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expired contracts - merging - instrument list

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    expired contracts - merging - instrument list

    Hello NT Support Team


    i migrated from NT7 to NT8 and have a few questions that remain maybe you can help:
    when you migrate from 7 to 8 you have also the instrument list called nt7 default.
    in that list i had serveralcontracts from the last few years so what i did is that i was rollover the contracts and now have only the actuall contracts in my list:


    1. how can i open a chart with contract lets say es mini from 03-12 (historical) when its not in my instrument list

    2. how can i add a instrument for the forthcoming contract (es 03-19) in my market analyzer or chart

    3. how can i get back the instrument list with all historical charts to quickly access any historical contract/charting into a new chart


    4. can i redo the rollover of the histroical chart list from nt7 (it was manually done)


    5. is it possible to define different merging poilicies: in interday charts (a.e. 3 min) no merging and in dialycharts (each bar a day) merging without back adjustment.


    6 i usually collected tick data for the forthcoming contract (03-19) without a chart for that contract i cant collect them. how can i manage that.

    7. is the rollover of contracts ususally automatically (in nt 7 i changed the contract manually from 09-18 to 12-18 on the rollover day)


    thank you for looking into it

    #2
    Hello PeterPan,
    I have answered your questions below in order:

    1) Within the chart data series you may type ES 03-12 within the "instrument" section in the top left of the window. You may also create an instrument list within Tools > Instrument lists. https://ninjatrader.com/support/help...ment_lists.htm

    2) You may select a blank cell within the Market Analyzer and type in ES 03-19 or apply a custom instrument list as stated above and add in multiple instruments at once by right clicking within the MA > Add instrument > Instrument list.

    3) When selecting an instrument within NinjaTrader it will automatically be applied within your last used which appear as a list within instrument lists.

    4) Can you please clarify what you mean by redo the rollover the historical chart list?

    5) You may define the Merge policy for NinjaTrader through Tools > Options > Market Data > Merge policy. This will be the global setting
    You may also go to Tools > Instruments > and adjust the merge policy within the instrument settings.
    There will not be a way to change the merge policies outside of these two methods.

    6) You may use the Market Analyzer as you would within NT7.

    7) You must still manually rollover contracts:
    - Navigate to the Control Center > Tools > Database window.
    - Left-click the ‘Rollover’ button that appears just below the table under the ‘Rollover futures instruments’ section.
    - Close this window when this process completes.
    Ryan M.NinjaTrader Customer Service

    Comment


      #3
      Hello Ryan
      first thank you for your reply

      to 1. I cant access historical chart (i read your link before i posted here)

      why: when i make a new instrument list and add into it a new instrument i only can add the current and forthecoming futures (over the edit menu) : there is no expiry for 03-12 see attachment: add instrument expiry

      to2. it is as in #1 historical no forthcoming futures can be added as you discribed

      to3. only current and forthcoming appear - no historical

      to4. when you open window database management: when first opened after migration from NT7 to NT8 under rollover future instruments all current and historical futures are listed. after you press rollover it updates all instruments including historical to current futures. all historiical futures are then not listed anymore. not in the instrument list not in the chart to choose and you cant add a histroical. therefore i wanted to rollback that i have historical futures again.

      to5. thatsclear i also read te section in your help guide and thought there would be any additional possibilities of different merging ways inside a instzrument as i described.

      to6. when i have the forthcomming instrument 03-19 ist clear

      to7. understood but this is exactly the problem when you press rollover all historical instruments are updated to current and no more histrical are available.




      so the whole problem lies in the database management:
      the rollover update process deletes my historical instrument displaying possibility

      how do i get them back (03-12/06-12 an so on)


      thank you
      Attached Files

      Comment


        #4
        Added note to former post
        adding a new expiry instrument


        in the instrument list you can add only 2 expiry of instrument:
        choosa instrument list under instruments press edit choose next expiry and the add current instrument again over the add button
        this works for all the instruments in the list: see attachment but not for the zn
        for zn you can have only 1 expiry instrument - why


        thank you
        Attached Files
        Last edited by PeterPan; 09-05-2018, 10:09 AM.

