Issue with retrieving Historical Data on futures NT8 version (8.0.22.2 64-bit)

[Johnax]

I recently uninstalled an unlicensed version of NT8, and then downloaded the most recent version (8.0.22.2 64-bit) and re-installed. I setup some futures contracts in the Instrument List including CL 02-21. When adding futures contracts the user cannot initially select the maturity date, it defaults to the most recent I guess. So I Added CL 08-20, and then double clicked it to change the date to CL 02-21. I added other CL contracts as well with different maturity dates.

I connected to MY IQFeed which I have access to live futures data from NYMEX, Crude Oil futures, Level 1 data. I then wanted to Download some 1 tick and 1 minute data to run a strategy script that I paid someone to write for me. So I opened Tools -> Historical Data and clicked the Load tab at the bottom. I then selected contract CL 02-21 and checked boxes next to Tick and Minute Intervals and Ask, Bid and Trade Data Types. I left the default date range. I then clicked the Download button on the right, and at the bottom of the screen it says it says "Loading Data CL 08-20 (6/12/2020 - 6/19/2020)".

This seems like an error because i selected contract CL 02-21 and it says it downloaded data for CL 08-20. I then clicked on the Edit tab and in fact the only data there was for CL 08-20, so it appears it downloaded the wrong data.

[NinjaTrader_Melissa]

Hello,

Thanks for writing in.

CL is not configured to roll over to the 02-21 contract for quite a while.

If you want to rollover before that and continue to merge past contracts, you will need to adjust the rollover date:

• Control Center > Tools > Instruments
• Locate and select 'xx' > Edit
• Scroll down and select 'Edit rollovers'
• Select the 'xx-xx' contract from the 'configured' list
• Edit the 'rollover date' to any date prior to today > OK > OK > Close
• Right-click on your chart and select 'reload all historical data'

If you do not want your charts to merge back past contracts, you can change your merge policy to 'Do Not Merge' under Control Center > Tools > Options > Market Data > Global Merge Policy.

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

• https://ninjatrader.com/support/help...rge_policy.htm

Please let us know if you have any further questions.

[Johnax]

HI Melissa - Thank you for the information. I may not have articulated the issue I encountered clearly enough. I was trying to download Historical Data using the Tools - > Historical Data screen. This was to load historical tick data which I wanted to use for a custom strategy in a Chart. The developer of the strategy suggested that I need to download the historical data using this screen to use the strategy he developed for me. However, I wasn't able to download historical data for the futures contracts for the reasons I described. I believe this may be an error in the function of the Historical Data screen.

[NinjaTrader_Melissa]

Hello,

Thank you for the reply.

I suspect this is actually caused by the expiry and the symbol information in the database as that contract would not yet exist in NinjaTrader without some custom settings.

If you follow the steps I provided, do you see the same results?

Additionally, who is your data provider? Historical data available will be dependent on if their servers have it stored.

I look forward to resolving your inquiry.

[Johnax]

What I should also have explained is that before I updated to version (8.0.22.2 64-bit) I was using the prior version and the Historical Data screen was working fine doing exactly the same thing. Then I upgraded to (8.0.22.2 64-bit) and now it does not work the same way. So, this leads me to believe there is potentially a software issue.

Yes I tried what you suggested and it did not correct the issue. Crude Oil futures contracts do exist, and actively trade, well out into the future. When I loaded CL form the Tools -> Instruments list as you suggested and scrolled down to the Contract Months field in the bottom it said there are 166 rollovers. When I click on the "166 Rollovers" field, it changes to say Edit Rollovers. I did edit the Rollover Date as you suggested to a day prior to today, went back into Historical Data screen and tried again to load data for the contract I just edited, and it still oly loads the front contract, CL 08-20.

My data feed is MY IQFeed and I am subscribed for live futures data from NYMEX Level I. The data feed I am using hasn't changed since I was using the prior version of NT8.

[NinjaTrader_Melissa]

Hello,

Thank you for the response.

While connected to IQ Feed on the latest version of NinjaTrader I do not see the same results.

I deleted all of my historical data, then downloaded the CL 02-21 contract.

The result was only that contract showing in my data. Tick data for this instrument on IQ Feed only goes back to June 17 of this year, but that is expected. Minute data was available for the entire month of June which I downloaded:





This rules out an overall software issue.

If you delete your historical data, do you see the same?


Please delete your historical data using the instructions provided at the following page of the NinjaTrader Help Guide:

Removing Historical Data

• Once the data has been deleted close NinjaTrader. Open the Documents\NinjaTrader 8\db\cache folder. Select all files then right mouse click and select “delete.”
• Open NinjaTrader and connect to your data provider. Open a new chart.

Please let me know if this resolves this item.

[Johnax]

Hi Melissa - I tried the steps you suggested and unfortunately the issue persists. I tired to upload a video of the issue but that was not allowed.

[NinjaTrader_Melissa]

Hello,

Thank you for the reply.

Please send me your log and trace files so that I may look into what occurred.

You can do this by going to the Control Center-> Help-> Email Support

Ensuring 'Log and Trace Files' is checked will include these files. This is checked by default.

Please reference the following ticket number in the body of the email: 2620423 ATTN Melissa

I look forward to resolving your inquiry.

[Johnax]

Hi Melissa - As I indicated in my email to you, changing the Global Merge Policy to "Do Not Merge" in the Options menu under Market Data solved this issue for me. Thank you.