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Trading current and future contract at the same time

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    Trading current and future contract at the same time

    Hi,
    I want to live trade both current and future contract at the same time (on the same ninja trader but with different strategies). For example, the current traded contract according to your rollover dates definitions is 08-14 and I want to also trade 09-14, but I noticed that if I open 09-14 chart it shows me 08-14 data. If I change 09-14 rollover date to the past (06-18-14 for example) then the chart for 09-14 shows me 09-14 data and 08-14 chart shows me 08-14 data correctly.

    - Do I need to change the rollover date of 09-14 in order to live trade with it? Or if I define the instrument of the strategy to be 09-14 it will trade 09-14 regardless of the rollover date.
    - Or if not is there a more elegant way to trade both 08-14 and 09-14 without changing the rollover date?

    Thank you.

    #2
    orenshkol, it would then be better for you to not automatically merge contracts together, so you're always using the 'raw' contract data you request. To do that you can either set the Merge policy to 'DoNotMerge' per instrument or globally under Tools > Options > Data.

    BertrandNinjaTrader Customer Service

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      #3
      Thank you.

      Comment

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