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Data problem after rollover

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    Data problem after rollover

    I'm experiencing a data problem since the recent rollover. I load up a tick chart of ES 12-16 and on the first tick of live data the price drops 6 pts:



    I reset my instruments, repaired the database, restarted many times, reloaded all historical data, etc. It's still incorrect.

    Could you please tell me how I can fix it?

    Thanks

    #2
    Another example:

    Comment


      #3
      There was an error in our database that was identified last week. There was an in product announcement sent out with information on how to correct:


      http://ninjatrader.com/Advisories/CME-9-16-2016


      There is also a view a video which demonstrates how to make this change.


      Enjoy the videos and music you love, upload original content, and share it all with friends, family, and the world on YouTube.

      MatthewNinjaTrader Product Management

      Comment


        #4
        Originally posted by NinjaTrader_Matthew View Post
        There was an error in our database that was identified last week. There was an in product announcement sent out with information on how to correct:


        http://ninjatrader.com/Advisories/CME-9-16-2016


        There is also a view a video which demonstrates how to make this change.


        Enjoy the videos and music you love, upload original content, and share it all with friends, family, and the world on YouTube.


        I made this change but it didn't fix my problem. I created a new chart, deleted all historical data, etc. Anything else I need to do?



        Comment


          #5
          You should not need to delete any data. The steps in the rollover are working for the majority of our clients, although there are a few that have missed a step, or applied the wrong settings.

          An alternative way to test that the rollover date is, in fact, the issue, please go to Tools-> Options-> Data-> and set the Merge policy to "Do Not Merge" and press OK

          After this has been set, right click on your chart and select "Reload all historical data"-> Did this correct your chart?

          If so, then the wrong rollover date is being applied somewhere down the line. Please take these steps in this specific order:

          1. Disconnect from any data providers
          2. Go to Tools-> Options-> Data-> ensure your Merge Policy is set back to "MergeBackAdjusted"
          3. Select Reset Instruments and then press OK
          4. Restart NinjaTrader 7
          5. Go to Tools-> Instrument Manager-> and follow the instructions on the rollover advisory page again, making sure you are applying these settings only to the 12-16 contract and selected is September 8th, 2106. Press OK on any dialogs to ensure the settings take.
          6. After applied, connect to any data provider you are using (if not already)
          7. Go to Tools-> Historical data manager-> reload tab-> select "Reload all" and wait for the reload to complete (Note: If reload all is grayed out, you need to make sure you have the workspace/charts open you are trying to rollover for there to be data to reload)


          These extensional steps should cover everything that could possibly have gone wrong before. If that still does not do the trick, please email us so we can remote into your system and look into what that may not be working on an individual level.
          MatthewNinjaTrader Product Management

          Comment


            #6
            Yes, with "do not merge" the chart is correct.



            I then followed your instructions and for ES it's still not working. I made a screenshot showing all windows:



            Is the offset supposed to be zero? In NQ the offset is -4.

            I have no idea what's wrong. If you can do a remote connection that would be great.

            Thanks

            Comment


              #7
              Please launch our remote support application from the following link, http://www.ninjatrader.com/remotesupport.

              Once launched, the application will provide you with an ID# and password. I will need these from you via email to platformsupport[at]ninjatrader[dot]com to ATTN: Matthew and will happily investigate this item in a timely manner - please also leave the remote application running, so I can connect properly.
              MatthewNinjaTrader Product Management

              Comment


                #8
                Originally posted by NinjaTrader_Matthew View Post
                Please launch our remote support application from the following link, http://www.ninjatrader.com/remotesupport.

                Once launched, the application will provide you with an ID# and password. I will need these from you via email to platformsupport[at]ninjatrader[dot]com to ATTN: Matthew and will happily investigate this item in a timely manner - please also leave the remote application running, so I can connect properly.
                Thanks for your very quick assistance to get it working again. I appreciate it.

                Comment


                  #9
                  One chart still has the problem, I replied to the email from yesterday with a new id & password for the remote.

                  Thanks

                  Comment


                    #10
                    Condensed Data for past rollover day.

                    Hello,

                    When I switch to a new contract month, the data for the rollover day gets condensed while the other past historical data remains intact. Is there a way to keep this from happening? That is, to keep the rollover day data intact like all the days prior to it?

                    It messes up my ability to see the charts for the week that follows when the new contract becomes available.

                    I appreciate any help you can provide.

                    Comment


                      #11
                      The symptom you're describing indicates that you're viewing a contract which is not the current front month according to NinjaTrader's built-in rollover dates.

                      If you want to rollover before the default rollover date and continue to merge past contracts, you will need to adjust the rollover date. See the video below on how to do this.
                      If you do not want your charts to merge back past contracts, you can change your merge policy to Do Not Merge under Tools> Options> Data. Below I have provided a link to the Understanding Merge Policies section of the help guide.

                      Comment


                        #12
                        TF-rollover issue

                        Hello,


                        There is an issue at my end with the last (07-06-18) of TF only while other Futures rolling on this day (NQ, YM, ES) are OK.
                        I checked all my setting and did a reset as described but no cure.
                        Could you please see if there is any issue with TF....?


                        Thank much...

                        Comment


                          #13
                          I think the TF has permanently expired at this point...Did you mean to say RTY? If not, time to switch to the new Russell contract - RTY

                          Comment


                            #14
                            Thanks Jayfranklin,
                            This explains the issue.

                            Comment

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