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purchasing historical data for upload to my local NT database

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    purchasing historical data for upload to my local NT database

    Hi,
    The txt file line data formats (date, hms, ohlc, v) notwithstanding, what is the best way to order historical 1 minute data to work with the standard "mergeBackAdjusted" policy? Do I order a continuous contract file for an entire 10 years or should i ask for discrete files of actual contracts (ES10H, ES10M, ES10U, etc.)?
    thanks,
    David

    #2
    Hello David,

    You would need individual files for each expiry month and then import each file if you want to make use of the 'Merge policy' setting. If you have 1 file for 10 years, you would import this file for the continuous contract month (##-##). Continuous contract months don't use the 'Merge policy' setting.

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