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Futures merge confusion

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    Futures merge confusion

    I am looking at moving from NT 6.5 to NT 7.0.1000.2. I have a large DB that was automatically imported into NT 7. That looks good. In NT 6.5 I manually created a continous contract, e.g. ES_C that I merged the prior data into by hand. That came across fine. When I look at the current ES 03-11 contract and go back a year or so, I notice there is a gap at the RTH close on rollover day - i.e. it is not adjusted, despite having "MergeBackAdjusted" set as a policy. I already have years of minute historical data that is clearly being accessed. What do I have to do to have it merge correctly?

    What I want:
    1. Each contract's original data to exist untouched so I can just examine the real data if need be.
    2. To be able to choose whether to chart adjusted data or actual data for a given contract (current or historical) depending on the context.

    I simply cannot understand either from the documentation or the threads here what process I need to follow to do this. This was tedious, but possible in NT 6.5 by manual merging into a contract. What do I have to do in NT 7? I do not see a manual merge by date range window anywhere, and I cannot "reload" data because I have real-time tick data saved.

    This feature looks great, but I am really confused.

    Thanks

    #2
    Hello zstheorist

    Thank you for your post.

    For this issue, so that we can see what might be taking place in the background, please send us your log & trace files for the date you experienced this gap issue.

    You can send them through the NinjaTrader platform by going to Help > Mail to Support…

    It would also help if you can send a screenshot of this chart/gap.

    Thank you,
    ChipNinjaTrader Customer Service

    Comment


      #3
      Sent to support

      I've sent them to support, but here is a picture of what I am getting. It does no matter which contract I start with, if I scroll back it does not adjust.

      Is there a way to open a chart that does NOT see any old contract data, or is it only a global option?
      Attached Files

      Comment


        #4
        Hello zstheorist

        OK – please look for this response via email that way we don’t duplicate efforts.

        Thank you,
        ChipNinjaTrader Customer Service

        Comment

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