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IQfeed/NT/IB environment rollover

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    IQfeed/NT/IB environment rollover

    Hi,
    I'm taking a course in an Iqfeed / Multicharts / IB environment, and the rollover process in that environment is a bit of a nightmare. How would the process work in an IQ / NT / IB setup? I've used NT with rithmnic for combines, and the rollover was infinitely more simple and seamless but i think NT uses its own database to prevent fake gaps from throwing off an algorithmic strategy in that setup. How would rolling a position prior to the availabilty of the IQfeed new continuous contract be managed in an IQ / NT / IB environment in the interest of avoiding the fake gap issue?
    thanks,
    David
    Last edited by trader3000a; 03-14-2024, 08:55 AM.

    #2
    Hello trader3000a​,

    Thank you for reaching out.

    If using the front month in NT then the rollover dates and offset values in the Instrument window in NT is used along with the merge policy. You can manually adjust rollover dates and offset values in NT if you wish.

    Instread, you can use ##-## for the contract month to view a continuous contract.

    When connected to IQFeed and use the ##-##, the rollover dates used are set on the IQFeed servers.

    In NinjaTrader, when using the current front month, you can set the Merge Policy setting to either MergeBackAdjusted or MergeNonBack adjusted to create a continuous contract.

    The Merge Policy setting can be found by going to Tools -> Options -> Market Data.

    More information regarding this setting may also be found in our Help Guide:

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

    Let us know if we may be of further assistance.​
    Erick P.NinjaTrader Customer Service

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