Symbol Merge VXX and VXXB

Hi, I'm trying to do a symbol merge with VXXB as the new ticker and VXX-201901 as the old ticker, (the old VXX ticker). When I do the symbol merge routine, none of the old price and volume data comes over to the new ticker. Could someone explain what I'm doing wrong? Thanks!

Hi Paul,

VXXB and the delisted VXX (VXX-201901 in the Norgate database) are not merged because they're different trading instruments. Indeed there is a one year overlap of trading history (VXXB was listed Jan 2018 and VXX was delisted in Jan 2019), so they shouldn't be merged.

If you still wanted to do this, you'd have to change the data source from the Norgate Data plugin and use a local database instead.

Thanks so much for your reply! I thought since the two securities are essentially identical other than different expiration dates, it would be nice to have a merged security for backtesting purposes. I'll continue to go with them as separate securities going forward.