how to load (contract continuation)

[omrangassan]

hi

how can i load all contract continuation data in NT7 for market profile use ?

ex. for CL now it is CL 06-16 , so when u build Composite Volume Profile for long term (say last 500 days) then which volume per price it will use ? as this is a future contract which roll over monthly then how can i build MP using continuation contract rollover and to use the related volume in each period ?

i'm not sure how does NT7 get volume per price for past contracts when building MP long term ; i.e. what volume will NT7 use in the may 2015 if we build MP today (now CL 06-16) ?

I hope that i express what i want correctly.

thanx

[NinjaTrader_Jason]

Hello omrangassan,

By default, NinjaTrader automatically merges data from previous expiry months. For example, if you create a CL 06-16 chart and request 1 year of historical data, it will automatically load data for previous expiry months and merges them backadjusted. The expiry months are merged on the rollover date that is setup in NinjaTrader.

You can find rollover dates in NinjaTrader as follows. Please go to Control Center-->Tools-->Instrument Manager, highlight an instrument and click Edit. Select the Misc-tab and scroll to the bottom. Click the 'Contract Months' row and then click the '...' button. A new window will open up that displays expiry months and their rollover dates. More information can be found at the link below under 'Understanding the Misc tab'.

http://ninjatrader.com/support/helpGuides/nt7/editing_instruments.htm

The chart will load volume data for the expiry month that was trading at that time. So between 3/17/2016 and 4/18/2016, it will load volume data from the 05-16 expiry month.