eSignal Futures Data for First Month Series

[abhayt]

Hi,

I am connected to eSignal data feed. Trying to download data for single stock futures like DLF listed on NSE.

In the symbol definition I have DLF in Symbol mapping for eSignal. Now I am downloading data for DLF 07-14 contract using Download Manager, but it is only downloading data for the that single contract starting on the date when this particular contract got listed. I wanted the Merged first month futures contract as a single series but that is just not happening. In the global merge policy I have select "MergeBackAdjusted". I am not sure what is the issue.

When I was using IB data feed it was automatically taking up correct first month contract and downloading data for it, merging all contracts into one series. This is not happening for eSignal.

Any help?

[NinjaTrader_Cameron]

Hello,

Thank you for your note.

What type of data are you downloading?

Tick, Minute Daily?

What happens if you select another expiry, does it download that data as well?

Do you have any roll over dates set in the Instrument Manager -> DLF -> Edit -> Misc tab -> Scroll to the bottom -> Contract Months

[abhayt]

I am downloading Minute data.

When I select any other expiry, nothing really happens. For example if I select 06-14 and download(through Download Manager), new data points do not show up in the Edit tab. So it just downloads the current month.

In the Instrument Manager I have defined all past 12 contract months.

[NinjaTrader_Cameron]

Hello,

Did you also define the roll over dates?

As shown in the second to last screen shot in the link below.

http://www.ninjatrader.com/support/helpGuides/nt7/index.html?editing_instruments.htm

[abhayt]

The roll over dates are all defined.

Also I do not see any live real time data coming in into the charts. Though I see the data in eSignal Data manager.

Something seems to be off.

[abhayt]

So it seems, I am not able to download any historical data for any futures symbol. I even tried with the default NSE symbol like RELIANCE 07-14. This one has 108 contract months defined. I tried downloading data from 01-01-13 to 07-01-13 but nothing gets updated in the "Edit" Tab or the db folder in Ninja Folder directory.

Intraday live data seems to be flowing in now. But wrt Historical Minute data, nothing is coming in.

Something is definitely not set the right way.

[NinjaTrader_Cameron]

Hello,

Please send a note to Support[At]NinjaTrader[Dot]Com.

Put ATTN: Cameron in the subject field and a link to this forum post in the body.


Provide me with your latest Log and Trace files.
You will find the log file in the Documents > NinjaTrader 7 > Log folder.
The log file will be named log.20140730.txt

You will find the trace file in the Documents > NinjaTrader 7 > Trace folder.
The trace file will be named trace.20140730.txt