Volumes during backtesting session spanning multiple old contracts

[VFI26]

Hi,

I want to becktest my strategy from November 2023 up to today. My question is about the volumes that I read for those candles printed in periods where there were older contracts with respect to the current one: how is this managed?

For instance: if I select as instrument for the backtesting ESJUN24 which volumes are available for those candles in the month of November? Are they those associated with contract ESDEC23?

Thank you in advance.

[NinjaTrader_Jesse]

Hello VFI26,

Volume is one of the data points for historical data so you you should be able to see volume for each candle during historical data. You can view the data by either opening a chart and applying the VOL indicator or also using the historical data manager.

https://ninjatrader.com/support/helpGuides/nt8/editing.htm