NinjaTrader Continuous Future Contract Demo Account

[Peppo]

Hi all,

I have subscribed to a NinjaTrader Demo Account and I followed these instructions to get the live data:

https://support.ninjatrader.com/s/ar...jE2ODc4OTEzNjk.

Now, I would like to display on the chart the continuous contract of, for example, CL.

I have seen in other posts that to get the continuous it is necessary to use "CL ##-##". On the chart, with this nomenclature, I don't see anything displayed.

If I use only the symbol CL and I enlarge the filed of view to some years I see that the data are populated. Is it enough to show the continuous contract or do I need to do something else? Are those data already back-adjusted?

Also with the "Historical Data" by using the symbol "CL ##-##" I cannot download anything. Is it possible to download the data? If yes, are the data already merged?

Thanks & Regards.

[NinjaTrader_ChristopherJ]

Hello Peppo,

Thank you for posting.

Currently the NinjaTrader connection does not offer data for the continuous symbols such as CL ##-##, ES ##-##, etc. therefore the actual traded contract such as CL 09-23.

By default NinjaTrader will automatically merge back adjusted data. For example if you open a CL 09-23 chart with 30 days set to load NinjaTrader will merge data from CL 08-23 into CL 09-23 to backfill your chart and build continuous data.

Let me know if I may be of further assistance.

[Peppo]

Hi Christopher J.,

Thanks for your answer but I still want to clarify few points.

"NinjaTrader connection does not offer data for the continuous symbols such as CL ##-##, ES ##-##, etc.": Is it a limitations for the demo account? What about the live account with NinjaTrader? Do you offer continuous future contracts in live?

"By default NinjaTrader will automatically merge back adjusted data": this means that I can also select a wide range of historical data and NinjaTrader will merge all the old contracts up to the current one. What would be the difference, if any, between the continuous contract CL ##-##, ES ##-## etc. and the merge back adjusted contract created by NinjaTrader in this case?

Thanks.

[NinjaTrader_ChristopherJ]

This would be the same for live accounts as well with NinjaTrader Brokerage. Correct, even when loading data for example one year all previous expiries would be merged automatically using the same process and would display data the same as when using a continuous symbol ##-##.

[Peppo]

Hi all,

I am trying to display on 60 min time frame the instrument "CL NOV23". I am interested in showing all the trading hours from 6:00 p.m. U.S. until 5:00 p.m. U.S. ET but I am using the Europe time zone (UTC+01:00-Amsterdam, Berlin,...). To show all the 23 bars, I am using the "Nymex Metals - Energy ETH" trading hours template.

I would expect to see for each session 23 bars and it seems to be fine for most of them but sometimes it is not the case. For example, on 04 Sep 2023, 19 Jun 2023, 04 Jul 2023... I see the first bar at 01:00 and the last one at 19:00 that means I have 19 bars on a 1 hour chart.

From the chart, I clearly see that sometimes the session delimiters are smaller that the other ones.

Could you please tell me what I am doing wrong?

Thanks.

[NinjaTrader_ChristopherJ]

This is due to early close in observance of US Holidays and early closures at the exchange. You can view Holiday trading hours by going to Tools->Trading hours->Select the template in the left panel and all observed holidays will be listed within the Holildays section.

[Peppo]

Hi Christopher,

thanks for your answer.

I overlooked the holidays plan. Make sense now.

Thank you.

[Peppo]

Hi Christopher,

there is a way to exclude all the holidays at once?

I see in the trading hours template that it is possible to select "Full Day" in the Type properties of the Holiday entry. This will exclude that day entirely.

Is it possible to select all the holidays together and modify to "Full Day" to exclude all of them?

Then, I see the holidays till end of 2023. What about the holidays for the next years? When they are loaded in the trading hours template?

Thanks.

[NinjaTrader_ChristopherJ]

Unfortunately, there is not currently an option to all trading hours within the Trading Hours window. New year holidays are added to the database close to the end of the calendar year.