        Comment


          #5
          Hello PeterPan,

          1) The expiry for the ES 03-12 expiry is within NinjaTrader 8 in the instrument settings. I have tested and confirmed that if I add the ES 03-12 to an instrument (by typing in the instrument ES 03-18) to an instrument list or chart I am able to receive this instrument. I believe you are not entering the instrument correctly. There will be no special steps to take within NinjaTrader 8. You may simply type ES 03-18 into the instrument field.

          2) Can you go into the historical data window (Tools > Historical data > Expand the ES 03-12) and double check if you have data for this instrument.

          3) That is correct it will appear in the last used instrument section above the instrument lists.

          4) When updating the contracts using this feature you must disable the check mark next to the expirys you do not wish to change.

          5) There are no other ways to change merge policies within the charts.



          If you select the "add" button on the left side of instrument list box (the instruments being added into the instrument list) You may type in ES 03-12 and apply the instruments. You may have as many expiry's as you wish as long as there are not duplicates.
          Ryan M.NinjaTrader Customer Service

          Comment


            #6
            Hello Ryan


            1. see attached file : i am entering it correct there is nothing displayed this is not working. I can not add any expired instruments
            i am going to: tools - instrument list
            i get picture : es add instrument
            list i want to select then add instrument - press enter

            then: pic es2
            then pic3 :es3 instrument already exsists
            i can not add any histriórical instrument


            then to the list i wish to add a instrument then pressing on the right part of window add instrument: there is NO historical instrument to add i send you the file to it where you see that there is NO histrorical instrument to add

            if it works as you said please list step by step


            2. i have histrorical data since 2012 (data for es ym nq zn and many others) i wouldnt task otherwise

            3. if this is correct how can i add it - i did confirmed that myself ! historical instruments still missing

            4. i already did so i asked for rollback. solution?


            5. we know that that there is no more ways of merging it was solved we disscussed it thank you



            your last sentence.
            it's not working what you suggest see attachment in last post i tried what you said before i contacted you


            i need a solution

            thank you
            Attached Files

            Comment


              #7
              adding instruments to a instrument list

              first i wanted to say that ididnt want to be rude yesterday i am just frustrated not being able to add a new contract/instrument a.e. zn 03-19


              i followed the exact steps listed here
              https://ninjatrader.com/support/help...nstruments.htm
              but always end up with the sign: instrument already exists in the instrument list


              as described before i press that button in the database management for rollover future instruments where i had all contracts for futures from 03-15 till 12-18 for es as example
              when you press this button all instruments are rolled over and you end up with only the actual cotracts (no histrical charting is possible)



              so what i did this morning is i uninstalled the NT8 completely including db with historical data but kept the following filefolders: templates / workspace and log
              then reinstalled NT8 and migrate data from NT7 (takes a very long time for 50 GB)

              Now i have the historical charting and viewing possibility back (see pic: contracts)


              but still i can not add a new contract expiry a.e zn 03-19 (or es / ym / nq...) which will be needed soon



              please help


              what am i doing wrong


              (could it be my conectivity provider? (CQG) ?


              thank you
              Attached Files

              Comment


                #8
                Hello PeterPan,
                To add in future expiry's within the instrument list please do the following:
                - Open the Instrument List window
                - Select the instrument list you would like to add the contract to
                - Select the "add" button within the right side column (where the other instruments are listed)
                - Within the text field please type: ZN 03-19
                - Select the ENTER key
                - Select OK or Apply to add this instrument to the list
                You may do this with past expiry's and current expiry's as well.

                You will not need to edit any instruments within NinjaTrader 8. Editing instruments will cause more issues and potentially disable the instrument.
                Ryan M.NinjaTrader Customer Service

                Comment


                  #9
                  it works now

                  Thank you very much Ryan
                  i thought i am getting crazy
                  cause what you described i always did and it was not working
                  but after i uninstalled and reinstalled NT8 again with complete migration and restarting the computer it is now working
                  i had a strange feeling about the installation of the NT8 before cause when i was running the NT and watch a video from your youtube channel the NT was partial shutting down ( the entry mask for drawing tools ... where gone and i had to restart the NT) sometime also when only running the NT.
                  So i think there was a real problem with the former installation.


                  Thank you again
                  have a nice day

                  Comment

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