continuous contract

[AnotherTrader]

Hi, I am trying to chart ES ##-##.

I have tick, minute and daily data already imported for the likes of:
ES 09-14
ES 06-14
ES 03-14
…. etc, back to ES 06-11

In the Tools > Options > Data tab, I have Merge policy set to MergeNonBackAdjusted.

In the Instrument manager, in the Misc tab of ES Instrument Editor, there are 48 contract months defined with the default settings.

But when I attempt to chart ES ##-## (tick, minute or day) I get an empty chart… what might I be doing wrong?

[NinjaTrader_Jason]

Hello AnotherTrader,

ES ##-## data is different from the data you manually imported. You would have need to import a .txt file named "ES ##-##.Last".

If you create a chart for the ES 09-14, it will automatically merge data from previous expiry months. It will use the data you imported. So if you create a chart with 'Days to load' set to 365 days, it will load data for 09-14, 06-14, 03-14 and 12-13.

[AnotherTrader]

Hello AnotherTrader,

ES ##-## data is different from the data you manually imported. You would have need to import a .txt file named "ES ##-##.Last".

If you create a chart for the ES 09-14, it will automatically merge data from previous expiry months. It will use the data you imported. So if you create a chart with 'Days to load' set to 365 days, it will load data for 09-14, 06-14, 03-14 and 12-13.

Many thanks, Jason

If I backtest on the ES 09-14 over several years, will that use the merged data, too?

[NinjaTrader_Jason]

Yes, it will merge historical data as per the rollover dates that are setup. You can find the rollover dates as follows.

Please go to Control Center-->Tools-->Instrument Manager. Highlight an instrument in the 'Available master instruments' section and click Edit. Select the Misc-tab and scroll to the bottom. Select the 'Contract months' row and click the '...' button that appears. A new window will open up which will list the expiry months with the rollover date.

As long as you have the requested data present in NinjaTrader, it will be loaded in the backtest.