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Not Enough Historical Data on Export

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    Not Enough Historical Data on Export

    I'm using Ninja 8. Need more data range for the ES than what the export tool supplies. I specified a year of daily data but all I get is up to the last expiry. I've tried fiddling with merge policies and getting onto the free Kinetick data connection, but no success. I need one years worth of price and volume data for the ES.

    #2
    NinjaTrader should automatically download the relevant data based on your merge policy, The default merge policy, Merge back adjusted, should automatically download prior contacts based on NinjaTrader's rollover dates. If the merge policy has been changed to 'Do not merge', I would expect it to download only data for that literal contract,

    What is your merge policy?

    What version of NinjaTrader are you using? Please provide the entire version number. This can be found under Help -> About (Example: 8.0.X.X)

    Do you receive an error on screen? Are there errors on the Log tab of the Control Center? If so, what do these errors report?
    Patrick G.NinjaTrader Customer Service

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      #3
      Version: 8.0.13.1
      Merge Policy: Merge Back Adjusted
      Log Errors: None
      Date Range Received: 9/10/18-11/1/18
      Click image for larger version

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ID:	1038065
      Click image for larger version

Name:	Merge Policy.jpg
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Size:	46.7 KB
ID:	1038066
      Exported File: ES 12-18.Last.txt
      Attached Files

      Comment


        #4
        I see that you're using an older and unsupported version of NinjaTrader 8. To update NinjaTrader, please follow the steps below.
        • First, copy your license key from NinjaTrader under Help> License Key then exit NinjaTrader
        • Click on the link: http://ninjatrader.com/PlatformDirect
        • Enter your license key and press Submit
        • Select 'NinjaTrader 8'
        • Select 'Download'
        • Critical: Before running the installer, ensure NinjaTrader is closed.
        After the update, try downloading the data again. Please confirm what data is available by switching over to the 'Edit' tab and drilling into the ES data:

        https://www.screencast.com/t/gS3G6o9XQIa7
        Patrick G.NinjaTrader Customer Service

        Comment


          #5
          Thanks. I downloaded the new version but it wont execute properly. It attempts to open but all I see is a brief command prompt window that disappears immediately. I closed the platform before installation. I even restarted the PC. I also attempted installing the prior version 1st. Should I backup and do a fresh install? Or should I submit Log and Trace files to support?
          Last edited by WollenGeld; 11-01-2018, 11:35 AM.

          Comment


            #6
            That is certainly unexpected. There may be some other underlying issues we need to address to solve the original historical download issue. Please send me your log and trace files via email. PlatformSupport[AT]NinjaTrader[DOT]com. Include a link to this forum post and "1999477 ATTN Patrick G" in the message. To attach your files:
            • Open your NinjaTrader folder under My Documents.
            • Right click on the 'log' and 'trace' folders and select Send To> Compressed (zipped) Folder.
            • Send the 2 compressed folders as attachments to this email.
            • Once complete, you can delete these compressed folders.
            Patrick G.NinjaTrader Customer Service

            Comment


              #7
              Problem solved.
              My PC tech discovered that the Ninja Installer was being opened by an app called 7-Zip, and not the Windows Installer app. That was the problem. Thanks for your help.

              Comment


                #8
                Well, the installation problem was solved. But I still can't get merged priced data on export.

                Comment


                  #9
                  Glad we got that resolved - to pick back up where we left off on the historical data...
                  "After the update, try downloading the data again. Please confirm what data is available by switching over to the 'Edit' tab and drilling into the ES data:

                  https://www.screencast.com/t/gS3G6o9XQIa7"

                  What do you see in the data editor after downloading?
                  Patrick G.NinjaTrader Customer Service

                  Comment


                    #10
                    Drew from Support just sent me this:

                    Thanks for your note.
                    This is expected, each expiry would need to be exported separately.

                    Maybe I'm wrong to think that I can get a continuous price series.
                    The only reason why I'm doing is to build studies in Excel because I don't know C#.
                    Anyway here's the Edit Tab screen:
                    Click image for larger version

Name:	Edit Tab List.jpg
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                    Attached Files

                    Comment


                      #11
                      yes, this is expected. NinjaTrader will download the appropriate month based on the rollover dates. Kinetick does provide historical continuous data. You'd need to download ES ##-##.
                      Patrick G.NinjaTrader Customer Service

                      Comment


                        #12
                        Finally got ES ##-## on my list and exported. Thanks.
                        Last edited by WollenGeld; 11-03-2018, 10:39 AM.

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