E-Mini S&P data question

[levari]

Hi there,
I'm new to Ninja Trader so my question may sound stupid but -
in the screenshot i'v took from yesterday 19/12/12, there are different data for same contract.
on the upper part - ES 12-12
on the lower part - ES 03-13

I have been testing my strategy a year back (since JAN 2012 to DEC 2012) and now i realized that the price and even the VOL is different depend upon contract month.

can someone explain why???

another small thing. How can i mark vertical line for specific Hour for all the days in my chart?
e.g. - i want a vertical line on every day on the chart at the end of the trading day.

Thanks for helping!

[NinjaTrader_Joydeep]

Hello levari,
Welcome to the forum and I am happy to assist you.

Each futures contracts are different from each other and they trade on their own and thus you are witness the scenario.

For example you can find the current active contracts for ES from the below link:

http://www.cmegroup.com/trading/equity-index/us-index/e-mini-sandp500_quotes_globex.html

Please refer here to know more about futures contracts.

http://www.investopedia.com/terms/f/futures.asp#axzz2FaukNS00

http://www.investopedia.com/terms/f/futurescontract.asp#axzz2FaukNRDM

You can custom code a NinjaScript code to draw a vertical line at a specific time.

To develop your custom indicator/strategies you can contact any of our independent NinjaScript consultants. You can get the list of our NinjaScript consultants from here http://www.ninjatrader.com/partners#...pt-Consultants

[levari]

Hi Joydeep,
Thank you for the info.
so basically if i want to test my strategy i need to reload the right contract for each month/quarter?
or there is another way to test it?

[NinjaTrader_Joydeep]

Hello levari,
You can simply set the MergePolicy to MergeBackAdjusted or MergeNonBackAdjusted and NinjaTrader will merge the contracts. This way you will have a continuous contract and you can simply backtest the current near month contract.

Please refer to the section "Understanding merge policies" from our help guide to know more about the Merge Policies.

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

[levari]

Great- Thank you !