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Loading continuous contract with MergeBackAdjusted

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    Loading continuous contract with MergeBackAdjusted

    I have a question about loading contracts with NT's "on the fly" rollover feature using MergeBackAdjusted option. For example, I'm trying to load ES between 1/1/2006 to 12/31/2006. The rollover dates are defined for ES in the Instrument Manager. I load a 5-Range chart starting with 03-06 contract, but it does not roll forward. It only loads 03-06 and the chart ends on the March rollover date... it does not continuously load other contracts for the rest of the range of the chart. What am I doing wrong?

    #2
    Hello*risingfire,

    Charts will not rollover forward.

    The MergeBackAdjusted setting will only impact historical data.

    To receive data for a 06-15 contract you will need to have the contract month selected. *Historical data for the 03-15 will be loaded from the rollover date back.


    Please follow the instructions below to rollover the expiration date of a futures contracts.

    From within the NinjaTrader Control Center window select the menu Tools > Instrument Manager
    Highlight the contract you wish to rollover in the left side of the Instrument Manager window
    Press the ">" button (the instrument will disappear from the list)
    Press the "<" button and the instrument should re-appear with the front month expiration date


    To view a video demonstration of a futures rollover, please view the following link: https://www.youtube.com/watch?v=t_ky...140D7&index=10
    Christopher S.NinjaTrader Customer Service

    Comment


      #3
      Ah, okay; thank you. Instead of loading the first contract in the date range, I loaded the last contract and the entire range loaded and back adjusted correctly.

      Comment

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