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    ## - ## Instrument

    Can someone describe the behaviour of an Instrument defined for ex: NQ ##-##.
    What is the way data are merged here when i load 5 year history?
    What is such instrument ment to be used for?
    (haven found anything in a manual)

    Thanks
    Milos

    #2
    Hello Milos,

    Thank you for your post.

    The continuous contract offered by some data providers is used to view continuous data within a chart window however this instrument may not be traded as you would trade for example the ES 03-11.

    This data is back adjusted when a rollover occurs. More information about merge policies can be found at the link I have provided below.



    Within NinjaTrader 7 however it is not required to use a continuous contract such as ES ##-##. NinjaTrader will automatically merge data for you and will build a continuous contract for a traded instrument. For example if you open the ES 03-11 and request 90 days worth of data NinjaTrader 7 will automatically recognize this and merge data from the ES 12-10 instrument into the ES 03-11 to build continuous data.

    Please let me know if I may be of further assistance.
    Christopher J.NinjaTrader Customer Service

    Comment


      #3
      Ok, so one could say that it is equivalent to an instrument merged within NT.
      Thanks

      Comment

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