I am using Ninjatrader 7 version 18 with Zenfire.
Before the current connection problems with Zenfire I loaded a ES minute chart going back approximately 5000 days using the ESH4 contract listed under "Default" in instruments. I noticed that this data goes all the way back to 2006 which I reason to be the old expired ES contracts.
My question in regards to this is how are the contracts are spliced together in the chart. Is Ninjatrader splicing them together at the rollover dates for each contract? For example, the chart displays data for ESZ3 until the rollover date and then it switches to ESH4? Does Ninjatrader chart the data "as is" or is there any adjustment in the prices of the old contracts? Any elaboration on how this process is accomplished is welcome.
My second question is, when I loaded this chart, I have ES minute contract "last" data dating back to 2006 downloaded into my historical data manager. What does the "last" denote? Does it denote the last, i.e., closing price, or is this OHLC data as in the charts? I exported this data and noticed several price fields which looks like OHLC data but I am not sure whether this is it. Finally, in regards to the "time" field, I get something like this:
20060310 022300
I have reasoned that 20060310 stands for 2006, March 10th but I am not sure how the intraday times work. Can someone elaborate on this? What does 022300 denote?
Thanks for your help!
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