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