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Market replay and MergeBackAdjusted data

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    Market replay and MergeBackAdjusted data

    Hello,

    Does market replay work with mergebackadjusted data?

    If so I must be doing something wrong. From what I understood the code to run the data was instrument such as CL ##-## Is that correct? Instrument space pound pound dash pound pound?

    Also what would be considered a good amount of over lapping data for merging? Is a week or 2 fine or should there be a whole month or more for merge adjusted data?

    Regards
    Brian

    #2
    Hello Briansstocks,

    You would want to use the the most current contract month if you are replaying recent days. So in this case, CL 11-15.

    I'm not aware of an option in NinjaTrader to configure whats included in back adjusted data.
    Shawn B.NinjaTrader Customer Service

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