Historical Data

[gg80108]

When I load 360 days of say ES 12-12 , how are the back contracts blended and rolled?

[NinjaTrader_Lance]

Hello,

This will depend on your NinjaTrader settings.

From the Control Center -> Tools -> Options -> Data tab

Locate the merge policy. Here you can choose how historical data is handled.

DoNotMerge: historical data is not merged
MergeBackAdjusted: NinjaTrader automatically merges and back adjusts historical data
MergeNonBackAdjusted: NinjaTrader automatically merges, but does not back adjust, historical data


For more information on merge policies please see "Understanding Merge Policies"

http://www.ninjatrader.com/support/helpGuides/nt7/index.html?historical_data.htm

Please let me know if I can be of further assistance.