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Keeping historical data up to date

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    Keeping historical data up to date

    Hello,

    I have downloaded a bunch of historical data (day, minutes) of an instrument, within an specific year-month expiration. For example: EMD 12-20

    After this instrument rolls over, and a new expiration date comes up (in this case EMD 01-21), my chart is not able to load historical data anymore, unless I come back and select EMD 12-20.

    Is there any option to migrate the historical data from an expirated instrument (EMD 12-20) to the new one (EMD 01-21)?

    I have found an easy way: to change the name of the folders in C:\Users\...\Documents\NinjaTrader 8\db\day\EMD XX-XX (where XX-XX is the new instrument name).
    And the same for the folder C:\Users\...\Documents\NinjaTrader 8\db\minute\EMD XX-XX

    But I don't know if changing that would produce any unwanted effect over NinjaTrader database.

    Thanks a lot!!

    #2
    Hello pserrera,

    How old and new contracts merge would be based on the "Global Merge Policy" setting.

    What you've described sounds like you might have this setting set to "Do Not Merge". In this case, each contract would stand on its own and would not use data from an older contract.

    You may find this option under Tools > Options > Market Data.

    More information regarding the merge options may also be found in our HelpGuide at the address below:



    Renaming the folder is generally not advisable, as different EMD expirations would be considered as different instruments. While renaming the folder might produce nearly identical results, it can cause complications where these two instruments don't overlap, e.g. during the next rollover.

    Please don't hesitate to let me know, should you have any further questions in this regard!
    Manfred F.NinjaTrader Customer Service

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