symbol equivalent

[sub5mango]

Hi

I am using esignal data through nt7, what is the equivalent to the esignal continuous contract symbol ES #F? Is it ES ## - ##?

[NinjaTrader_Jason]

Hello sub5mango,

Yes, continuous contracts are setup using the ##-## expiry selection in NinjaTrader.

[sub5mango]

Thanks Jason.
1. If I am running esignal data through NT7 with instrument ES ##-##, then it should match my esignal chart and I don't need to mess with any continuous contract settings right?
2. However if I want to get my Kinetick end of day data to match my esignal historical data in terms of contract change over, I can modify the settings in instrument editor/misc/contract months, right?

[NinjaTrader_Jason]

1. Correct, if you have the ##-## expiry selected, it will load continuous data from eSignal.

2. If you request historical data that spans across expiries, it will automatically merge the historical data of the expiries in the chart, providing 'Merge policy' is enabled for the instrument in question.

Please go to Control Center-->Tools-->Instrument Manager. Highlight the ES in the 'Available master instruments' section and click Edit. You will see 'Merge policy' in the Definition-tab.

Subsequently select the Misc-tab and scroll to the bottom. Select the 'Contract months' row and click the '...' button that appears.

Select an expiry month and you will see a rollover date listed. Data prior to this date will be loaded from the prior expiry.

For example, the 06-11 expiry month uses 3-10-2011 as rollover date. This means that historical data requested before this date is loaded from the 03-11 expiry. You can change the rollover dates to your liking.

You can find more information at the link below under 'Understanding the Misc tab'.

http://www.ninjatrader.com/support/helpGuides/nt7/editing_instruments.htm