How to use market Playback when the contract Expired.

[reddy_yasa]

I have ESZ4 Market Playback data and then the contract rolled over to ESH5. How can I still backtest with the playback data that was downloaded for the past 90 days with ESZ4.

[NinjaTrader_LuisH]

Hello reddy_yasa,


Thank you for posting on the NinjaTrader forums.


To backtest with your ESZ4 Market Playback data, even after the contract has rolled over to ESH5, you can follow these steps to ensure that the past data can still be utilized:

1. Merge Historical Data:
   • Open NinjaTrader.
   • Go to Tools > Options > Market Data.
   • Ensure that the Global Merge Policy is set to Merge Back Adjusted. This setting merges historical data from expired contracts into the currently active contract.

Thank you in advance! Let us know if there's anything else we can assist with.