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Kinetick - A new Market Data Feed Service for NinjaTrader
Major brain fart, deleted that post. It was inaccurate and confusing.
Fat Tails has the answer. I forgot about NT7 being able to do continuous contracts as long as your data feed also supports them. It appears the free EOD does not support individual contracts.
Can you help answer these questions from other members on NexusFi?
Checked this, the daily data for 6E goes back to January 1999. Data looks okay after 2004, volume is missing for the period prior to May 2001 and between December 2003 and March 2004 (see chart).
The issue you guys are having with "unknown" instrument is expected based on default NT settings. Here is the big picture with NT7.
- By default, there is a "MergeBackAdjusted" setting that when loading futures contracts with lookback periods that extend into expired contracts, NT will transparently load this data, back adjust and merge giving you the net result of a continuous contract
- With Kinetick (pulling data for IQFeed servers) they do not maintain historical data for expired contracts (at our request, they do plan on doing this going forward)
- So what happens is when you request historical data for contract month 06-10, and go back to an expired month, NT tries to pull data from the server but it does not exist so we get an unknown instrument error
How to get around?
- Only load data for the current month going back to the rollover date for the current month
- Use the real continuous contract (ES ##-## for example) which will pull the continuous contract historical data (bear in mind that this data is NOT back adjusted)
On one other note, since Kinetick uses Telvent DTN as a technology provider, the quality of the historical data will be identical, for those of you used to DTN/IQFeed.
I am not trying to be rude. But I hate what I call flying-hands demonstrations:
See attached: Fat Tails taught me something about merging I had never explored and still is not completely obvious to me, but as an experimentalist he put me on the trail and I will figure it out.
You know NT, Right? Give me step by step. Post screen shots, charts, parameter lists, code, etc. I do that for others on the forum all the time, please do it for me?
Or tell me if giving up until next week is the best course.
BTW: why pull 16 so fast? I am running it now. Sure it crashes in replay, but that is 7's history, nothing new.
R.I.P. Andy Zektzer (ZTR), 1960-2010.
Please visit this thread for more information.
