Discrepancy between my historical spreadsheet data and charts (IQ-Feed on both)

[Johnny]

Yes, the ES ##-## is a continuous contract that is back adjusted.
I do not know what you mean by you are using @ES#C to get data into NinjaTrader. This is not an instrument or symbol mapping in NinjaTrader. You should only be accessing data in NinjaTrader as the ES ##-## or the ES with the front month such as ES 06-16

IQ Feed has two continuous contracts.

@ES#

@ES#C Continuous contract that's back adjusted.

I download @ES# into Excel for analysis.

I assume my discrepancy between charts (ES ##-##) and Excel is explained by the fact that @ES#C = ES ##-## in Ninja?

Is there a way to load IQ-Feed's @ES# then?

I hope that makes sense.

Johnny

[NinjaTrader_Brandon]

Hello Johnny,
Thanks for your reply.
It is not supported to access the continuous contract in NinjaTrader in any way other than merged back and adjusted.

[Johnny]

Hello Johnny,
Thanks for your reply.
It is not supported to access the continuous contract in NinjaTrader in any way other than merged back and adjusted.

That certainly explains the discrepancy.

So, if I have access to a symbol, @ES# (continuous non back adjusted) through my data feed, IQ Feed, I can't load that symbol in NT?

[NinjaTrader_Brandon]

Hello Johnny,
Thanks for your reply.
That is correct. You cannot access the @ES# in NinjaTrader. You must use the current front month with MergeNonBackAdjusted selected.