Backadjusted Contract Universe?

[Aspirant]

Hi Guys,
From various threads I have ascertained that the information for the MergeBackAdjusted comes from the Ninja-Trader servers. What I have not been able to ascertain is what time-series are supported on the server.

It seems obvious that instruments not in the NinjaTrader instrument dictionary would not be covered, but I am concerned that many of the instruments in the dictionary are no supported for back-adjusting.

Could you please point me to or provide me with a list of the instruments that are supported by the NinjaTrader server for MergeBackAdjusted.

Also, is there any other option for doing a MergeBackAdjusted with instruments that are not supported on the NT Servers.

Thanks

[NinjaTrader_AdamP]

Aspirant,

All instruments in Instruments.txt would be set by us.

This file is located in : C:\Program Files (x86)\NinjaTrader 7\db

[Aspirant]

Thanks Adam,
Would I be correct in presuming that you mean the instruments listed under "3. roll over dates."

Also, is there anyway to generate back-adjusted contracts for instruments not supported on your server (e.g. Korean SPI)?

[NinjaTrader_AdamP]

Aspirant,

Yes, that section houses the roll-over dates.

I am not aware of a way to programmatically generate these, but if you configure an instrument it would allow you to set the merge dates.

You might be able to add it to the instruments.txt then reset your instruments to defaults, but I haven't tried this.