Problem: Reloading daily data for the new front month contract for currency futures on rollover date from Kinetick. Is it now 0:30 CET (18:30 Est). Reload worked for all futures contracts with the exception of
6A 3-11, 6B 3-11, 6C 3-11, 6E 3-11, 6J 3-11, 6S 3-11, DX 3-11
These are the new front month currency futures - today is rollover date. Reload of the old contract months was no problem.
When trying to reload an internal Ninjatrader bug prevented the download of the data, and the chart showed Loading data... forever. The info bar of the control center remained empty, so no way to abort the process. Screenhot attached.
The tracefile shows that Ninjatrader could not process the request of loading data for the expired contract internally. This could be reproduced several times for all new front month contracts that are rollled today.
2010-12-10 00:21:56:093 (Kinetick – End Of Day (Free)) Data.Bars.GetBarsNow: instrument='6A 03-11' from='2010-12-01' to='2010-12-09' period=Daily splitAdjusted=False dividendAdjusted=False bars=0 session='CME FX Futures Default 2'
2010-12-10 00:21:56:562 Cbi.MasterInstrument.UpdateRolloverOffsets: instrument='6A' periodType=Day date=2010-12-10 offset=-0,0111
2010-12-10 00:21:56:609 (Kinetick – End Of Day (Free)) Data.Bars.GetBarsNow: instrument='6A 12-10' from='2010-12-08' to='2010-12-10' period=Daily splitAdjusted=False dividendAdjusted=False bars=0 session='CME FX Futures Default 2'
2010-12-10 00:21:57:062 (Kinetick – End Of Day (Free)) Data.Bars.GetBarsNow: instrument='6A 03-11' from='2010-12-10' to='2010-12-10' period=Daily splitAdjusted=False dividendAdjusted=False bars=0 session='CME FX Futures Default 2'
2010-12-10 00:21:58:859 (Kinetick – End Of Day (Free)) Data.Bars.GetBarsNow: instrument='6A 12-09' from='2009-12-06' to='2009-12-11' period=Daily splitAdjusted=False dividendAdjusted=False bars=0 session='CME FX Futures Default 2'
2010-12-10 00:21:59:312 (Kinetick – End Of Day (Free)) Data.Bars.GetBarsNow: instrument='6A 03-10' from='2009-12-07' to='2010-03-12' period=Daily splitAdjusted=False dividendAdjusted=False bars=0 session=''
2010-12-10 00:21:59:765 (Kinetick – End Of Day (Free)) Data.Bars.GetBarsNow: instrument='6A 06-10' from='2010-03-08' to='2010-06-11' period=Daily splitAdjusted=False dividendAdjusted=False bars=0 session=''
2010-12-10 00:22:00:218 (Kinetick – End Of Day (Free)) Data.Bars.GetBarsNow: instrument='6A 09-10' from='2010-06-07' to='2010-09-10' period=Daily splitAdjusted=False dividendAdjusted=False bars=0 session=''
2010-12-10 00:22:00:671 (Kinetick – End Of Day (Free)) Data.Bars.GetBarsNow: instrument='6A 12-10' from='2010-09-06' to='2010-12-10' period=Daily splitAdjusted=False dividendAdjusted=False bars=0 session=''
Workaround: Switch NinjaTrader to merge policy "Do not merge", reload data and switch NinjaTrader back to merge policy "MergeBackAdjusted".
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