MergeBackAdjusted Data Questions
Just want to make sure I understand this correctly.
My Merge policy is set to MergeBackAdjusted.
I downloaded minute, tick, bid, ask, and last data for ES 06-11 for the date range 2/20/2011 through 4/22/2011.
1. I assume that the data I see in the Historical Data Manager, for ES 06-11 then represent the back-adjusted values, correct? Under the ES 06-11 HDM "folder", I do not see any data prior to 3/6/2011 and but I do see data under the ES 03-11 folder overlapping with ES 06-11 for 3/6/2011 thru 3/9/2011.
2. If I have an ES chart with ES 06-11 data series that spans back to 2/20/2011, from where do you get the 3/6/2011 thru 3/9/2011 data?
3. Does the back-adjusting merge take place dynamically when loading data into a chart's data series, or during the download phase?
4. Also, the data I can see from within the Historical Data Manager, is identical to the data I would see in the local file system's file (were they able to be converted to text format), correct?
5. Are the binary files I see in the ...\Documents\NinjaTrader 7\db\tick\ES 06-11 folder the local data repository you refer to and which hold the back-adjusted data for displaying historical (and current) data when the chart data series is set to ES 06-11, correct?
6. Are there any NT classes or utilities I can use to read these files and/or convert these files to text format? I understand that when I add a data series to an indicator, it will be populated automatically. However, what I would like to do is use these historical data but not have to be concerned about processing each historical tick bid/ask and last value in a data series using OnBarUpdate() or OnMarketData().
Sorry for the lengthy list of questions, but can't seem to find the details I need from the help guide.
Thanks,
Mike
My Merge policy is set to MergeBackAdjusted.
I downloaded minute, tick, bid, ask, and last data for ES 06-11 for the date range 2/20/2011 through 4/22/2011.
1. I assume that the data I see in the Historical Data Manager, for ES 06-11 then represent the back-adjusted values, correct? Under the ES 06-11 HDM "folder", I do not see any data prior to 3/6/2011 and but I do see data under the ES 03-11 folder overlapping with ES 06-11 for 3/6/2011 thru 3/9/2011.
2. If I have an ES chart with ES 06-11 data series that spans back to 2/20/2011, from where do you get the 3/6/2011 thru 3/9/2011 data?
3. Does the back-adjusting merge take place dynamically when loading data into a chart's data series, or during the download phase?
4. Also, the data I can see from within the Historical Data Manager, is identical to the data I would see in the local file system's file (were they able to be converted to text format), correct?
5. Are the binary files I see in the ...\Documents\NinjaTrader 7\db\tick\ES 06-11 folder the local data repository you refer to and which hold the back-adjusted data for displaying historical (and current) data when the chart data series is set to ES 06-11, correct?
6. Are there any NT classes or utilities I can use to read these files and/or convert these files to text format? I understand that when I add a data series to an indicator, it will be populated automatically. However, what I would like to do is use these historical data but not have to be concerned about processing each historical tick bid/ask and last value in a data series using OnBarUpdate() or OnMarketData().
Sorry for the lengthy list of questions, but can't seem to find the details I need from the help guide.
Thanks,
Mike
Comment