charting the continuous contract; no execution

[thedude]

Hi, I am new to ninja trader and platforms I have used in the past gave you an option to load, prices into charts for contract only and also would allow you to choose the continuous contract. The continuous contract is very beneficial for seeing long term price action (Monthly, Quarterly, Yearly), very difficult to do this price action analysis on non-continuous data series.

Is there a way to chart the continuous contract? I am not looking to execute from this chart just view it.

Thanks,
T

[NinjaTrader_Jason]

Hello thedude,

NinjaTrader automatically merges historical data from previous expiry months if you request enough historical data in the chart ('Days to load' setting in the Data Series menu).

The historical data is merged as per the rollover dates that are setup in NinjaTrader. You can find the rollover dates as follows.

• Please go to Control Center-->Tools-->Instruments.
• Double click the futures instrument and a new window will open with the instrument settings.
• Scroll to the bottom and click in the 'Contract months' field.
• Another new window will open up which will list the expiry months with the rollover dates.

[jmschmidt357]

Hello thedude,

NinjaTrader automatically merges historical data from previous expiry months if you request enough historical data in the chart ('Days to load' setting in the Data Series menu).

The historical data is merged as per the rollover dates that are setup in NinjaTrader. You can find the rollover dates as follows.

• Please go to Control Center-->Tools-->Instruments.
• Double click the futures instrument and a new window will open with the instrument settings.
• Scroll to the bottom and click in the 'Contract months' field.
• Another new window will open up which will list the expiry months with the rollover dates.

Which is the best Merge Policy for analyzing the best liquidity zones, such as swing lows and swing highs? Merge back adjusted or Merge non back adjusted? Thanks

[NinjaTrader_Erick]

Hello jmschmidt357 ,

Thank you for reaching out.

Regarding your question about the best Merge Policy for analyzing liquidity zones such as swing lows and highs, here are some considerations: Merge Back Adjusted

• Best for: Seamless historical data continuity.
• Key Feature: Adjusts historical data to align with the front month contract price.
• Use Case: Suitable for technical analysis focused on trends or momentum, where continuity and clean historical representation matter most.

Merge Non-Back Adjusted

• Best for: Raw data visualization without adjustment.
• Key Feature: Maintains the original price of each contract, showing gaps or overlaps at rollovers.
• Use Case: Useful for identifying exact price behaviors during rollovers, which might help in pinpointing raw swing zones.

Recommendation for Liquidity Zone Analysis


For analyzing swing lows and highs specifically:

1. Merge Non-Back Adjusted is preferred if your focus is on understanding exact price levels as they occurred historically, without any post-adjustment.
2. If you aim for smooth continuity for trend-based liquidity zone analysis, then Merge Back Adjusted is ideal.

Verify and Adjust Settings


To adjust your merge policy in NinjaTrader:

1. Go to Tools > Options > Market Data.
2. Under Global Merge Policy, select either Back Adjusted or Non-Back Adjusted.

Please let us know if you have any other questions.

[jmschmidt357]

Hello jmschmidt357 ,

Thank you for reaching out.

Regarding your question about the best Merge Policy for analyzing liquidity zones such as swing lows and highs, here are some considerations: Merge Back Adjusted

• Best for: Seamless historical data continuity.
• Key Feature: Adjusts historical data to align with the front month contract price.
• Use Case: Suitable for technical analysis focused on trends or momentum, where continuity and clean historical representation matter most.

Merge Non-Back Adjusted

• Best for: Raw data visualization without adjustment.
• Key Feature: Maintains the original price of each contract, showing gaps or overlaps at rollovers.
• Use Case: Useful for identifying exact price behaviors during rollovers, which might help in pinpointing raw swing zones.

Recommendation for Liquidity Zone Analysis


For analyzing swing lows and highs specifically:

1. Merge Non-Back Adjusted is preferred if your focus is on understanding exact price levels as they occurred historically, without any post-adjustment.
2. If you aim for smooth continuity for trend-based liquidity zone analysis, then Merge Back Adjusted is ideal.

Verify and Adjust Settings


To adjust your merge policy in NinjaTrader:

1. Go to Tools > Options > Market Data.
2. Under Global Merge Policy, select either Back Adjusted or Non-Back Adjusted.

Please let us know if you have any other questions.

