Continuum data - how can I access?

[jtrading82]

Hi - how can I query/export Continuum data, either via API or download?

Looking for historical futures intraday data i.e. hourly, minute OHLC data

[NinjaTrader_Spencer]

Hello jtrading82,

Thank you for your post.

For more information on exporting historical data, check out the link here.

[jtrading82]

There seem to be a lot of steps which confuses me.

Is below process correct?

1. Download the data
2. Export the data

However, trying to download data only results in being able to select from instrument list. Going to add instruments to instrument list, I see no option to select historical expiry futures contracts.

Can you please list all steps required for a first-time user? The link and manual is not that helpful as it does not list all the prerequisites.

[NinjaTrader_Spencer]

Hello jtrading82,

Thank you for your post.

If you want to download an older expiry you may manually type the contract and expiry into the Instrument Field to download such as 'ES 12-23' (without quotations).

You may then select the dates of the data and click 'Download'.

Then once the data is downloaded for that expiry, the expiry will become available in the Export Instrument drop-down list.

[jtrading82]

Thanks, didn't realize that. And for continuous contract, I can just use "ES", correct?

Also, how can I clear all the loaded historical data so I can redownload?

[NinjaTrader_Spencer]

Hello jtrading82,

Thank you for your post.

Continuum does not support Continuous contracts however NinjaTrader uses a Global Merge Policy to create one locally.

Unfortunately when exporting only the data for the selected expiry will be included.

[jtrading82]

OK. Is there a way to clear all the loaded historical data so I can redownload?

[NinjaTrader_Spencer]

Hello jtrading82,

Thank you for your post.

You may right-click on 'Historical' and select 'Remove' as shown here.

[jtrading82]

Perfect, thank you Spencer!