What symbol is used for the continuous contracts for NQ ES MES and MNQ?

[birdog]

Hi folks,

What symbol is used for the continuous contracts for NQ ES MES and MNQ in Ninjatrader?

Thanks.

Greg

[NinjaTrader_Sev]

Hello birdog,

Thank you for the inquiry.

This will depend on the data provider you are using. CQG and Rithmic-based connections use NinjaTrader's historical data servers. NinjaTrader 8's historical data servers no longer provide continuous historical data, so it is not possible to plot a continuous chart with a CQG or Rithmic-based connection.

However, a front month loaded in NinjaTrader 8 with a default merge policy of "Merge Back Adjusted" should be nearly identical to a continuous chart. NinjaTrader automatically merges historical data from past contacts which effectively creates a continuous futures chart. You can continue to increase the 'days to load' property of your chart if you'd like to see more historical data.

A connection like Kinetick would provide real-time and historical continuous data. Continuous contracts use the ''Instrument ##-##'' designation for their expiration date.
Please let us know if you have any further questions.

[birdog]

NinjaTrader_Sev Thanks. How can we ensure that backtesting is reliable as possible when using a futures with a current expiration date when going back years for example as that was not available back then or have much different pricing etc?

[NinjaTrader_Sev]

Hello birdog,

Thank you for the inquiry.

Below I have provided details on how your Merge Policy setting will determine how historical data is processed when backtesting in the Strategy Analyzer.

With MergeBackAdjusted (default setting) the chart will be continuous, stitched together by expiry month from the rollover date of the expiry month to the rollover date of the previous expiry month, and adjusted by an offset to prevent gaps between contract months (which trade at different prices) for a smooth chart.

With MergeNonBackAdjusted the chart with be continuous (stitched together by expiry month from the rollover date of the expiry month to the rollover date of the previous expiry month) but will not be adjusted and there will be gaps in price from one contract to the next.

With DoNotMerge only the data from the selected contact is shown and previous contract months will not be loaded. Chart is not continuous.

https://ninjatrader.com/support/help...rge_policy.htm

See the help guide on Historical Data for further information about how downloading historical data will function based on the Merge Policy being used.
https://ninjatrader.com/support/helpGuides/nt8/download.htm

When MergeBack or MergeNonBack Adjust is selected, the contract month selected should be the contract month of the last day of data in the test. (or today's contract month)

When DoNoMerge is selected, the contract month should be the contract month of the data being tested.

For an individual instrument's setting the 'Merge policy' will apply to that one instrument. If set to UseGlobalSetting, this will use the setting in Tools -> Options... -> Market Data -> Merge policy.
https://ninjatrader.com/support/helpGuides/nt8/?editing_instruments.htm#UnderstandingGeneralSecti on

https://ninjatrader.com/support/help...marketdata.htm

https://ninjatrader.com/support/helpGuides/nt8/?editing_instruments.htm#UnderstandingTheContractM onthsSection


*Critical* After making any changes to the Merge policy, you must right-click a chart for that instrument / data type and select Reload All Historical Data.

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