Loading Charts on Roll Over Day with IB

[ij001]

Hi there,

I always have a problem on rollover day with IB. I have Barchart.com delayed quotes as my backup.

I follow the roll over instructions but the chart still wants to load the old data.

i.e. Loading Data 06/14 instead of 09/14 even though I have the 09/14 chart.

I tried deleting the data in Tools > Historical Data Manager for 06/14 but it still looks for it.

I am not sure what is the best way to overcome this? I do not have a problem with BarChart.com loading data 06/14.

So this is a IB problem?

[NinjaTrader_ChristopherJ]

Hello,

Thank you for your note.


If you only want to load 09-14 without merging data from the previous contract 06-14 please use the steps provided below to change the merge policy:

• Tools
• Instrument manager
• Select the instrument
• Edit
• Merge policy-->Set to "DoNotMerge"
• Click Ok
• Click Ok

Next please right click within your chart and select "Reload all historical data".

[ij001]

What is the best MergePolicy for a continuous contract?

With IB I have always used "Global Settings" but as I said it always crashes roll over day and seems to be ok the next day.

With today's Do Not Merge I can see todays action and previous days but the contract really hasn't traded to go through the historical data.

Any suggestions? I have read the manual and example and to be honest don't understand what is best for me. With barchart.com it loads fine with global settings but it is delayed.

[NinjaTrader_ChristopherJ]

If you would like to merge previous contracts to build continuous bar I would suggest "MergeBackAdjusted" or "MergeNonBackAdjusted" depending on if you want the Offset during rollover to be applied to previous data or not.