Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

Another Merge Data Question

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    Another Merge Data Question

    This coming expiration (ES & NQ) will be the first Futures data merge I will be performing.
    Will future data merges I perform have to include previous contracts in order to get a years worth of intra-day data?
    e.g. (ES)
    I am merging 06-10 with 09-10 to give me data from March to today. When I get to merging 09-10 with 12-10, do I have to merge 06-10 and 09-10 to 12-10? Or can I merge 09-10 with a date of 03/20/10 (06-10 contract) to 12-10 since I've already merged 09-10 with 06-10 data?
    Using NT 6.5.

    #2
    Hi Showa50,

    Thank you for your post.

    You will have to merge the specific front months in the following month so the process will be merging the 12-09 to 3-10 and then merge 3-10 into 06-10, but you will include the dates for the 12-09 contract since your 3-10 contract now includes the 12-09 data.

    If you do it this way you should get a large amount of historical data within the current front month.
    Ryan O.NinjaTrader Customer Service

    Comment

    Latest Posts

    Collapse

    Topics Statistics Last Post
    Started by argusthome, 03-08-2026, 10:06 AM
    0 responses
    61 views
    0 likes
    Last Post argusthome  
    Started by NabilKhattabi, 03-06-2026, 11:18 AM
    0 responses
    40 views
    0 likes
    Last Post NabilKhattabi  
    Started by Deep42, 03-06-2026, 12:28 AM
    0 responses
    21 views
    0 likes
    Last Post Deep42
    by Deep42
     
    Started by TheRealMorford, 03-05-2026, 06:15 PM
    0 responses
    23 views
    0 likes
    Last Post TheRealMorford  
    Started by Mindset, 02-28-2026, 06:16 AM
    0 responses
    51 views
    0 likes
    Last Post Mindset
    by Mindset
     
    Working...
    X