"Do Not Merge"-setting not showing all data

[Bobin]

When setting the global merge policy to "Do Not Merge" the market data of for example GC 12-22 starts at June 2022. However GC 12-22 was already available at June 2021. So basically one year of data is not shown.
Is this a limitation of Ninja Trader?
Or does Continuum not send this data?

[NinjaTrader_Jesse]

Hello Bobin,

When using do not merge the other contract data is not used, you are just looking at 1 contract at a time. The data still exists for those other contracts its just not being used.
You can find details on how each policy affects the chart here: https://ninjatrader.com/support/help...b=merge+policy
If you were looking at a GC 12-22 chart with the other policies then the June 2021 data would have been for the contract which spanned that period of time and would be merged/back adjusted to be used in the chart.

DoNotMerge

•Data from ONLY the selected expiry month across the time span of the historical data requested is loaded

•Offset values are NOT used and leaves historical data as raw data.

Selecting this option will only show historical data for the front month selected. The 03-14 data will NOT be merged and ONLY data for the 06-15 contract will be used.

[Bobin]

Hello Jesse,
Thank you for your response.

But the GC 12-22 has data in June 2021 completely independent of other contracts. However it's not visible in Ninja Trader.
It seems like Ninja Trader is truncating the data.

[NinjaTrader_Jesse]

Hello Bobin,

Did you refresh the historical data after changing the merge policy? Are you using a lookback period that includes that data and can you see that data in the historical data manager listed under that contract?

[Bobin]

Hello Jesse,
yes, I refreshed the hsitorical data.
I just try to load the last x bars.
I can see the data in the historical data manager, but it has to little data too.

Another example: I cannot load the contract GC 02-23 at all.

[NinjaTrader_Jesse]

Hello Bobin,

I just try to load the last x bars.

Did that number of bars include the date of that data? You may need to use the Custom Range instead of bars or Days to load to make sure you load that date range. Charts start from right now in time and go backwards with the other two modes.

I can see the data in the historical data manager, but it has to little data too.

I am not sure what you mean, you said it has too little data? Are you seeing Last data in the historical data manager for the full date range that you wanted to view in the chart? The chart can only display what data is listed in the historical data manager for any given instrument. If there is no data for an instrument listed during that time period then you can't view it.

The same process would go take place for the GC 02.23 to look if it has data. The 2023 contracts haven't started trading yet so there's no data for that contract, you shouldn't be able to chart anything meaningful for contracts that far out. The rollover of that contract would start 11/28/2022.

[Bobin]

Hello Jesse,
here is a better example to explain my problem:

I set the global merge policy to "Do not merge".
When I load a new daily chart with CT 12-22 I only see this data:


The first visible date is 10 June 2022.
However, this instrument already had more than 5k volume at 10 May 2022, which is one month before !
So my question is: why do I get so little data in my chart? I would like to see more data from CT 12-22 because +5k volume is quite important.


Here are my data series settings:


Thank you very much.

[NinjaTrader_Jesse]

Hello Bobin,

The first visible date is 10 June 2022.
However, this instrument already had more than 5k volume at 10 May 2022, which is one month before !
So my question is: why do I get so little data in my chart? I would like to see more data from CT 12-22 because +5k volume is quite important.

The platform is only going to display what the server has for historical data or what you have imported. Please use the historical data manager to view what data is present for that contract. The chart is a representation of the data you have downloaded. If what is shown in the chart is all the data that was downloaded for that contract for that period of time then that would be correct based on what data is downloaded.

You can also use a custom range instead of days to load to view a specific point in time, that is generally easier that using X number of days to load so you know the chart is fixed in on that timeframe.