Export all data from SEPT contract to import in DEC contract

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Gaempi
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Export all data from SEPT contract to import in DEC contract

Postby Gaempi » 18 Sep 2017

Hello

I have minute data back to 2001 and tick data back to 2012. Now the SEPT contract is expired and the DEC contract is now ready to trade. What i want to do and i have done in MC 10 every 3 months without any problem:

Export all the data from SEPT contract (with data back to 2001) in ASCII and import the data again in the DEC contract. So i have in the new contract with all data back to 2001 ready to optimize/analyze and to trade. I need the data back to 2001 to develop, test and trade strategies live.

In MC 11 i have the following problem: i can't import the exported SEPT data back in the DEC contract. In MC 10 it was very easy. Export the historical minute data from the old contract in ASCII and import the minute data in the new contract. The same with tick data.

If i want to import the data from Sept contract in the Dec contract, i got the error message "Software couldn't find the ... DEC 17 symbol in the ASCII file" and the import was cancelled. The mistake is: in the exported ASCII file is new the field "Symbol" and then as before in MC10 the fields Date, Time, O,H, L C and Volume.

The solution is: not to export the field 'Symbol' or the possibility to switch on/off the field "Symbol', if i import the ASCII data. i see the possibility to start the import in row 2. So it should be to start the import in field 2.

Please, give us in the software the ability to specify settings to start the import from row 2 ... AND field 2.

Now i'cant trade with my systems because the DEC contract started on friday and i have no historical data. So it's URGENT to solve the problem.

Thanks

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Anna MultiCharts
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Re: Export all data from SEPT contract to import in DEC contract

Postby Anna MultiCharts » 20 Sep 2017

Hello, Gaempi!

Will it be possible for you to come to our Live Chat Mon-Fri from 6:30 AM to 12:00 PM EST (11:30 AM to 5:00 PM GMT) and demonstrate this behavior to our engineers via remote connection? Live Chat is accessible from our website from the upper part of it.

Gaempi
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Re: Export all data from SEPT contract to import in DEC contract

Postby Gaempi » 22 Sep 2017

Hello Anna

Yes, i will come to the Live Chat after you examined this behavior (see down). I think a lot of your costumers have or will have the same problem.
I tell you how i tried to solve to problem:

1. I want to export all historical data from SEPT contract in DEC contract

2. I exported the SEPT contract in ASCII file (Tick and Minute data back to 2001).

3. Then i imported the historical data from ASCII file (SEPT) in the DEC contract.

4. The error message "Software couldn't find the ... DEC 17 symbol in the ASCII file" occured at the end of importing and the import was cancelled. So i have no historical data in DEC contract and it is not possible to analyse, trade and test strategies.

5. I looked at the ASCII file and i saw the difference from MC 10 to MC 11 produced ASCII file : In MC 10 it was no column «Description» (Symbol). Now in MC11 we have a column with the symbol name description: «EUR SEPT17 DAX Futures…».

6. But the DEC contract has an other description « EUR DEC17 DAX Futures ». MC 11 don’t accept the ASCII data from SEPT contract because in the firtst column is an other symbol name (SEPT instead of DEC). So we got the error message.

7. Then i tried the following : On « ASCII Data Import » you see the first columns of data of the ASCII file: Symbol, Date, Time, Open, High, … . I clicked on the column « Symbol » and a changed on the pop up window the column from « Symbol » to « Undefined ».

8. On this way i imported all the historical data from SEPT contract to DEC contract with no error message. Now we have the new contract (DEC) with all historical data back to 2001. And you can open MC 11 with charts and strategies back to 2001. Super!

9. All okay now and the problem is solved? NOT AT ALL!

10. Next day the big surprise: After starting IB TWS, Quote Manager and Multi Charts 11 all historical data of the DEC contracts are away. YES, AWAY ! You see on the chart only the data of the new contract (DEC) no historical data.

11. I checked this and found the following : MC 11 after new starting is loading in the charts only data with DEC Symbol in the first columne of the data. In MC Quote Manager we edited the data oft he DEC contract (CTRL-R) and we saw nothing of the historical data imported the day before.

12. The reason is: I imported the data of the SEPT contract in the DEC contract again on the same way (see above). I exported the DEC contract with all the historical data to a ASCII file and saw the following : all historical data imported have in the first column of the ASCII file the name of the SEPT contract and the new data of the name of the DEC contract.

13. We have in DEC contract (with historical data) the name of the two contract (Sept and Dec). And next day starting MC loads the contract data with only DEC contract named data and kills all historical data with the SEPT labeld data.

We have 3 MC licenses. On all 3 workstations (WIN 10 Pro) we have the same issue. We trade 5 different contracts on 2 exchanges (EUREX and SOFFEX). And we have on all 5 contracts the same issue.

What you at MultiCharts should do and how the problem can be solved:

1. Kill the column with the description of the symbol in the data file. In MC 10 we had no problems with importing data from an old contract in a new contract because we had no description column. I think it’s okay for the customer to find the searched contract if you have the symbol name in the file name (ASCII) and NOT in the column.

2. OR: In Quote Manager (page: « ASCII Data Import ») you give us the ability to change the settings of importing ASCII file: We can import from row 2 or 3 or 5. Give us too the ability to import from column 2. So we can avoid to import the wrong symbol name in column 1 : On this way we import not the symbol name SEPT in the DEC contract. But after importing on this way the hole column 1 should be named with DEC contract desicription. This is important because MC only loads data in chart with the correct symbol name.

Till the problem is not solved, your customers can’t trade futures with the needed data of old futures contracts. We try to install MC 10 on an other PC. Export all SEPT contract data and import them easily to DEC contract data in MC 10 … as in the years before.

By the way, MULTICHARTS is the best trading software we ever have used and tested. There is no better way to develope, test end trade strategies.

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Anna MultiCharts
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Re: Export all data from SEPT contract to import in DEC contract

Postby Anna MultiCharts » 25 Sep 2017

Gaempi,

Thank you for your feedback, we really appreciate it.
I'll forward your request to our engineers for analysis. We'll get back to you once they provide any updates.

Gaempi
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Re: Export all data from SEPT contract to import in DEC contract

Postby Gaempi » 25 Sep 2017

Thanks, Anna!


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