Unwanted Data

[BigMike]

Ninja Support

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

[NinjaTrader_Austin]

Mike, please try setting the Merge Policy to DoNotMerge in Tools -> Options -> Data and see if that does the trick.

[BigMike]

Missed It

NT Austin,
There is no Do Not Merge selection under tools-options-data on 6.5 version that I am running. Is it in the 6.5.17 version?

Mike

[NinjaTrader_Kyle]

Hi Mike,

Sorry - it looks like there was some confusion on your version. The option Austin mentioned does not apply to NinjaTrader 6.5.

Which data provider are you using?

Do the low volume days appear only after you connect?

[BigMike]

Continued

Kyle,
I am using Zenfire, and the there is three days of data with low volume on Sep 6,7,8 and it was there when I first rolled over to the December contract and remains. The price on those days is so out of line I need to get them out of the merge. When I deleted the Db and reloaded only two days they were gone until I merged and were put back in.
Thanks for looking into this.

Mike

[NinjaTrader_Kyle]

Hi Mike,

In order to load the data as you're expecting, you'll need to take the following steps:

• Delete all data from the current contract.
• Reload just the current contract's data.
• Delete the low volume days from the current contract.
• Merge the data again.

The issue here is that the low volume days will be re-added if you connect to Zen-Fire and reload historical data for the current contract. The only way to avoid this is to disable the loading of historical data completely. Unfortunately, there's no work-around for this in NinjaTrader 6.5, but I do want to mention that NinjaTrader 7 includes some additional logic which prevents the low volume days from loading.

NinjaTrader 7 is currently in the public phase of it's beta program. If you're in interested in testing NinjaTrader 7 out, please download via the following link: http://www.ninjatrader.com/webnew/do...g_software.htm

[BigMike]

Continued

Kyle,
Thanks, I'll give it a try.
Mike