Download multiple expirations for a future contract

[boaza]

Hello Ninja support,

You've probably been asked this for a billion times, but I just couldn't find the answer:

Is is possible to download data for multiple expirations for the same contract, such that the data between the different expirations overlap?

Thanks,
Boaz

[NinjaTrader_CalH]

Hi Boaza,

Thank you for posting.

To clarify, are you referring to the market replay data for downloading or historical data being downloaded?

You would not be able to download market replay data for a continuous contract since you would need to download it one day at a time.

I look forward to assisting you further.

[boaza]

Thank you cal,

I was referring for historical data download. Please note, however, that I'm not interested in a continuous contract, but I downloading the entire span of several overlapping contracts.

For example, I wish to download CME's Eurodollar (GE) contract with all the March quarterly cycle (March, Jun, Sep, Dec) with overlaps, for the past year.

Thanks,
Boaz

[NinjaTrader_CalH]

Hi Boaza,

You can choose to download a time span and NinjaTrader will automatically grab the data needed from that time frame including quarterly contracts.

Please note that you will need to be connected to a data provider that provides historical data.
The link below is to your online help guide on understanding the data provided from your connectivity provider.
http://www.ninjatrader.com/support/h...rical_data.htm

Please let me know if I can be of further assistance.

[boaza]

Hi Cal,

AFAIK, if I don't do any special configuration, Ninja will roll the nearest contract to form a continuous feed. I'm aware that the rollover dates can be modified.
As for the data connection - we are already subscribed to Kinetick.

Best,
Boaz

[NinjaTrader_CalH]

Hi Boaza,

Correct Ninja will roll to the nearest contract to form a continuous feed. You would be able to, for example, pull data for an entire year's worth of the ES and Ninja will grab the correct contracts from the download.

Please let me know if I can be of further assistance.

[boaza]

Hello Cal,

Normally this is great, but for now, this is exactly the behavior I'm trying to avoid:
I wish to download all of the contracts without Ninja turning them into a continuous feed.
Moreover, I need the different expiration to overlap. For example, I want to get the prices for both March '13 and June '13 expirations, during February '13.

Is this possible?

[NinjaTrader_CalH]

Hi Boaza,

Yes, you can do this.

You will need to select the expiry contract for the period you are going to download for the February data. I.E. For the March contract you will select the 03-13 contract and the time frame for February. Same thing for the June contract as well.

Let me know if this helps.