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Missing data when merge

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    Missing data when merge

    I'm a IB user.

    I always keep the data at the end of each contrat.
    So i merged the 09-10 ES with the 06-10 and the 03-10.

    My chart can go back up to 3/22 but the volume only goes back till 6/11.

    Any idea why? In fact i should mention that i got a small piece of volume. Like when we are at the end of a contract and there's a few thousands of volume.

    thanks

    Frank

    #2
    Hi Frank,

    Thank you for your post.

    Can you please clarify the instrument you are viewing in the chart, as well as the interval of that chart.

    Also, if you open a chart for the 03-10 contract with that same instrument and interval are you able to view data that is not present within the merged data.
    Ryan O.NinjaTrader Customer Service

    Comment


      #3
      Bizarre

      Now that you mention it its quite bizarre.

      I did import 03-10 E-mini Sp500 data into NT.

      When i ask a chart for the 03-10 from january 1st to march 3rd for a minute chart i get the entire volume.

      But if i ask a daily chart it only gives me low volume like an experied contrat.

      The problem is that NT keep giving me the IB violation data reply.

      The merged chart goes from march 22 to now. The missing data are from march 22 to around june 4th.

      Maybe i should remerge disconnected from IB Tradestation?

      Is it possible to merge manually the data from 03-10 and 06-10 by copy paste 06-10 into 03-10 in a text file?

      Frank
      thanks

      Comment


        #4
        Hi Frank,

        It is possible to manually merge the data. What you would do is go to Tools-->Historical Data-->Export and export the data for the 06-10 and 03-10. Then you can copy the contents into one file, and if you name that file 09-10 it will be imported as part of the 09-10 file.

        What I would recommend first is to merge the 03-10 into 06-10 and then when you finish that merge create a chart and see if all of the data is present. If so you will merge the 06-10 data such that it also includes the 03-10 data you previously merged.
        Ryan O.NinjaTrader Customer Service

        Comment


          #5
          Ok

          Thats what i'm gonna do.

          Thank you

          Comment

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