My data settings are set to see 365 days of current contract data, but the Weekly only loads 6 months. Instead of using either of the Merge options, can I see more than 6 months of data for the current contract on the Weekly timeframe? For comparison, TradingView goes back to September 2023 (more than a year)...which helps to use more of the contract for Higher Time Frame analysis in order to annotate true liquidity, supply/demand, support/resistance, and other technical analysis that is specific to the current contract. Institutions trade quite a number of contracts that are in the future in order to hedge. Therefore, there's gotta be a way to see more of that data when trading the current contract like TradingView does. I only want to use NinjaTrader for all of my charting and trading instead of using multiple platforms. Thanks.

[jmschmidt357]

Hello jmschmidt357 ,

Thank you for reaching out.

Regarding your question about the best Merge Policy for analyzing liquidity zones such as swing lows and highs, here are some considerations: Merge Back Adjusted

• Best for: Seamless historical data continuity.
• Key Feature: Adjusts historical data to align with the front month contract price.
• Use Case: Suitable for technical analysis focused on trends or momentum, where continuity and clean historical representation matter most.

Merge Non-Back Adjusted

• Best for: Raw data visualization without adjustment.
• Key Feature: Maintains the original price of each contract, showing gaps or overlaps at rollovers.
• Use Case: Useful for identifying exact price behaviors during rollovers, which might help in pinpointing raw swing zones.

Recommendation for Liquidity Zone Analysis


For analyzing swing lows and highs specifically:

1. Merge Non-Back Adjusted is preferred if your focus is on understanding exact price levels as they occurred historically, without any post-adjustment.
2. If you aim for smooth continuity for trend-based liquidity zone analysis, then Merge Back Adjusted is ideal.

Verify and Adjust Settings


To adjust your merge policy in NinjaTrader:

1. Go to Tools > Options > Market Data.
2. Under Global Merge Policy, select either Back Adjusted or Non-Back Adjusted.

Please let us know if you have any other questions.

My data settings are set to see 365 days of current contract data, but the Weekly only loads 6 months. Instead of using either of the Merge options, can I see more than 6 months of data for the current contract on the Weekly timeframe? For comparison, TradingView goes back to September 2023 (more than a year)...which helps to use more of the contract for Higher Time Frame analysis in order to annotate true liquidity, supply/demand, support/resistance, and other technical analysis that is specific to the current contract. Institutions trade quite a number of contracts that are in the future in order to hedge. Therefore, there's gotta be a way to see more of that data when trading the current contract like TradingView does. I only want to use NinjaTrader for all of my charting and trading instead of using multiple platforms. Thanks.

[NinjaTrader_Erick]

Hello jmschmidt357,

Thank you for your message.

The available historical data that populates within NT8 will depend on what data provider you connect to.

Connections that use the NinjaTrader Historical Data Servers are Rithmic, CQG based connections, and certain Forex connections when selected within the connection settings.

*The amount of historical data available for connections that do not use the NinjaTrader Historical Data Servers would be dependent on the provider and you may reach out to them for more information.

The amount of data stored on the NinjaTrader Historical Data Servers:

• historical tick data - 1 year
• historical minute/day data - usually 10+ years
• playback data - 90 days - Futures and Forex instruments only

Note this amount may vary slightly depending on the specific instrument.

Unfortunately, when you are downloading from our Historical data servers, you have to specify the quarterly contract dates.

When downloading futures data, you're restricted to downloading the data that is available for the specified contract that you enter, from the time it rolls over to the date it expires.For items like the MES, this is going to be 3 months.

For example:

When downloading data in NinjaTrader and selecting the MES 12-22 Contract for January 1, 2022- December 31, 2022, I receive data from September, October, and November until December 12, 2022 at that is the data that specific contract was set to roll over.

I would not get data from May, for example, because the 12-22 contract was not active at that time. For more information on loading historical data please visit the link below:

• https://ninjatrader.com/support/help...ta_manager.htm

The only other way would be for you to find some other source to download that large amount of data, and then import it to NT8.

You can research providers by Google searching "historical tick data download or download more historical data for NT8"

Note that the data has to be in specific format to be imported onto NT8.

• https://ninjatrader.com/support/help...AndDataFormats

Let us know if we may be of further assistance.