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Copper HG Sept(U),Kenetick EOD-Shows July price bars on chart

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    Copper HG Sept(U),Kenetick EOD-Shows July price bars on chart

    Copper HG Sept(U),Kenetick EOD-Shows July price bars on chart:

    Using NinjaTrader 7.0.1000.22

    Using Kenetick EOD download

    Downloading HG 7-14 and now in last few days downloading HG 9-14

    Displaying price data as candlestick with separate workspaces for HG 7-14 and separate workspaces for HG 9-14.

    Price levels of HG 9-14 are those of HG 7-14.
    This is case for both renaming old workspace for charts HG 7-14 and displaying HG 9-14 data by way of upper left most tab for contract/security selection, or creating a new chart from control panel>file>new>chart and displaying HG 9-14 data

    Checking control panel>tools>options>data,,,,, displays MergeBackAdjusted

    Checking control panel>tools>Historical data manager>edit>HG 9-14>Last>
    Day>2014 shows only 6 items and correct data vs what chart shows.
    Example edit HG 9-14 date9/23/2014, high as 3.1550, but HG 9-14 chart shows
    3.1635 as high which is HG 7-14.

    Closing/exiting NT7 and reopening does not change anything for the better

    This same process for NG 7-14 and NG 8-14 displays correctly.

    How do I correct the copper problem and what is going on?

    Thanks to all who help in advance

    #2
    Hello DeniOne,

    By default, NinjaTrader automatically merges data from previous expiries in charts. This is causing the issue. The HG is setup to rollover to the 09-14 expiry on 6/26/2014 in NinjaTrader. If you create a HG 09-14 chart before this date, all historical data is loaded from the 07-14 expiry.

    You can change the rollover date or disable merging of data to solve the issue.

    Please go to Control Center-->Tools-->Instrument Manager, highlight the HG and click Edit. Select the Misc-tab and click the 'Contract Months' option at the bottom. Click the '...' button that appears. Select the 09-14 expiry month and change the rollover date to today or a date before today.

    Click OK. Remove and re-add the HG 09-14 in your instrument list now that it has modified settings and click OK in the Instrument Manager. Instructions can be found at the link below.


    Create a new HG 09-14 chart and check if data is loaded as expected.

    You can disable the merging of data after you clicked Edit while the HG instrument is highlighted in the Instrument Manager. Subsequently, set 'Merge policy' to DoNotMerge. Click OK. Remove and re-add the HG 09-14 as well and create a new chart. It will now only load historical data from the 09-14 expiry in the chart.
    JasonNinjaTrader Customer Service

    Comment


      #3
      Thanks Jason,

      Perhaps this next question belongs in charting? but I started this query here so i will continue.

      I may want to do both, Merge earlier and do a no merge with the new month HG sept and older active months july......ect and see how charts work out as the future plays out.

      To organize I would put one set of charts in a workgroup for merge earlier and another workgroup for charts for no merge between prior active months.

      But I will then need 2 data files for copper, 1 type for charts on one workgroup the other type for charts in the other workgroup.

      For the 1st data file "merge earlier", I can leave as is: in Kenetick EOD it is named HG followed by the MM-YY format (ex HG 09-14)

      How do I create the no merge file and have it coexist with the above data file.
      I might try:
      Currently there are only a few records in the new active or nearly active front month contract.
      How can I make another data file to hold the 6 records for futures daily data and call it another name, say CP 09-14. Then copy and paste these few records to it. Then do a no merge process with older active months with the HG XX-XX files.

      Alternatively, if I have to: I can export, put everything sequentially into excel and import back to ninja.
      what would this process be including how to strip and add ; delimiters as in the import file requirement.

      Perhaps all of this can be accomplished easily all within NT.

      Please reply by posting a good way to accomplish this.
      Anyone else is welcome to reply with already proven workable solutions too

      All the best to everyone.

      Comment


        #4
        Unfortunately you can select only merge policy setting per instrument.

        You could try creating a new instrument in the Instrument Manager and set 'Merge policy' to DoNotMerge. Setup all other settings the same as the HG including the symbol map under the Misc-tab. I assume you will not trade the HG. Having two instruments using the same symbol map can result in issues upon trading.
        JasonNinjaTrader Customer Service

        Comment


          #5
          Also currently I would like to try to edit the current HG 07-14 file for the last few days with data from HG 09-14, then let the merge process happen as it is normally scheduled for by NT on 6/26/14.
          I would have to set downloading for just the current day so as to not overwrite my edit.
          Since this is for 1 file and I would not have to recreate current charts, I favor a solution like this

          When I connect to Kenetick EOD data feed I see data automatically downloaded now as compared to older Versions of NT, So before I connect, Is there a way to insure HG is set and stays set to current day to download by setting the date range.



          Any recommendations

          Comment


            #6
            You can manually modify historical data at Control Center-->Tools-->Historical Data Manager-->Edit-tab. Please see the link below under 'How to edit historical data' for instructions.
            JasonNinjaTrader Customer Service

            Comment


              #7
              OK, Thanks for the guidance,

              I am going to try some thing out.
              if i get stuck in creating a synthethic data file for the no merge method, I will post further here

              all the best

              Comment

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