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new setup, but only 5 days of history. On CQG.

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    new setup, but only 5 days of history. On CQG.

    When I was considering signing up for a brokerage account, Edward Jurken, sales rep for Ninja, explained that I would have 6 months of tick history on futures. I've signed up, have CGQ activated, and I only see 5 days of history. How do I extend this to the promised 6 months? Thank you.

    #2
    Hello yodaler,

    Can you please right click in the chart and select 'Data Series'. Set 'Days to load' to 180 and click OK. Check if the requested data is loaded. If not, please tell me what instrument + expiry month you have selected in the chart.
    JasonNinjaTrader Customer Service

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      #3
      Hello NinjaTrader_Jason, ah great. Thank you. I'm getting more data now. I realize what had gone wrong too. I typed in ZN, pressed futures. Nothing happened. So I hit enter. Then it left "ZN" in the symbol selection box, and I got only a black, blank chart. I concluded there was no data. But there is data for "ZN 06-21". But what I really wanted was the continuous contract, stitched together from the quarterlies. Could I ask how to create continuous contracts, and how to control the roll (volume or date based)? Thanks again! update: I found where to set merge policy, but no choice of volume or date....
      Last edited by yodaler; 05-09-2021, 01:54 AM.

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        #4
        I'm also curious how to view the back months, like GE 03-23, for the Eurodollar futures, to look at the data for claims by Reuters that

        "Eurodollar futures, which are a proxy for interest rate expectations, showed a 90% chance of an interest rate hike in March 2023, and fully priced in a hike in June 2023. Prior to the report, investors were betting there was a 90% chance of a hike in December 2022, and a 100% chance in March 2023." -- https://www.reuters.com/article/usa-...-idUSL1N2MU1DP

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          #5
          Yes, please note that futures always require an expiry month in the Instrument field of NinjaTrader windows.

          NinjaTrader by default merges historical data from previous expiry months as per the rollover date that is setup. For example, if you create a daily chart for the ES 06-21 for 365 days of historical data. It will load data for the 06-21 expiry month from March 11th 2021 up to today. Data from the 03-21 expiry month is loaded between December 10th 2020 and March 11th 2021. Data from the 12-20 expiry month is loaded between September 10th 2020 and December 10th 2020 and so on.

          You can find rollover dates in NinjaTrader 8 as follows.
          • Go to Control Center-->Tools-->Instruments.
          • Double click a futures instrument.
          • Scroll to the bottom in the new window that opens up.
          • Click the Contract months field and another window opens up that shows the expiry months and their rollover dates.

          You can set 'Load data based on' to CustomRange in the Data Series menu of a chart and then select the desired start and end date.
          JasonNinjaTrader Customer Service

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            #6
            Thank you Jason. Is it possible to view the back months, like GE 03-23, (March of 2023) in the Eurodollar futures? How would one do that?

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              #7
              If using NinjaTrader historical data servers you can only load contracts that expire within 6 months of today's date.
              Ryan S.NinjaTrader Customer Service

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