I have historical data for ER2 (e-Mini Russel 2000) futures contracts in the form of individual front months up to ER2 03-08 and now I would like to merge them to create a continuous contract up to the last individual contract. I think NT should merge the data if I load ER2 ##-## to a chart or back test. Right? This does not work for me.
In all of the following, I have the chart end time set to be earlier than the contract end.
If I am connected to Kinetick and load ER2 ##-##, I get the error "Unable to load historical data: unknown instrument".
If I am not connected and load ER2 ##-##, I get no error, but just see blank charts.
If I load an individual contract, e.g. ER2 03-08, I get no error and I can see the chart data, whether I am connected or not.
Is it possible to create a historical continuous contract like this? If so, what am I doing wrong?
Regards
Tony
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