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Importing data/ continous contract

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    Importing data/ continous contract

    Hi,

    I'm trying to create a NON-ADJUSTED continuous contract of the ES future by linking the seperate contracts at rollover date.

    Since the 'Merge' function adjusts the contracts (what I don't want in this case), I'm exporting the original ES contracts to a txt file. Then I rename this file to "EX_CC_NA.txt" and import them.

    Before I do this, I have already created a new instrument called "ES_CC_NA" as a future using the instrument manager. Now I expect that the imported data is merged to this file. Unfortunately this isn't happening. The imported data creates an "on the fly created stock" with the same name. What am I doing wrong?

    Or do you have another suggestion for creating a non-adjusted continuous contract?

    #2


    File Name
    The name of the file must be the instrument name within NinjaTrader.

    -> change file name to "EX_CC_NA ##-##.txt", since futures always come with an expiry

    Export an continuous contract to understand what file name is created.

    Comment


      #3
      Ah! I forgot ##-##.
      Works fine now.

      Thanks!

      Comment

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