bogus and missing 06-11 index futures data

[greentrader]

As of 8:30 AM ET, the 06-11 index futures data from IQFeed for 3/9/11 is missing, and is incorrect for days before that. (Just switched to the new front month.) Hopefully this will soon fix itself. Or is this a problem with my NT7 setup?

[NinjaTrader_ChristopherJ]

Hello,

Thank you for your post.

There is currently an issue we are looking into regarding the RTH Session Template. As a work around you may set your chart Session Template to "Default 24/7" or use the steps I have provided below to change the rollover date manually:

• Tools
• Instrument Manager
• Select 6E
• Edit
• Misc tab
• Scroll to the bottom and left mouse click on the ... box next to 28 contract moths
• defined
• Select 06-11
• Change the Rollover date to 3/09/2011
• Click Ok
• Right mouse click wiithin your chart and reload all historical data

Please let me know if I may be of further assistance.

[greentrader]

Yes, it appears to be a session template issue (a brand new chart, for example, loads all the 06-11 data). However, I use several custom session templates, and all of them have this problem. Will look into your proposed solution next.

[greentrader]

Applied your solution for ES and NQ, and what I see is that it loads 06-11 data for 3/9 forward, but 03-11 (bogus) data for 3/8 and before! Yikes. I need a history of 06-11 data, not 03-11 data! Is this a "feature" of NT7?

[heywally]

I'm having the same types of issues in loading up new 6-11 futures charts and frankly, just as an editorial comment with no NT response needed, the whole 'instrument management' process and scheme in NT is frustrating, cumbersome and it sucks. Pardon my french. Really tired of it; it should be redesigned to be at least semi-user friendly.

[NinjaTrader_ChristopherJ]

Applied your solution for ES and NQ, and what I see is that it loads 06-11 data for 3/9 forward, but 03-11 (bogus) data for 3/8 and before! Yikes. I need a history of 06-11 data, not 03-11 data! Is this a "feature" of NT7?

Can you please open the instrument manager editor for ES and NQ and be sure you have the Merge Policy set to "MergeBackAdjusted" then Click Ok. After making any adjustments to the Merge Policy please reload all historical data.

[greentrader]

Aha. Didn't realize that I had a global merge policy (recently upgraded to NT7). Set that to DoNotMerge under Data in Options and that fixed issue of mixing contract data.

Will undo other fixes and see if that was cause of other problems (in my case).

-------------
Yes, setting DoNotMerge as global merge policy fixed the missing data issues for the new contract when using custom session templates (i.e., the rollover date fix above is no longer needed).

[NinjaTrader_ChristopherJ]

I have just been informed the issue has been resolved. If you would like you can set your Merge Policy back to Use Global Settings then reload all historical data.