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Es continuous with interactive brokers

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    Es continuous with interactive brokers

    Does anyone know how to set a chart to have ES CONTINUOUS FUTURE with Interactive Brokers?. I mean Mini S&P 500 Futures.

    #2
    Hello Sangui,

    Unfortunately IB does not support continuous data, so you will not load data in charts for instruments that use the ##-## expiry.

    Please note that NinjaTrader merges data automatically when you request historical data that spans multiple expiries.

    Go to Control Center-->Tools-->Instrument Manager, highlight the ES and click Edit. Check what setting is used for 'Merge policy'.

    If enabled (MergeBackAdjusted or MergeNonBackAdjusted) and you request historical data that spans across multiple expiries, it will automatically merge data from the previous expiries in the chart.

    If disabled (DoNotMerge) you will only load historical data for the expiry selected for the instrument.

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