Kinetick: Download all futures contract

[Beauregard]

Hello

I want to download all available futures contract (EOD) of the Eurex Bund Future with Kinetick. While this works fine with other futures (I tested with S&P 500 Mini), it does not work with the Eurex Bund Future. Download is only done for the currently selected contract. As Symbol I use "BD".

regards
André

[NinjaTrader_Kyle]

Hello André,

Thank you for posting.

Please use the pre-configured symbol FGBL for this instrument and data should be available.

[Beauregard]

hm, are you sure? In the symbol map of kinetick the symbol is BD. Download of single contracts such as BD 09-11, BD 06-11 work.
Also the continous contract DB ##-## works.
What does not work is the download of all contracts.

[NinjaTrader_Jason]

Hello Beauregard,

Can you please go to Control Center-->Tools-->Instrument Manager, highlight the FGBL and click Edit. Likely, 'Merge policy' is set to DoNotMerge. Please set it to MergeBackAdjusted and click OK.

Remove and re-add the FGBL 09-11 in your instrument list now that it has modified settings and click OK.

Subsequently, check if historical data is loaded from previous expiries when loading FGBL data that spans across multiple expiries.

[Beauregard]

you mean with FGBL the name of the instrument in your database? If yes, there is no such master instrument in my database

[Beauregard]

I executed "repair db" in the options tab and now I can see the contract.

Now the download worked.
But: As it seems historical data is only provided for 3 months. In fact a contract is traded more than 3 months.

[NinjaTrader_ChristopherJ]

Can you please attach a screen shot of your chart so I may compare data on my end.


To create a screenshot press Alt + PRINT SCREEN to take a screen shot of the selected window. Then go to Start--> Accessories--> Paint, and press CRTL + V to paste the image. Lastly, save as a jpeg file and attach this file to your reply.

[Beauregard]

I checked the data in the data manager (see screenshot enclosed).

I opened now also a chart, and there I see more data. What data is that? Should it not be the data from the database?

[NinjaTrader_ChristopherJ]

This will be data that has been downloaded from the server then stored in the specific data folder such as Tick, Minute or Daily.

[Beauregard]

This will be data that has been downloaded from the server then stored in the specific data folder such as Tick, Minute or Daily.

I use only daily data. So there should be no difference?

And when downloading with the download manager, the problem remains: Only 3 months of data is downloaded. Why?

[NinjaTrader_ChristopherJ]

I have tested FGBL 09-11 on my end and when downloading Daily data I receive data for 1 year.

Please use the steps I have provided below to delete your historical data:

• Disconnect
• Tools
• Historical Data Manager
• Edit tab
• Select FGBL-->Right mouse click-->Delete
• Close NinjaTrader
• Documents
• NinjaTrader 7
• Open the db folder
• Open the cache folder
• Select all files-->Right mouse click-->Delete
• Open NinjaTrader
• Connect
• Tools
• Instrument Manager
• Select FGBL within your Available master instrument list
• Click Edit
• Definitions tab
• Merge Policy->Set to "MergeBackAdjusted"
• Click Ok
• Remove FGBL 09-11 from your Default list and add it back in
• Click ok
• Open a new Daily chart

[Beauregard]

hi
I will test what you described.

In the meantime another problem appeared: Yesterday we had a rollover day. When I download now FGBL ##-## (after deleting data, removing from default list, adding to default list) then the quotes are as follow:
8th Sep: Quote from December Future
7th Sep and before: Quote from September Future

There happens no rollover adjustment. When I download FGBL ##-# I should get a continous contract.

best regards

[Beauregard]

I have tested FGBL 09-11 on my end and when downloading Daily data I receive data for 1 year.

Please use the steps I have provided below to delete your historical data:

• Disconnect
• Tools
• Historical Data Manager
• Edit tab
• Select FGBL-->Right mouse click-->Delete
• Close NinjaTrader
• Documents
• NinjaTrader 7
• Open the db folder
• Open the cache folder
• Select all files-->Right mouse click-->Delete
• Open NinjaTrader
• Connect
• Tools
• Instrument Manager
• Select FGBL within your Available master instrument list
• Click Edit
• Definitions tab
• Merge Policy->Set to "MergeBackAdjusted"
• Click Ok
• Remove FGBL 09-11 from your Default list and add it back in
• Click ok
• Open a new Daily chart

I did as described. The cache folder was empty.
After reloading, for FGBL 09-11 I still have data only since 3.6.2011.
For FGBL 12-11 I have data since 3.3.2011 what is correct.

[Beauregard]

Hi

This problem still remains:

hi
I will test what you described.

In the meantime another problem appeared: Yesterday we had a rollover day. When I download now FGBL ##-## (after deleting data, removing from default list, adding to default list) then the quotes are as follow:
8th Sep: Quote from December Future
7th Sep and before: Quote from September Future

There happens no rollover adjustment. When I download FGBL ##-# I should get a continous contract.

best regards

Could you please give me some feedback on that, did I something wrong?

thanks & regards

[NinjaTrader_ChristopherJ]

The rollover data for the 12-11 contract is 9/7 with an Offset of -1.63. If you would like to change the rollover date please use the steps provided below:

• Tools
• Instrument Manager
• Select FGBL
• Edit
• Misc tab
• Scroll to the bottom and left mouse click on the ... box next to 32 contract moths defined
• Select 12-11
• Change the Rollover date
• Click Ok
• Right mouse click wiithin your chart and reload data