Continuation Charts

[vern13]

How would I set up a continuation chart for crude oil, in order to examine weekly and monthly charts?

The contract specific charts are not long enough in duration to examine price action on a weekly and monthly basis over a few years of data.

Thank you in advance

[NinjaTrader_RyanO]

Hi vern13,

Thank you for your post.

Can you please go to Help > About and please clarify the version of NinjaTrader you are using, and also which data provider you are using.

[vern13]

I am using Ninja Trader 7, with the CQG data feed. This is a demo from amp, so I dont expect much historical data, but I believe 90 days was possible.

[NinjaTrader_RyanO]

vern13,

With CQG data continuous contracts are not supported, but NinjaTrader provides historical data for separate front-months and they are merged by the application.

Please go to Tools > Options > Data and then please make sure your Merge Policy is set to MergeBackAdjusted.

If so please create a new chart and then for the number of days to load please set that to about 90 days which should load all of the data that is accessible from CQG.

It is possible to supplement the CQG data with data from another source, such as a data-only provider like Kinetick, who offer more extensive historical daily data.

http://www.kinetick.com/end-of-day

If you connect to the Kinetick End of Day (Free) feed and then create a daily chart you can access continuous contracts with the symbol ##-## as the front month for the root symbol, or rely on NinjaTrader to merge the historical data when charting the current front-month.

[billr]

I use a CQG feed. Is there a way to load a chart with the continuous contract and have it also update live with current contract data?

[NinjaTrader_VinceB]

Hello Billr,

Yes, there is a way to do this, please follow these instructions to accomplish this:
1) Go to Tools--> Instrument Manager
2) Locate and highlight the instrument in the middle section
3) Change the front month in the Expiry section to '##-##'
4) Click the '<' button to move the contract to the default instrument list
5) Click OK and open up a chart for the contract

Live data should come in as well as historical.

[billr]

Thanks Vince, but when I do that the live feed stops. You can manually refresh the chart by reloading historical data, but the live feed does not function. You can see this happen with the chart trader on. When the chart is changed from an instrument with an expiry date to the continuous contract, the bid/ask data disappears.

[NinjaTrader_VinceB]

Hello Bill,

Can you send us your Log and Trace file from today. Send a note to support at ninjatrader dot com and refer to this post and put in the subject 'For Vince'.


You will find the log file on your PC in the (My) Documents > NinjaTrader 7 > Log folder.

• The log file will be named "log.20140424.txt"

You will find the trace file on your PC in the (My) Documents > NinjaTrader 7 > Trace folder.

• The trace file will be named "trace.20140424.txt"

[bkout]

I am having the same problem. I switched to the TF ##-## continuous contract and was able to get the continuous data but not the live updating. Data is from CQG and I see the connection is green and the price for TF 06-15 is updating in the Level II. Data Policy is set to MergeBackAdjusted. What should I do to get the live prices on the chart?

[NinjaTrader_AlexC]

Hi bkout, thanks for your reply.

I'd like to recommend the same as the previous poster. In order for me to determine what might be happening here, I'll need to look at your log and trace files.

You will find the log file on your PC in the (My) Documents > NinjaTrader 7 > Log folder.

The log file will be named "log.20150406.txt"

You will find the trace file on your PC in the (My) Documents > NinjaTrader 7 > Trace folder.

The trace file will be named "trace.20150406.txt"

Please reference the following URL in the body of your email:

http://www.ninjatrader.com/support/forum/showthread.php?t=40557