DTN IQFeed

[EzCohen]

So I'm honing in on on a problem I've been experiencing for a while - I have third-party NT indicators that need 125 days of historical data on futures. IQFeed is normally pretty clean, good-quality data - but it seems to not be able to pull that much data.

I wonder if it's because I'm trying to chart, say, ES 09-14, and it doesn't have that much historical data for that particular on-the-run future. Is there a way to indicate that I want ES data that's both the front-month contract and historical feed - say 'ES **-** or something equivalent that would tell IQFeed to pull continuous data series for ES beyond the current front-month?

[NinjaTrader_ChristopherS]

Hello EzCohen,

You can use ##-## for the contract month to view a continuous contract.

When connected to IQFeed and use the ##-##, the rollover dates used are set on the IQFeed servers.

In NinjaTrader, when using the current front month, you can set the Merge Policy setting to either MergeBackAdjusted or MergeNonBack adjusted to create a continuous contract.

The Merge Policy setting can be found by going to Tools > Options > Data tab.

Below is a link to the Historical and Real Time Data section of our help guide. Please see the Understanding merge policies subsection for further information.

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