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Why there is no historical data for ES 12-17 NT Continuu (Second Expiration Period)??

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    Why there is no historical data for ES 12-17 NT Continuu (Second Expiration Period)??

    Hello,
    I am trying to develop a strategy that works with ES 12-17 and everytime I load a chart, it duplicates the data from the current contract (ES 09-17).

    Then from the real time data, the charts start to differentiate, until the next time I load the chart. As if NT7 does not support historical data for any other contract, than the current one.

    Even if I have gathered real market data, when I pull a new chart, it kinds of deletes that data and builds a new chart with the wrong historical data (using again the data for ES 09-17).

    I Use NT Continuum as a connection.

    #2
    Hello nikolaalx,

    By default, NinjaTrader automatically merges data from previous expiry months in charts. If you create an ES 12-17 chart before 9/7/2017, historical data is loaded from the 09-17 expiry. Realtime data is received from the 12-17 expiry.

    You can disable merging of data so it will only load 12-17 data in the chart.

    Please go to Control Center-->Tools-->Instrument Manager, highlight the ES and click Edit. Subsequently set 'Merge policy' to DoNotMerge. Click OK.

    Remove and re-add the ES 12-17 in your instrument list for the change to take effect and click OK in the Instrument Manager. Instructions can be found at the link below.


    Reload historical data in the ES 12-17 chart and it will load only 12-17 data in the chart.
    JasonNinjaTrader Customer Service

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