Historical data in futures

[RK142]

Hey, So I've got PiTrading's historical data on ES continuous contract. I've also downloaded historical data on ES contracts back to 03-10 from my brokerage. My goal is to be able to open a chart of the front month of ES and have access to the PiTrading data. What I've done is imported the data through 2009 into the ES 12-09 contract, but when when I open a chart on ES 06-12 it only calls the data back through the data imported from my brokerage. If I open a chart of 12-09 it's empty. Thoughts? best, RK

[NinjaTrader_RJ]

Hello RK142,

Thank you for your post and welcome to the NinjaTrader Support Forum!

Try turning off the historical data option in your brokerage account creation window. You can find this by going to Tools --> Account Connections --> select your brokerage account --> Change.

Then try importing your data and load the chart.

[RK142]

Hey there,

Well it took me a while to get back on track with this issue. I tried the suggested fix but it didn't do the trick.

I'm wondering if the problem is that I'm trying to import data for which there is no instrument in the instrument manager. Again: I have added ES 12-09 to the instrument manager. I'm then trying to import a file with data back to 1997 into that instrument. I was hoping that NT would create the necessary prior contracts, just as it does when I download data from ZenFire. But maybe it doesn't.

I'm afraid of what the solution would then be: manually creating lots and lots of contracts and trying the import again...

thanks,
RK

[NinjaTrader_Kyle]

Hi RK,

Thanks for posting.

Unfortunately, your fears may be well founded here - the instruments would need to be in place within the instrument manager before it's possible to import data. In this case, that would mean that the PC would need to be shut down and the date of the PC changed to an older date - at this point, NinjaTrader could be restarted and the contracts who's data you intend to import could be added to an instrument list. After adding those instruments, shut down NinjaTrader again, set the PC's date to the current date and re-import; data should at this point be loaded provided that the data set meets formatting restrictions.

[Radical]

Can you just import it to ES ##-##, or is the point that you specifically want to import to the individual contracts?

[RK142]

Can't say I'm surprised!

Assuming I create all of the contracts, can I import directly into ES 12-09 and rely on NT to assign the data to the appropriate contract?

If not, I think I'm looking at the doomsday scenario:

1. Manually create all of the necessary contracts in the instrument manager.
2. Write a program to split my continuous contract file into individual contract files.
3. Import each contract individually.

Say it ain't so...

thanks,
RK

[NinjaTrader_Kyle]

Thanks for mentioning this radical

RK - if the individual contracts are not required, this would be a much easier way to import.

[RK142]

I could import to a continuous contract, but then I'd have individual contract data going back to 12-09, and a separate contract for prior data. That would make backtesting across the "kink" in the data annoying.

If my brokerage had a continuous contract, I'd just use that. But it doesn't. So as I import historical data going forward I'd always have to deal with the kink.

I may just deal if it's a headache to splice the two data series together, of course.

-RK