Historical data provided by Continuum API

[Rocket130713]

does the historical data coming from continuum API which is free with Ninja come in the form of continuous charts or just the front month charts for daily bars? We want to be able to download a continuous chart (that's been back-adjusted for roll-over gaps) from the continuum historical data server "on demand", is this possible using the new Ninja/Continuum adapter version of ninja (R21)? thank you.

[NinjaTrader_Brandon]

Hello Rocket130713,

Thanks for writing in.

With Continuum you can access continuous contracts by using ##-## as the expiry
Example: ES ##-##
However, with Continuum real time data is not support with continuous contracts
NinjaTraders default merge policy however is MergeBackAdjusted which will take past contracts and merge them into the current front month when accessing for example the ES 03-14

Below I have provide a link to the Understanding merge policies section of our help guide.

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

You can verify your settings by going to Tools> Options> Data