I want to merge the Sep10 NQ with the Dec10 NQ.
Now I know how to merge and got it to work. However, even though the rollover date was 9 Sep there is data for the December contract for the dates sep 6 ,7 , 8, Not much data but there none the less. It throws off the indicators. I want to merge the data so the those three extra days are not included. How do I do that?
To rephrase it, I want the NQ Sep10 to end on Sep 8th and the NQ Dec10 to start on the 9th cutting off those extra three days.
On Saturday, I tried deleting the existing NQ DEC10 database and loading only two days of data and then merging, but those extra days still got in there. Im using 6.5.15
Sorry to post another merge question but I am a bit stumped.
Any help will be appreciated.
Mike
Comment