• If this is your first visit, you will have to register before you can post. To view messages, please scroll below and select the forum that you would like to visits. Questions? Be sure to check out the Forum FAQ.

Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

Data Errors in 06-16 Contracts

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    Data Errors in 06-16 Contracts

    Hello,

    In the attached screenshots you will see that in several futures markets, in the 06-16 contracts, there is a huge price bar that cannot possibly be accurate.

    These errors include the ES, the CL, the YM, the 6A, the HO, and the NG.

    These errors do not show up when I use the 03-16 contracts, only when I use the 06-16 contracts.
    Attached Files

    #2
    Hello,

    Thanks for your post.

    Because the contracts have not rolled over your Ninjatrader, based on its "merge" policy is matching up the historical 03-16 data with the live 06-16 data coming in. The large bars are in effect showing the live difference between the two contracts at the moment.

    To see the 06-16 contract data only , you would need to change your global merge policy to "do not merge". This can be changed in Tools>Options>Data tab.

    Please see the helpguide here: http://ninjatrader.com/support/helpG.../?data_tab.htm
    and: http://ninjatrader.com/support/helpG...rical_data.htm
    Paul H.NinjaTrader Customer Service

    Comment


      #3
      Hi Paul,

      I went into the Tools>Options>Data tab, and changed the Merge Policy as you said, but now my charts look even worse.

      Screenshot attached.

      If the Merge Policy was creating such a problem, I don't understand why it would be set as the default setting.

      How can a trader have any hope to make money in the markets with inaccurate data?

      Inaccurate data with price bars that appear other than as they actually are can create very costly mistakes.

      In the meanwhile, my chart is now basically destroyed. How can I get it back to what it was? I changed the Merge Policy back to what it was, but my chart is still messed up, as shown in the screenshot below.
      Attached Files

      Comment


        #4
        Rollover is technically this Thursday, no?

        I'm wondering why you haven't experienced this before during rollover?

        Comment


          #5
          I don't know the exact day that rollover is, I just look to trade the markets.

          I look to the NinjaTrader Instrument Manager to let me know when to start trading further out contracts.

          I have experienced this before with the CL contract, and I made a post here, but nobody told me it was because of rollover. So I thought it was a bug or something.

          So are you saying that after Thursday this glitch will no longer appear until the next rollover?

          If so, how many days or weeks total on average does the glitch appear on the charts, when a new rollover is approaching?

          Comment


            #6
            Does your es 03-16 look fine?

            I roll over es on friday or the weekend when i reboot.

            I'm looking at 4 range charts. On the new chart next week there is a gap of how many ever points, so i don't think i have merge back adjusted set.

            Does it get better if you remove those indicators?

            Comment


              #7
              Yes, my contract looks fine now after restarting NinjaTrader.

              I switched over to the ZN contract while trading this morning and saw that it had gaps all over the chart, so I went into the Instrument Manager and saw that the current contract month was 06-16, so I assumed most of the markets needed to be rolled over to 06-16.

              I just went into the Instrument Manager now to update the contract months and saw that most of them are still at 03-16, so this is no longer an issue for me now.

              Only if the ZN, ZF or UB act up will I have an issue to figure out.

              Sorry about the drama, my PC computer won't start and is at the Microsoft Store where they are trying to repair it and other stress has come my way at the same time, so I've been edgy recently.

              I'm using my laptop now, my house power shut off while I was backing up my computer files, and so on.

              Comment


                #8
                Originally posted by i2w8am9ii2 View Post
                Yes, my contract looks fine now after restarting NinjaTrader.

                I switched over to the ZN contract while trading this morning and saw that it had gaps all over the chart, so I went into the Instrument Manager and saw that the current contract month was 06-16, so I assumed most of the markets needed to be rolled over to 06-16.

                I just went into the Instrument Manager now to update the contract months and saw that most of them are still at 03-16, so this is no longer an issue for me now.

                Only if the ZN, ZF or UB act up will I have an issue to figure out.

                .
                What a nightmare!

                It does look like ZN has rolled (sorry, don't trade it). All the volume is on 06-16.

                I can't find anything specific as to the "Date". But it looks like it is before ES e-mini.

                http://www.cmegroup.com/trading/inte...sury-note.html

                Investing.com lists 06-16 as currrent.

                http://www.investing.com/rates-bonds/us-10-yr-t-note

                Comment


                  #9
                  Thanks Sledge,

                  Yea, definitely a nightmare. And I didn't give you a complete list.

                  Trading on my laptop will keep me sane... if everything I need to trade continues to work.

                  Comment


                    #10
                    Originally posted by NinjaTrader_Paul View Post
                    Hello,

                    Thanks for your post.

                    Because the contracts have not rolled over your Ninjatrader, based on its "merge" policy is matching up the historical 03-16 data with the live 06-16 data coming in. The large bars are in effect showing the live difference between the two contracts at the moment.

                    To see the 06-16 contract data only , you would need to change your global merge policy to "do not merge". This can be changed in Tools>Options>Data tab.

                    Please see the helpguide here: http://ninjatrader.com/support/helpG.../?data_tab.htm
                    and: http://ninjatrader.com/support/helpG...rical_data.htm
                    I must be missing something else. I tried "do not merge" option, and have restarted NT. However my chart is missing a lot of bars compared to a different trading platform. I am looking at the 06-16 ES (and it only shows bars for 3/10, none for 03-16, which is correct).

                    Comment


                      #11
                      Hello jtrading82,

                      Thanks for your post.

                      I've attached a screenshot of the ES 03-16 and the ES 06-16 with the merge policy of DoNotMerge. The ES 06-16 shows data starting Sunday evening March 6.
                      Attached Files
                      Paul H.NinjaTrader Customer Service

                      Comment

                      Latest Posts

                      Collapse

                      Topics Statistics Last Post
                      Started by cociahange, Today, 03:53 AM
                      0 responses
                      1 view
                      0 likes
                      Last Post cociahange  
                      Started by dukeoferl, Today, 03:26 AM
                      0 responses
                      1 view
                      0 likes
                      Last Post dukeoferl  
                      Started by Titelluvifa, Today, 02:49 AM
                      0 responses
                      2 views
                      0 likes
                      Last Post Titelluvifa  
                      Started by rehagen, Today, 01:44 AM
                      0 responses
                      2 views
                      0 likes
                      Last Post rehagen
                      by rehagen
                       
                      Started by bouncetherubble, Yesterday, 07:33 PM
                      0 responses
                      7 views
                      0 likes
                      Last Post bouncetherubble  
                      Working...
                      X