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NinjaTrader
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Using ZenFire
NT7
For a List of Futures is it possible to auto-download all the data available from zenfire?
example i want ES...instead of downloading 1 by 1 each contract, how do we download it all for 1 year backward and 1 year forward from current contract? can this be scheduled?
Do you have an alert for rollover day? ie a volume based rule?
How do we access the continuous time series for the futures? Is that automatically generated by Zenfire/NT7?
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Hello Oil_Trader,
You can download historical data via the Historical Data Manager or by creating a chart.
It will automatically download previous expiries and it will merge them when creating a chart providing the 'Merge policy' for the instrument is set to MergeBackAdjusted or MergeNonBackAdjusted. You can setup the merge policy in the Instrument Manager - highlight the instrument and click Edit.
Data will be merged in charts as per the rollover dates that are setup. You can view the rollover date as follows. Please go to Tools-->Instrument Manager, highlight the instrument in question and click Edit. Select the Misc-tab and scroll to the bottom. Click the 'Contract Months' row and subsequently click the '...' button. Click an expiry month to view the rollover date. More information can be found at the link above under 'Understanding the Misc tab'.JasonNinjaTrader Customer Service
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Which contract will be the one with the continuous data? The front month? or whichever contract I am working with?
Also how far does the continuous data go back? can it be defined by the user or it just goes all the way back however the data provider has their intraday 1 minute data is available?
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Database
How is 1 minute data (1997 to 2010) that I bought from a 3rd party merge with ZenFIre data which is only (2008 to 2010 1 minute data)?
Are these two sources merged together? or do they have their own separate database?
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