Emini continuous contract for charting/testing

[NinjaTrader_Jason]

Hello r2kTrader,

The 12-07 contract would start the third Friday of December 2007 and end at the third Friday of March 2008.

Let me know if using the dates above will solve the error.

[r2kTrader]

Jason,

Too much drama, the merge is a brutal approach and tedious. I am just going to sign up with eSignal or another feed.

Can you or anyone suggest the most affordable way to get a continuous? OpenTick is not an option as they have not been accepting new users for years (they are changing their name to CloseTick I heard).

For example: Can I use that new 29.99 delayed (end of day) quoting package from eSignal to get a continuous?

What is the best deal going for Ninja for continuous quotes. I would like to go back more than 1 year if possible.

Thanks,


r2kTrader

Hello r2kTrader,

The 12-07 contract would start the third Friday of December 2007 and end at the third Friday of March 2008.

Let me know if using the dates above will solve the error.

[NinjaTrader_Jason]

Hello r2kTrader,

Both eSignal and IQFeed support continuous contracts. I am not sure if the new eSignal feed includes continuous data, you will need to verify this with eSignal.

Please see the link below that will list all supported data feed providers and the services they provide.

http://www.ninjatrader-support.com/HelpGuideV6/HistoricalData.html

You see both provide the same services. I am not sure what pricing they use; you will need to check this yourself.

[trader65]

automatic rollover schedule for futures...

this is a basic and important feature all great charting platforms already offer (tradestation-ensign-neoticker) .....automatic rollover schedule for
futures symbols based on internal calendar where the user can define the exact pattern and date for the rollover...backadjusted or not. This has nothing to do with the feed itself...could be IB's or Zenfire or else...but it seems Ninza developers are trying to force people to use feeds like esignal or iqfeed...

[NinjaTrader_Jason]

Hello trader65,

I will forward your suggestion to implement automatic rollover to our development team and ask them if they can add this to the list of future considerations for the software.

Thank you for your feedback.

[trader65]

thank you Jason for this classic answer......i will never give up asking for this important little feature for the program...couse i love ninza.

[Jamaica]

I really don't know what kind of a continuous talk there could be, when there are gaps practically the size of one month here and there.

Here is basically all that you can get from NT7 in regards to ES from Zen.

Look how many gaps there are!

Data is unworkable for any kind of serious testing imxo.

This is using the Tick / Last options when downloading. Perhaps support can comment on this.

[NinjaTrader_Jason]

Hello Jamaica,

Unfortunately Zen-Fire does not support continuous data. Continuous contracts use the ##-## expiry in NinjaTrader.

However, NinjaTrader can automatically merge individual contracts into a continuous contract when creating a chart.

Can you please create a chart that requests data up to 7/31/2009 for the ES 09-10. Check if all requested data is loaded in both the chart and Historical Data Manager.

When I test a ES 09-10 minute chart that requests data up to 7/31/2009, I receive all requested data without gaps.

[Jamaica]

I guess you are telling me to try to open a ~365 day 1 tick chart to collect the missing data. That sounds interesting, it will probably take up 2GB ram.

I'll surely give it a try ))

You know what is interesting, every time I think about NinjaTrader only one idea comes to mind.

"They could not have made more difficult and annoying to use if they tried!"

[NinjaTrader_Jason]

No, it is not required to use a '1 tick' period type - you can use the default period type of 150 tick or any other period type as well.

[Jamaica]

I would not have to open a 1 tick chart if I did not want tick data.

If I use 150 tick chart, are all ticks going to get loaded?

I mean, surely, if I open a Daily, I'm not getting ticks!

[NinjaTrader_Jason]

Yes, all ticks will be loaded regardless of the period type value providing the period type is set to Ticks. Other period types are built by tick data as well, such as range and volume.

Correct, if you load daily data in a chart, you will not load historical tick data, but historical daily data.

[Jamaica]

Yes, all ticks will be loaded regardless of the period type value providing the period type is set to Ticks. Other period types are built by tick data as well, such as range and volume.

Correct, if you load daily data in a chart, you will not load historical tick data, but historical daily data.

There is a 2 week gap between every contract after opening a 400 day 150 tick chart.

[Jamaica]

This is the way I have the data options set:

Maybe you'll get an idea ....

[NinjaTrader_Jason]

Hello Jamaica,

There are no gaps in the latest Historical Data Manager screenshot - it overlapse data, which is as expected.

The ES 09-09 contains data from 7/31/2009 - 9/18/2009. The ES 12-09 starts at 9/6/2009. So there is no gap but an overlapse.

Did you see any gaps in the chart?

The individual expiries will be merged as per your settings. They will be merged as per the rollover dates that are defined in NinjaTrader.

You can check the rollover dates as follows. Go to Tools-->Instrument Manager, highlight the ES in the 'Available master instruments' section and click Edit. Please select the Misc-tab in the Instrument Editor window and scroll to the bottom and click the 'Contract Months' row. Click the '...' button that will appear to view the rollover dates per expiry.