Historical Market Replay Data for futures - how to?

[gregid]

I've got some historical market replay data downloaded for futures but how can I display them in the continous manner.

Using the ES as an example: the first data I have is for ES 09-11 (ES 09-11.ntm and ES 09-11.nt2). If I want to display just ES 09-11 I can't because the oldest "Expiry" in the Instrument manager is 02-13. I was hoping choosing ES XX-XX will solve the problem but it doesn't see ES 09-11.ntm especially that I want to ultimately display the continous contract from 09-11 to today.

So I have 2 questions:
1. How can I display single contract ES 09-11 if I can't add it to Instrument List?
2. To achieve continous contract do I need to manually change the filenames for every file to ES XX-XX or is there any other way?

[NinjaTrader_Matthew]

1. If you have an existing chart, you can quickly switch your chart to the ES 09-11 just by typing the name directly on the chart. This is known as the "on the fly method" and is elborated in our Help Guide from the following link under "How to change a Data Series" > "Changing and Adding Instruments and Intervals via Keyboard":

http://www.ninjatrader.com/support/helpGuides/nt7/working_with_price_data.htm

If you wish to add this instrument+expiry to a list, you would have to shut down NinjaTrader and set your PC clocks DateTime do roughly the year this contract was trading. After doing so, you can restart NinjaTrader and will see expiries around that date listed, at which point you can add to your list. Once completed, restart NinjaTrader again and they will be available from your list.

2. You cannot rename the file to get the continuous contract.

[gregid]

2. Is there a way to display the files I have (for separate contracts) in the continous manner?

[NinjaTrader_CalH]

What is your merge policy set to? Tools -> Options -> Data Tab

You may need to set this to MergeBackAdjusted for this.