how to switch to continuous futures contract

[wyifei6688]

Hi,

I heard Ninja Trader support continuous contract such as ticker xx-##-## (such as 6S-##-##). However, this does not show any data but 6S Dec 23 shows data. I wonder how to switch from a particular contract (such as Dec 23 contract) to continuous contract?

[NinjaTrader_Manfred]

Hello wyifei6688,

Thank you very much for your post.

While the NinjaTrader platform itself supports continuous futures instruments, this also has to be supported by your provider.

At the current time, only Kinetick, eSignal, and IQFeed support this feature.

To compensate for this, NinjaTrader uses the historical data of past contracts with a rollover offset.

This means if you chart e.g. the ES 12-23 and load 1 year of data, the platform would also request data for the 09-23, 06-23, 03-23, and 12-22 expirations, then offsets the historical data for each rollover based on the new trade price.

This creates a virtual, continuous chart that would be identical to the continuous data provided by the above providers. The only difference is that this merge occurs on your platform, rather than on the provider's end.

Further information in this regard may also be found in our HelpGuide below:

https://ninjatrader.com/support/helpGuides/nt8/merge_policy.htm?zoom_highlightsub=merge

Please don't hesitate to let me know, should you have any further questions!