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How to properly import a continuous contract

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    How to properly import a continuous contract

    Hi, I just wanted to make sure I'm doing this correctly... I have a huge data file that contains a continuous contract for CL.

    I've added the instrument:
    CL ##-##,
    renamed the file:
    CL ##-##.TXT

    What do I set the mergeback policy to?

    Jeremy
    Jeremytang
    NinjaTrader Ecosystem Vendor - Shark Indicators

    #2
    Jeremy, for this naturally continuous one, you want to use DoNotMerge.

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