Building a continuous contract

[jriverac]

Good morning,

I use 30min timeframe in the ER 06-08, get realtime from IB but before entering a trade I check on the 200-day SMA. This kind of setup is giving me a headache in NT.

Since I need at least 200 daily bars in the “realtime” ER 06-08 contract, I know I should merge contracts, so I did the following: (I use IB for datafeed)

1.- I went to New>chart and made a new chart for the “ER 09-07” in 30min bars, from 01-06-07 to 21-09-07.
2.- I went to New>chart and made a new chart for the “ER 12-07” in 30min bars, from 01-09-07 to 21-12-07.
3.- I went to New>chart and made a new chart for the “ER 03-08” in 30min bars, from 01-12-07 to 20-03-08.
4.- I went to New>chart and made a new chart for the “ER 06-08” in 30min bars, from 01-03-08 to today.

Then I closed all these charts and did

5.- Merge the ER 09-07 into the ER 12-07 using the dates stated above.
6.- Merge the ER 12-07 (which I suppose it already has the ER 09-07 into it, because of step nº5) into ER 03-08.
7.- Merge the ER 03-08 (which I suppose it already has both the ER 09-07 and the ER 12-07 into it, because of step nº5 and nº6) into ER 06-08.

All these merging went ok. Then I opened a new chart for the ER 06-08 and set the date from 01-06-07 (because I thought this was the first date of the “merged data”). I see real time ok, but the past data is not correct because when I get the chart it shows data from the 18-06-07, but the volumes are not correct, it seems to me that this is not a merged chart.

What am I missing here?

Thank you for your help and sorry for such a long query!!

Sincerely,
Juan Rivera

[NinjaTrader_Jason]

Hello Juan,

Can you please send an email to support AT ninjatrader DOT com with "Attn Jason" in the subject header and reference this post.