Continuous Contracts

[pjwinner]

When I look at the YM mini futures chart back 6 months or so there is very little volume. When I backtest a year or two is there a continuous contract I'm working with or am I also dealing with very low volume?

Thanks for the info.

[NinjaTrader_Ray]

Who are you connected to and what instrument are you backtesting specifically? YM 12-07 for example?

[pjwinner]

Continuous Contracts

I am using OpenTick data. And I am looking at the YM 12-07 contract.

[NinjaTrader_Ray]

You can download data for YM 09-07 (might need to add this in the Instrument Manager) and then merge 09 - 07 into 12-07.

http://www.ninjatrader-support.com/HelpGuideV6/Merge.html

[pjwinner]

Continuous Contracts

Very cool! Thanks.