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    Historical Data

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

    #2
    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"



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

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