Charting difference using ##-## historical contract data import

[darmbk]

Hi,

I have two files of 1-min data, one for all of 2011 and for all of 2012. I thought I could be cute and import these two files under the file names 12-11.Last and 12-12.Last and then be able to access all the data from the two years from only two contract names. Unfortunately if I attempt to chart past the 14th of September the chart will return a blank. The historical data manager knows that the data is for the whole year and if I do a similar import of one of these files using the ##-##.Last nomenclature I can chart any dates in the data set.

From this, can I presume that if I specify data as being from a specific contract as I have here for 12-12 and 11-12, NT7 will only work with dates for when this contract is normally traded? Secondly, is the solution to my problem to simply combine these two files into one colossal file and import all the data under ##-##.

Thanks,
darmbk.

[NinjaTrader_Jason]

Hello darmbk,

Can you please set 'Merge policy' to DoNotMerge for the instrument in question. Subsequently create a new chart and check if all imported data is loaded in the chart. Go to Control Center-->Tools-->Instrument Manager, highlight the instrument and click Edit. Set 'Merge policy' to DoNotPlot and click OK. Remove and re-add the instrument to your instrument list now that it has different settings. Instructions can be found at the link below.

http://www.ninjatrader.com/support/helpGuides/nt7/instrument_lists.htm

Yes, you could combine to two files and import all data using the ##-## expiry.

[darmbk]

Hi,

Thanks for your assistance.

I read the support doc on Merging options. Question: if your contract data is split by a day other than rollover as is the default for NT7 to use when plotting over multiple contracts, will this result in data gaps in the charts etc. Fictitious example: rollover is on the 8th but contract data files are split on the 1st of the month. In this case, would NT7 know to use data from the first contract up to the end of the previous month and then take data from the 1st of the next month even though it is supposed to split based on the rollover date? If it did split by rollover date on the 8th then presumably I would have blank data in the chart for the 1st through the 8th as the contract is is looking at doesn't have data for these dates.

Thanks in advance,
darmbk.

[NinjaTrader_Jason]

You can change the rollover date to the first of the month. Subsequently historical data before this date will be loaded from the prior expiry month and so on.

You do not have to worry about rollover dates if you import all data for the ##-## expiry.

[darmbk]

Hi Jason,

So the best solution is to input the quarterly contract data on an ongoing basis rather than a single clunky large data file and then set the rollover date for each contract based on the last day of data in the contract that is about to roll.

Thanks,
darmbk.

[NinjaTrader_Jason]

Yes, you can import data this way. If you would use the ##-## expiry month, you do not have to use rollover dates. This is the continuous expiry. You would just import new data for the *instrument name* ##-## (ES ##-## for example).