Merge Contracts???

[rhobbo1]

How can I merge two contracts together?

Eg. Merge the December 07 SPI contract with the March 20008 SPI contract.

THis is what I have already tried.

Tools>Historical Data>Merge... then under "Merge the following data"

Type: Future
Name: Spi
Exp: 09-07
From: 21st Sept 2007
To: 20th Dec 2007

Then under "into"...

Type: Future
Name: Spi
Exp: 03-08

click OK

and nothing happens????

[NinjaTrader_Ray]

When you press OK --> There must be dialog box that pops up with a message. What does this message say?

Thanks

[rhobbo1]

It says...

"day data successfully merged"
"minute data successfully merged"
"tick data successfully merges"

I check my charts... and...

The merge works somewhat on the minute bars but get an IB historical limitations error when I try to access all the data.

For daily bars... the merge does not work. There are bars in the historical data but not for the current contract at that particular time. I know this by looking at the volume of the bars, the daily ranges of the bars and just by looking at the chart.

[NinjaTrader_Ray]

- What do you mean by "try to access all the data" ? Could you provide me with step by step instructions on how you get this IB error? IB itself does have limitations on depth of historical data and how often you can access. They call this a pacing violation and is a known limitation of theirs.

- What do you mean regarding Daily bars merge does not work? Screen shot?

[rhobbo1]

Well I'm trying to look at data from today's date... going back to the start of the previous contract. i.e. The March '08 contract of the SPI and the Dec '07 contract of the SPI.

So I go through the steps as I laid out previously but when I try to "access" or look at the chart... well a screen shot is attached as you suggested.

Also, I understand the IB pacing error and the limitations on historical data, but as you will see from the screenshot, the chart is not displaying the Dec '07 contract correctly.

Thanks Ray!

[NinjaTrader_Ray]

Can you post a chart of the Dec contract as well?

[rhobbo1]

Attached are the Dec 07 contract and the current Mar 08 contract.

[NinjaTrader_JoshP]

Hi rhobbo1,

Can you send us your database? Send it to us through "Mail to Support" in the Control Center and include "Attn: Josh" in the subject. Thanks.

[rhobbo1]

Hi Josh,

I have an IB data feed. I'm not sure what you mean by datadase?

Also, I think you answered a my question in another post about displaying daily bars with just the day trading session and not the night session...

I need daily bars with the day session data only. Not being able to do this would make merging the contracts together pointless.

I kinda need to start there. Does IB provide daily data without the night trading?

[NinjaTrader_JoshP]

By database I mean the NinjaTrader database. When you go Tools->Mail to Support there will be a checkbox for "Database file". Please check that one.

About IB's data, I am unfamiliar with it so cannot comment. You may need to contact IB directly and ask them about it.