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Rithmic Continuous Contract

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    Rithmic Continuous Contract

    Hi,

    I'm just moving from Tradestation and just started using NT7.

    Are there separate symbols for continuous contract symbol for each instument

    or do I have to play with "merge" function ?

    If so please point me to where I can find more guide about merging.

    Another question is,,,,zenfire and rithmic,,,,do they use different symbols?

    I'm asking because I might use 2 different IBs and one use Rithmic and the other use Zenfire.

    So the question is I can just use the same templates/workspaces for both.

    TIA

    #2
    Hello kalalex,

    Thank you for your post.

    If your data provider supports continuous contracts, you can access these by using the "##-##" suffix for expiry rather than the current expiry. ES ##-## instead of ES 09-11 for example.

    If your data provider does not support continuous contracts, the merge policy settings will merge the additional contracts in NinjaTrader

    Click here for more information about Understanding merge policies

    Neither Zen-Fire or IB will support continuous contracts, therefore you will need to use MergeBackAdjusted in order to load more than one contract month at a time.
    MatthewNinjaTrader Product Management

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