Skipping Rollover Offsets

[Joerg]

Hello,

in the help guide I have seen the following information about Rollover-Offsets:
"Note: If you inputted your own Offset value, it will be overwritten by values downloaded from the data server if it exists there. To prevent this you will need to ensure that your rollover date is not the same as the ones coming from the data server."

I would like to merge one continous contract (2005 till 2009-12; all the quotes are stored in the 2009-12 contract) and the following single contracts (which I collected by myself) into one chart.

Is it possible to delete f.e. all rollover dates & offsets prior to 2009-12 and do not get these dates reloaded for getting a complete chart of these data?

Thanks a lot.

Joerg

[NinjaTrader_Bertrand]

Hi Joerg, I would then suggest you setup a custom symbol for this task, which would not be filled with dates / offsets from the server.

[Joerg]

Hello Bertrand,

thank you for your suggestion but after 2009-12 I would like to have the roll dates and offsets because since then I collect the data by myself and my provider does not support cont. contracts.

Do you know when exactely NT relaods the roll dates and which of them? Maybe it would be possible to implement the possibility to block single dates/offsets from overwriting?

Thanks a lot,

Joerg

[NinjaTrader_Bertrand]

Joerg, there's unfortunately no custom option here available, it would load the offsets from the server once you connect to it - couldn't you roll one day before / after our dates so they would not be affected?

[Joerg]

Hello Bertrand,

thanks for your quick reply. My problem are not the exact dates or offsets, I would like to remove some old dates/offsets at all for linking one cont. contracts for all the past before 2009-12. Since that date I´m happy with the NT-rollover dates and offsets espacially with its automatic update. It saves a lot of manual work.

Have a nice evening.

Joerg

[NinjaTrader_Bertrand]

Hi Joerg, so you would look to remove individual expries / contracts completely? This would not be possible unfortunately, if you're not using a custom setup instrument then.

[Joerg]

Hi Bertrand,

yes, I would to like remove individual expries / contracts completely and get the future rollovers updates automatically for the same symbol. If there is no way to get this I would use 2 symbols: 1 for my old cont. contract (without NT-merging) and 1 for the actually collected data. Not nice but OK.

One last question: What happens if there are no contracts/data available before a rollover date? F.e. rollover is 10th Sep 2009. ES 12-09 (dec contract) contains data since 2005 and there are no prior contracts in the database.
Does NT only show data since 10th Sep.2009 even if there are no older contracts to merge if I have enabled Merging in the Options Menu? Or does it use all available data for ES 12-09 because there is no merging possible?

Thanks a lot.

Joerg

[NinjaTrader_Bertrand]

Hi Joerg, you would unfortunately have to separate the symbols then like you outlined - NT would display the data from the first possible point on...in your second scenario eventhough the ES 12-09 might hold all the data back to 2005, if merging is activated NT would look for the ES 09-09 at the rollover data to supply the data further back...

[Joerg]

Hello Bertrand,

maybe your developers can implement the possibility to merge historical data with actual data into one chart like it is possible in Multicharts.

http://www.multicharts.com/multicharts/features/datamanagement/

NinjaTrader is much better in many fields but the data management of Multicharts is quite good. It allows to combine 2 Symbols (even 2 data providers) for different parts of 1 charts.
F.e. all available data for ES (cont. contract or merged single contracts which NT would display at the moment; in my example back to 12-2009) and then using the data of a second symbol for the time before (in my example the hist. data before 12-2009).

Multicharts also allows to map ASCII-Data from the harddisk but even a merging of different symbols out of the NT-database would be very helpful. Propably many users have historical data which they like to use in NT but can´t combine with the cont. contracts or merged single contracts (great feature by the way) which are implemented in NT7.

Thanks a lot.

Joerg

[NinjaTrader_Bertrand]

Thanks for the suggestions Joerg, we'll add them to our feedback list and review for future consideration.

To merge data for multiple symbols, you could export and then change the file name to import for another symbol if desired.

[Joerg]

Hi Bertrand. Background for this suggestion is our discussion before to combine the synthetic cont. contract of NT7 with my old Cont.Contract Data from the years before 12-2009.
If I understood you right this would not work with export/import in a new/custom symbol because I can not skip single Rollover-Data&Offsets?

[NinjaTrader_Bertrand]

Thanks for clarifying - right in this case you would run into the limitation regarding the synthetic build contract in NT.