historical data not loading for futures contracts

[acdrew0]

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

[NinjaTrader_RyanO]

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/HelpGuideV6/helpguide.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/helpGuides/nt7/index.html?editing_instruments.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.

[acdrew0]

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.