merge policy

[werido]

Hi,

Can you please explain the merge policy options: "do not merge", "merge back adjusted", and "merge non back adjusted".

Also, I ticked "save chart data as historical" but when I restart NT, the data that was just on the chart isn't there and I have to download the data again. Why is that chart data not being saved?

Thanks

[NinjaTrader_Jason]

Hello werido,

Please see the link below for information regarding the different merge policies.

http://www.ninjatrader.com/support/helpGuides/nt7/data_tab.htm

If you select 'MergeBackAdjusted' price differences between expiries are automatically handled - it automatically calculates the offset and adjusts old prices to match new contracts.

Please note that 'Save chart data as historical' will only save real-time data into the database. Am I correct the chart did not receive the data in real-time, but it was loaded as historical data?

If you connect to a connectivity provider that supports historical data, please disable this option. You can verify at the link below under 'Understanding the data provided by your connectivity provider' if your connectivity provider supports historical data.

http://www.ninjatrader.com/support/helpGuides/nt7/historical_data.htm

[werido]

My connectivity provider does indeed supply historical data, so is that why the chart data isn't saved as historical even though I have that option checked?
I mean when I restart NT7, the live data that was just there on the chart isn't there when I restart NT7 until I go ahead and connect to my broker and the data from their servers load it up again.
Is the option to have the chart data saved as historical impossible if I have "get data from server" also checked?

Also, are the merge data policies only applicable to futures? I trade forex and I don't quite understand what the merge policies (merge back adjusted, etc.) mean in relation to forex.

Thanks

[NinjaTrader_Austin]

weirdo, I'll have Jason reply when he gets in tomorrow.

[NinjaTrader_Jason]

Hello werido,

Real-time data you received in a chart should be saved in the database if you have 'Save chart data as historical' enabled. When I test this on my end in NinjaTrader 7.0.0.20, it functions as expected.

Are you able to reproduce the missing real-time data upon restart? If so, please tell me what exact steps you perform before and after restarting NinjaTrader.

The 'Get data from server' option does not affect this.

In addition, merge policies only apply to futures instruments - there is no such option available for the other instrument types.

[werido]

I'm having a big issue with the historical data because the live data does not seem to be saved, just the data that I have to keep downloading gets saved and even then sometimes the historical data gets corrupt and a day of data goes missing like from 3 months ago messing up my indicators and analysis. Where is the historical data saved?
Thank you very much.

[NinjaTrader_Jason]

Historical data is saved at (My) Documents-->NinjaTrader 7-->db-->day/minute/tick folders.

You can check what historical data you have available in the Historical Data Manager as well.

In order to save incoming real-time data, please ensure 'Save chart data as historical' is enabled.

[werido]

What happens to the historical data that's in the database when I download data for that same time frame? Does it get written over and replaced? Does "reload all historical data" also replace previously saved data?

And is there a limit as to how much chart data gets saved as historical, because on a small scale I see that it does save it (I just tested it now on 2 second charts for half a minute), but when I let it run for a week (or even just now I tried 20min charts for 40 minutes) I see that the chart data is not all saved, so is there a setting as to how much chart data gets saved as historical.
Thanks

[NinjaTrader_JoshP]

werido,

Reloading data deletes and then redownloads all data for the time range you have selected.

There is no limit in how much data is saved. As long as data is coming in it will be saved provided you have checked save chart data as historical.

[werido]

I guess the day that went missing was from when I reloaded the data, the original data was first deleted, but the new data didn't download that day for some reason.

But I'm telling you I keep getting this chart of blanks when I restart NT7 (see pic), and the data stored in the folder has huge chunks of time missing(see second pic)

[NinjaTrader_JoshP]

werido,

Reloading data for sure deletes data. If the provider you are using then doesn't have data for that range then there is nothing that can be reloaded and you will indeed get blanks.

[werido]

no, these blanks (from the picture ) aren't from lack of data from my data provider as the data was clearly on the chart before I restarted NT7. The day that went missing like 3 months ago may have been from a failure to load that day after if was deleted so that one time makes sense and I've redownloaded that day without a problem. But this issue of blanks is consistent. The data simply doesn't get stored for some reason, not in the folder that I showed you, and therefor when I restart, the chart that was just up turns into blanks.
Is there a chance that the folder could be saving the incoming data as temporary?

[NinjaTrader_JoshP]

werido,

No, there are no temporary directories for this. As long as you have "save chart as historical" checked it will save the data provided you actually have a real-time chart open of that instrument. If you do not then those files will only be created on a historical basis as you load historical data. Remember, only streaming data for charts you actually have open are saved.