AddDataSeries Continuous Contract

[BarzTrading]

In my strategy if I call

AddDataSeries("ES ##-##")

I get the continuous contract.

However, if I call

AddDataSeries("ES 12-18")

I only get the individual contract even though my merge policy is set to "Merge back adjusted."

I didn't see an overload of AddDataSeries that takes a merge policy. What is the correct way to load a continuous contract? Is "ES ##-##" the only way? How would you load a non back adjusted continuous contract?

[NinjaTrader_PatrickH]

Hello BarzTrading,

Thank you for your post.

AddDataSeries("ES 12-18"); should work if you have the Merge Policy set as needed under Tools > Options > Market Data > Historical > Global Merge Policy. Also ensure you have not somehow set the instrument to a specific Merge Policy under Tools > Instruments > search for your instrument > select the instrument > Edit > make sure Merge Policy is set to 'Use global settings' or to the desired Merge Policy.

If your Merge Policy properly for MergeBackAdjusted or MergeNonBackAdjusted then you should be able to get a "continuous" contract from ES 12-18. Otherwise use ES ##-##.

I am able to pull "continuous" contracts using Kinetick, MergeBackAdjusted, and ES 12-18.

Please let me know if you have any questions.

[BarzTrading]

Thanks again, Patrick. Not sure what was going on before, but today everything is working perfectly as you describe.