Ninjatrader Brokerage/CQG not supporting ##-## contracts on NT8

[shodson]

I'm using NT8.0.9.0 on Windows 10 Pro 64-bit

I can't seem to get any intraday continuous contract data.

Through the "free" Kinetic feed I can access daily bar data on ##-## contracts, but not intraday.

On my Ninjatrader Brokerage/CQG connection, it doesn't seem to support ##-## contracts. Is this true or am I doing something wrong? When I try to download historical minute and daily data in NQ ##-## for example, it finished very quickly, because nothing was downloaded. And if I pull up a daily chart of NQ ##-##, the chart is a month behind in data, even when I select "Reload all historical data" on the chart. If I connect to Kinetic (free) and do it, it reloads the daily data on the chart fine, but I need intraday data too, and the free Kinetic doesn't have that.

On my NT7 with the same connection/account, everything works fine for me as expected.

This makes it very hard to backtest my intraday strategies across rollover dates in NT8.

In my Options >> Market Data >> Global merge policy setting I have it set to "Merge back adjusted" which I think is the default setting.

[NinjaTrader_AlanS]

Hello shodson,

Thanks for writing in to our Support team.

It would be expected that your NinjaTrader Continuum/Continuum/CQG connection would not receive historical or real-time data for continuous futures contracts - this was a change made in the move from NinjaTrader 7 to NinjaTrader 8.

Kinetick does provide real-time and historical data for continuous futures contracts with the necessary subscriptions enabled.

The Merge back adjusted merge policy will emulate a continuous contract by merging all historical data incorporating the tick offset to back adjust the historical price data to match the next front month when requesting data for the current expiry.

If you do not want to view the back adjusted data, you can use the MergeNonBackAdjusted policy to view the data without offsets applied.

You can find more information on Merge Policies in our help guide here:
https://ninjatrader.com/support/help...rge_policy.htm

Please let me know if I may be of any further assistance.