Rollover Correction for ES ##-##

[rsi77]

OK, I have ES ##-## populating several charts but I noticed today that the historical data does not have any adjustment for rollover. I have it set to adjust in Tools/options/etc. Am I misunderstanding how this works. (I'm using DTN-IQfeed)
thanks,
Ron

[rsi77]

Never mind, I realized what's going on...I have GOM indicators on the charts and they read from the GOM data file which is not corrected for rollover.

Ron

[rsi77]

Continuous contract not corrected on intra-day charts

OK, My daily ES ##-## charts have correct rollover adjustment, but my intra-day charts with continuous contract do not have rollover adjustment reflected in the price. What is wrong?

Thanks,

Ron

[NinjaTrader_Bertrand]

Ron, are you using the ##-## expiry for the intraday charts as well? If not, which merge policy is set for your ES master instrument in the Instrument Manager?

[rsi77]

Yes, I'm using ES ##-## for intraday charts. The ES 09-10 seems to be adjusting properly. I can switch to that but I thought the whole purpose of continuous contract was that I could use it for as a continuous contract.

The only place I'm aware of selecting any type of merge policy is in Tools/Options/Data and there I have selected "merge back-adjusted".

Ron

[NinjaTrader_Bertrand]

Ron, the merge policy is effective for the regular contrat expires you work with in NT7, not the provider native continuous contracts accessed with the ##-## expiry, how those are adjusted together will be defined by the provider (IQFeed here this case). If you want to control how the adjustement is done, please use the individual contracts, NT7 will autoMerge them if needed.

[rsi77]

OK, thanks for clarifying.