Historical Bund

[merzo]

Hello,

FGBL contract is expiring. If I try to create a new chart with the new contract FGBL 9-16, I can't get the historical.


I get a hybrid, between the old Bund FGBL 6-16 database, and the new contract that is updated in real time.

This happens whenever the Bund is expiring at least 2 days before.
Can you help me understand why?

I connect with Continuum/CQG account.



Thanks in advance.

[NinjaTrader_Brandon]

Hello merzo,

Thanks for your post.

The FGBL doesn't rollover in NinjaTrader until the 8th. If you want to rollover before that and continue to merge past contracts, you will need to adjust the rollover date.

To do this you would go to Tools> Instrument Manager

Select the FGBL under Available Master Instruments and press Edit

Select the Misc tab

Scroll to the bottom, click on contract months, and then press the '...' button

Select the expiry you want to modify and adjsut the rollover date

If you do not want your charts to merge back past contracts, you can change your merge policy to Do Not Merge under Tools> Options> Data

Below I have provided a link to the Understanding Merge Policies section of the help guide.

http://ninjatrader.com/support/helpGuides/nt7/?historical_data.htm

Don't hesitate to write in with any additional NinjaTrader items we may assist with.

[merzo]

Hello Brandon,

thanks for your help.

After making the changes that you suggested
chart works fine but if I put a script where there is

protected override void OnMarketDepth(MarketDepthEventArgs e)

and

protected override void OnMarketData(MarketDataEventArgs e)


the indicator does not work, I obtain:

Error on calling 'OnMarketData' method for indicator 'MaxBUNDIdx': Bar index needs to be greater/equal 0



and

Error on calling 'OnMarketDepth' method for indicator 'MaxBUNDIdx': Bar index needs to be greater/equal 0





I solved it by adding:

if (CurrentBar>5)
{
script........
}



but I don't understand why

[NinjaTrader_PatrickH]

Hello merzo,

Thank you for your response.

You would need to ensure the data is available before accessing it. This is detailed at the following link: http://ninjatrader.com/support/forum...ead.php?t=3170

Please let me know if you have any questions.