;249080
    20100517;75.63;75.94;72.77;73.22;265540
    20100518;73.87;75.34;72.17;72.70;413717
    20100519;72.58;73.18;71.11;72.48;514193
    20100520;72.75;73.28;68.85;70.80;553741
    20100521;69.52;71.23;69.00;70.04;449428

    #2
    Hi acdrew0,

    Thank you for your post.

    Because that data is from a previous front month it will not show as part of the 07-10 front month. What you can do is merge the data after importing to be displayed as part of the 07-10 contract.
    http://www.ninjatrader-support.com/H...ide.html?Merge

    With NinjaTrader 7 the merging of data is handled by the instrument. Please refer to the following link.
    http://www.ninjatrader.com/support/h...nstruments.htm

    Also, when importing the data into NinjaTrader 7 you may have to change the time when the bars are stamped if they are off. NinjaTrader builds bars on the close price, and perhaps the data you are using is based on a different price.
    Ryan O.NinjaTrader Customer Service

    Comment


      #3
      Ah, thanks much for the help. I should have thought about the merging bit.

      So in case anyone is having the same problem, it turns out that setting the global merge policy to "DoNotMerge" basically fixed everything(all data produced in charts, no missing/shifted/inaccurate bars). Tested w/ other data as well and worked.

      I have to say, the "MergeBackAdjusted" setting that was default really did some weird stuff with the data(stuff I mentioned before).

      Maybe if you try my data w/ same settings/instruments you could see more what i'm talking about. I don't know if this is a bug that you may want to look at or if this is just what the merge process does.

      Cheers.

      Comment

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