load data for expired contracts

[bagzi]

Hello guys,

im wondering whats happening to my historical data. I remember i was able to load previous contract that were available in the instrument manager but now i only seem to be able to load the data for active contract only. im using mirus/dorman as my broker, and i used them before and this was all working. do u got any idea why i cant load the data for expired contracts?

also, i still did not managed to load the historical data i bot from the tickdata into the charts, the charts are empty like when i try to load expired contracts. i would appreciate your help on this

thanks

[NinjaTrader_Matthew]

Hello bagzi,

Thank you for your post.

In order to view data from expired contracts, you would need to merge the historical data for those contracts.

Please review our Help Guide article on merging Historical Data:

http://www.ninjatrader-support.com/HelpGuideV6/helpguide.html?Merge

Please let me know if you need further assistance.

[bagzi]

Well, actually i did not wanted to merge them into one, but thats fine too. The thing is that there appears to be no data at all in those contracts. I just get an empty chart when i try to load one, and this is new to me cause it worked in the past. Any idea why? Did maybe the broker cut off supply of those older contracts? I think i was able to get them for at least a year back

[NinjaTrader_Matthew]

bagzi,

You should be able to view expired contracts through Zen-Fire.

Are you sure you setting the range settings in the data series to view the data for this contract? For example, on the ES 06-10, you would want to make sure you are viewing the dates between 3-15-10 and 6-15-10 otherwise you will not see any data plotted.

[bagzi]

Aaah, that was it!!! Thanks a lot!

Now, u got any idea on historical data from Tickdata? I prepared the txt file like in the help seciton, and imported it to ninja, but still an empty chart

[NinjaTrader_Matthew]

bagzi,

Was the instrument in the instrument manager including the correct expiry when you uploaded the file? Did you name the file with the same name as the instrument manager?

As an example, for the ES 06-10 you would need to name the file ES 06-10.txt as well as have the ES 06-10 in your instrument list.

Please let me know if that is not the case.

[bagzi]

Thats not the case, i loaded the file with simple name ES.txt and tried to load it as ES ## ##. Should i change something and try again?

[NinjaTrader_Matthew]

bagzi,

You will need to match the file name to the instrument. If you are wanting to import that file to the ES ##-## you will need to name the file ES ##-##.txt

Please let me know if that does not do the trick for you.

[bagzi]

ok, i will. ill try it after the market and let u know

[bagzi]

Mathew, i could kiss u, its in there! Tnx

[trader_rick]

Hi guys,

Suppose I want to add a contract which has expired and is so old that it does not appear in the expiry drop down in the Instrument Manager

e.g. ES 03-09

How would I go about this? Ideally I'd like to keep my file as ES 03-09.txt and have a matching instrument name rather than use ES ##-## as used by the OP.

thanks

[NinjaTrader_Matthew]

Hi guys,

Suppose I want to add a contract which has expired and is so old that it does not appear in the expiry drop down in the Instrument Manager

e.g. ES 03-09

How would I go about this? Ideally I'd like to keep my file as ES 03-09.txt and have a matching instrument name rather than use ES ##-## as used by the OP.

thanks

The contract dates only go so far back and are based on your local PC clock. To get past dates, you must set your PC clock back to that year and restart NinjaTrader.

After you have set your clock back, you can add this instrument to your default instrument list. Once added, shut down NinjaTrader and set your PC clock to the current date/time settings.
You should then be able to access this old expiry from your default instrument list.

[trader_rick]

Thanks Matthew.

Now go enjoy yourself. It's Sunday!