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how to pop data to continuous contract
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how to pop data to continuous contract
I have individual contract data downloaded, how to create a continuous contract to export data?Tags: None
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Hello stephen_mcse,
Historical data from individual expiry months are merged in NinjaTrader when you create a chart or during other instances where historical data is loaded (running an automated strategy, adding an Indicator column in the Market Analyzer for example). However the historical data is saved separately in the Historical Data Manager. Unfortunately you cannot export the historical data as one continuous contact. You would need to export each expiry month and then merged the .txt files manually.
You can export continuous data if you have continuous historical data present in NinjaTrader., Continuous contracts use the ##-## expiry month. Please go to Control Center-->Tools-->Instrument Manager and highlight the futures instrument in the 'Available master instruments' section. Set Expiry to ##-## and click the arrow pointing to the left. This will add a continuous contract to your instrument list. If you are able to load historical data for it depends on the data feed/broker connection.JasonNinjaTrader Customer Service
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