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Custom Futures


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Custom Futures

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  #1 (permalink)
Mondrakete
Germany
 
 
Posts: 24 since Feb 2011
Thanks: 1 given, 0 received

Hi,

I'm trying to chart some custom futures, e.g. GC.P with all avaiable contract months included, no backadjustment,
rollover at zero days before 1st notice, based on the nearest contract. Daily data.

There appear huge data gaps several days or weeks of data are missing.
It becomes even worse with different settings and silver instead of Gold.

Has anybody faced the same problems and knows a way to get arround that?
It would be sort of astonishing if such a "simple" functionality wouldn't work properly...
Thanks in advance for your help!

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  #2 (permalink)
 Big Mike 
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Mondrakete View Post
Hi,

I'm trying to chart some custom futures, e.g. GC.P with all avaiable contract months included, no backadjustment,
rollover at zero days before 1st notice, based on the nearest contract. Daily data.

There appear huge data gaps several days or weeks of data are missing.
It becomes even worse with different settings and silver instead of Gold.

Has anybody faced the same problems and knows a way to get arround that?
It would be sort of astonishing if such a "simple" functionality wouldn't work properly...
Thanks in advance for your help!

You've posted in the TradeStation forum but you list your platform as NinjaTrader. Can you confirm you are using TS and TS data feed?

Mike

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  #3 (permalink)
Mondrakete
Germany
 
 
Posts: 24 since Feb 2011
Thanks: 1 given, 0 received



Big Mike View Post
You've posted in the TradeStation forum but you list your platform as NinjaTrader. Can you confirm you are using TS and TS data feed?

Mike

This question is indeed focused on TS.

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  #4 (permalink)
 Timot 
London
 
 
Posts: 26 since May 2011


Mondrakete View Post
This question is indeed focused on TS.

I haven't used TS for a while but you must do a backfill to get rid off gaps. Take a look at the manual or send them an email abou this.

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Last Updated on May 8, 2011


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