Continouous Contract

[NinjaTrader_Jason]

I am not familiar with the ET 1!-DT and could not find it in the eSignal symbol guide.

http://kb.esignalcentral.com/al/12/4/2684.html

So this instrument is a continuous contract as well; it receives real-time data for the current front month contract (12-09) and includes historical data for expired contracts, such as 09-09, 06-09 and 03-09?

[Gepetto]

ET 1!-DT <> continuous contract.

I was forced to use ET 1!-DT as ET #F-DT does not exist.
This is not exactly a continuous contract as it just compile the datas of
* March contracts from the 3rd friday of december to 3rd friday of march
* June contracts from the 3rd friday of march to 3rd friday of june
* September contracts from the 3rd friday of june to 3rd friday of september
* December contracts from the 3rd friday of september to 3rd friday of december.
The difference between ET 1!-DT and a continuous contract is that a continuous contract adapt on the day of the roll over the contract by the difference of basis, which is not the case of ET 1!-DT

Example:
If, on the roll over day, the FESX 12-08 trades @ 2800 and the FESX 03-09 @ 2810, the merge between the 2 contracts for a continuous contract will take into account this difference of 10 points to smooth the gap.
On the other hand, ET 1!-DT does not smooth roll over gaps...

[Gepetto]

For info, 1! stands for front month.

[Gepetto]

Answer

Sorry, I did not exactly answer your question.
It indeed mixes historical datas from ET H9, ET M9, ET U9 and ET Z9 and so on.

[NinjaTrader_Jason]

I suggest to try ET 1!|DT or ET 1! as symbol mapping and check if this will work.