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to export historical data for futures

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    to export historical data for futures

    Good morning,
    to export historical data for futures, I have to export a contract at a time. Then glue them all together. Or, I can export the data series in a different way?
    Ciao.
    Roberto

    #2
    Hello Roberto,

    If you have access to continuous historical data (##-##), you can export such data so you do not have to glue individual expiries together.

    You can add continuous instruments in the Instrument Manager. Highlight the instrument you like and set Expiry to ##-##. Subsequently click the arrow pointing to the left.

    Your connectivity provider needs to support such data or else you will be unable to load such data in NinjaTrader.

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