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unable show prices for November beans

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    unable show prices for November beans

    Hi,
    I want to show both front and back month beans,
    the root symbol is ZS and months I want to show are july and november.

    When I try to select the nov 2020 chart (ZS 11-20) is shows same prices as the front month, 07-20.

    What am I doing wrong?
    Is there a way to drill down in the symbol list to get the exact month?

    #2
    Hello Robforee,

    Thank you for your post.

    To clarify, you're only wanting to see data for the 11-20 contract is that correct?

    If so, you'll need to change your global merge policy, with the default setting of MergeBackAdjusted, the platform loads historical data for whatever the current contract is at that point in time.

    The latest bar you're seeing illustrates the difference between where the current contract is trading historically, and where the contract you have selected (11-20) is trading now.


    If you'd like to load historical data for the selected contract only and not the currently trading contract, you'll need to change your Global Merge Policy. To do this:
    • In the Control Center, Click on the "Tools" menu and the "Options" entry
    • In the Options Menu, click the "Market Data" option on the list on the left.
    • On the right side of the Options menu, change the drop down item next to "Global Merge Policy" to "Do Not Merge", this will show you only the data for the selected contract, and only load it's specific historical data from the servers.
    • Click OK
    For more information about Global Merge policies and what this setting does please visit the link below:
    If you need any additional assistance please let me know.
    Heath R.NinjaTrader Customer Service

    Comment


      #3
      Thanks Heath,

      I want to look at merged contracts when looking at daily/weekly data, but not for back-testing, watching multiple contracts near expiration and when trading spreads.

      So will I be able to view merged time series after I change this default?

      (Sorry for asking before testing, I'm on another project at the moment).

      Comment


        #4
        Hello robforee,

        Thank you for your reply.

        This change would be applied globally, so you would want to change it back to "Mergebackadjusted" when viewing data and not back testing.

        Please let me know if I can provide any additional assistance.
        Heath R.NinjaTrader Customer Service

        Comment


          #5
          I'm having trouble here....I've got the "Global Merge Policy" set to "Do Not Merge"....and here's what I'm getting:

          I've attempted "Reload HIstorical Data"...but it does not provide a solution. What am I missing?
          Click image for larger version

Name:	Wheat_FrontMonth_vs_BackMonth.png
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          Comment


            #6
            Hello sbgtrading,

            Thank you for your post.

            What you're seeing would be expected as with "Do No Merge" Selected you would only see data for each selected contract expiry (as separate instruments for all intents and purposes) in the chart.

            What you're seeing is current trading volume on the 12-20 contract (the current contract) and intermittent trading on the 05-21 which doesn't become the current contract until Late February of next year.

            Because you're using the same chart window, the 2 charts share the same timescale, this means that the 05-21 was trading a bit around noon but not active for the visible timeframe before that.

            If you want to see activity on the 05-21 charting only when trades were placed without gaps, you should open it in it's own chart window and not a shared window with the current contract.

            Please feel free to write in if you need additional assistance.
            Heath R.NinjaTrader Customer Service

            Comment


              #7
              Thank you for taking the time for that response...but I should've been clearer....there isn't any historical data showing up for the back month contract. If I open a new chart, with just that back month contract, I don't get any price data. And, on the chart I showed you...that price data is only showing during live accumulation...it all goes away the moment I hit "Reload Historical Data".

              The only historical back month chart I can pull up is Gold (GC 02-21)...that actually does populate historical bars. But I get no historical bars when I open up back month (March 2021) data for either the NQ or ES.

              Comment


                #8
                Hello Sbgtrading,

                Thank you for your clarification.

                This would be expected when using NinjaTrader Continuum connections as our historical data server does not begin recording historical data for future contract expiries until 6 months prior to expiration.

                You wouldn't be able to load historical data from our servers for the ZW 05-21 until Roughly December 2020. However data for the 02-21 and 03-21 contracts for other instruments would have just begun recording.

                The solution for this would be to connect to a data provider that supports recording of that historical data earlier. For example I can pull data for those contracts when connected to a Kinetick connection.

                Please feel free to write in if you have any additional questions.
                Heath R.NinjaTrader Customer Service

                Comment


                  #9
                  Great info...thanks for your help!

                  Comment

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