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Problem with roll chart

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    Problem with roll chart

    I have a chart for FGBL set to MergeNonbackAdj. I am looking at Sep 09 and my chart goes from 4th Sep to 9th Sep. This is during the rollover form FGBL 09-09 to 12-09. Both of the contracts have historical min data for the 7th and 8th Sep (I am looking at a 5min chart) and the roll date for FGBL 12-09 is 7th Sep so it should be showing data for the 7th and 8th Sep?

    I've just noticed the same thing for FGBL 06-09, chart ends on 4th and doesnt start again until the 9th.
    Last edited by GKonheiser; 10-30-2013, 04:55 AM.

    #2
    Hello GKonheiser,

    Does it make a difference if you right click in the chart and select 'Reload All Historical Data'? If not, please disconnect your data feed and go to Control Center-->Tools-->Options-->Data-tab, click Repair DB. Restart NinjaTrader and check if the missing data is loaded in the chart.

    If the issue remains, please exit NinjaTrader and go to C:\-->Users-->*Windows user account*-->Documents-->NinjaTrader 7-->db and delete the cache folder. Start NinjaTrader and check again.
    JasonNinjaTrader Customer Service

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      #3
      Hi Jason,

      Ive tried all of those things and still have the missing days.

      FYI when load a separate FGBL 09-09 chart ending at 8th Sep 09 it shows the missing days.
      Last edited by GKonheiser; 10-30-2013, 09:05 AM.

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        #4
        Hello GKonheiser,

        Please note that 7th September is a Saturday, so there is no data available.

        When I test it on my end, I do not load data for 8th September either. I do not see data for these dates in the Historical Data Manager either. Could it be the FGBL did not trade on this date?

        To what data feed provider do you connect in NinjaTrader?
        JasonNinjaTrader Customer Service

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          #5
          Hi Jason,

          7th Sep 09 was a Monday. When I bring up a FGBL 09-09 chart I see the 7th and the 8th until 12.30 when the contract expired.

          I use kinetick.

          Comment


            #6
            Thank you for clarifying. Sorry, I was looking at 2013 and not 2009.

            If you use an end date of September 30th, do you load data for the 7th and 8th? Do you experience the issue only when setting the end date to September 9th?

            What happens if you create a chart for the FGBL 12-09, do you then load data for the 7th and 8th. The rollover date is set to 9/7/2013, so 09-09 data is loaded before this date and 12-09 data after this date.
            JasonNinjaTrader Customer Service

            Comment


              #7
              I fixed it. I changed FGBL to "DoNotMerge" and loaded FGBL 12-09 where I could see the missing days and earlier. Then I changed back to "MergeNonBackAdjusted" and Now I can see the days that were missing. : )

              Just looking at the previous expiry I have the same problem, wonder what is causing this.

              I've just looked at all the rollovers and they the charts end on the 4th and start again on the 9th??
              Last edited by GKonheiser; 10-30-2013, 09:45 AM.

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