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problem with NT7 data

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    problem with NT7 data

    Not sure if this is a problem with Ninjatrader's data, or a glitch with the session template, or exactly what's wrong. I created a volume chart on both Tradestation and on NT 7, using the new contract (June, 2011) and setting the sessions to 24/7 continuous. The charts should be identical. The Tradestation one correctly showed lots of data, as you'd expect. Unfortunately, the Ninjatrader chart inexplicably showed a huge overnight gap, from last night, Sunday, into this morning, Monday. I checked to be sure I had the right session template, and I did. On both charts, the final price is the same, and the charts are moving forward, so the new prices are all OK. It's that gap that worries me. For one thing, it makes your indicators useless, but more importantly, there's tons of missing data. What the heck is going on? Please somebody check out the attached file and explain this to me.
    Much appreciated,
    Tasuki
    Attached Files

    #2
    +1
    same here

    Comment


      #3
      Hi Tasuki,

      Thank you for your post.

      NinjaTrader will automatically merge the historical data from previous front-months based on the Merge Policy. If you go to Tools > Options > Data and then let me know what the Merge Policy is set at we should be able to compare similar charts with similar results since the difference now is likely related to where both installations are pulling the separate historical data from.

      So from that Tools > Options > Data field please let me know the current setting of your Merge Policy.
      Ryan O.NinjaTrader Customer Service

      Comment


        #4
        Originally posted by NinjaTrader_RyanOlson View Post
        Hi Tasuki,

        Thank you for your post.

        NinjaTrader will automatically merge the historical data from previous front-months based on the Merge Policy. If you go to Tools > Options > Data and then let me know what the Merge Policy is set at we should be able to compare similar charts with similar results since the difference now is likely related to where both installations are pulling the separate historical data from.

        So from that Tools > Options > Data field please let me know the current setting of your Merge Policy.
        Hi Ryan (Olson, that is....Ninjatrader's just crawling with Ryans!),
        Thanks for the prompt reply. The answer is: MergeBackAdjusted. I tried switching the merge function to check out all three of the possibilites (just for the ES), hitting "reload all historical data" in between each one, but....and this gets weird...once I changed the data from MergeBackAdjusted to anything else, the gap I showed in my chart just disappeared and refused to come back, no matter what merge function I tried. Now I'm REALLY confused. I'm starting to think that, for some reason, the chart was not responding to the 24/7 session template. Does that ever happen?
        So, two questions:
        1) have you had any trouble with your new (new to NT7) session templates not being recognized, or their commands taken, by charts in NT7?
        2) do you have a little primer somewhere on your site on the differences among the three possible merge policies?
        Thanks,
        Tasuki

        Comment


          #5
          Hi Tasuki,

          1. There is not a general issue I am aware of regarding those templates, but the issue with not recognizing templates could have been related to the PC clock, and so I would recommend syncing the clock. You can sync your PC clock by double clicking on the clock in the lower right corner of your desktop. Once you have done that, click on Internet Time tab and then click Update. Your PC clock should now be updated.

          2. As for the Merge Policies at the following link is section that details how the merge policy is applied to historical data:
          Ryan O.NinjaTrader Customer Service

          Comment

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