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Volume profile across multiple contract expiry dates

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    Volume profile across multiple contract expiry dates

    Hi,

    In March we rolled over to the NQ/MNQ 06-23 contract. My question - is it possible to see a volume profile that somehow merges the volumes from the previous NQ/MNQ 03-23 contract and the current contract?

    Warren

    #2
    Hello Warren,

    Thank you for your post.
    The 'Merge Policy' option in NinjaTrader determines how the merging of historical data for futures contracts is handled during a contract rollover.
    For example: If requesting a chart of the ES 06-23 from March 1st through April 1st, two contract months are the front month during this time span (03-23 and 06-23). The way the chart will display those contracts will depend on the merge settings.

    The merge policy would affect which contract is displayed after the rollover date.
    More information about Merge Policies can be found in our Help Guide: https://ninjatrader.com/support/helpGuides/nt8/merge_policy.htm?zoom_highlightsub=merge+policy

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