In my instance I am using IQFeed. I've tried changing the symbol map to @ES# and ES#, but neither of those work (they both just give me a blank chart).
Announcement
Collapse
No announcement yet.
Partner 728x90
Collapse
NinjaTrader
continuous contract instead of merged contracts
Collapse
X
-
continuous contract instead of merged contracts
Take ES as an example. When plotting ES daily bars over a time frame that spans one year, Ninjatrader automatically pulls each of the individual ES contracts needed and then merges them nicely. However, what if I prefer to instead have NT pull the single continuous contract file already provided by my data feed?
In my instance I am using IQFeed. I've tried changing the symbol map to @ES# and ES#, but neither of those work (they both just give me a blank chart).Tags: None
-
It depends on the data feed/broker connection that is connected. When I test a chart for the ES ##-## while connected to IQFeed, I load the requested data. This is with the default symbol mapping of @ES.
Do you also not load data if you test other futures instruments with the continuous contract?JasonNinjaTrader Customer Service
Comment
-
Originally posted by NinjaTrader_Jason View PostIt depends on the data feed/broker connection that is connected. When I test a chart for the ES ##-## while connected to IQFeed, I load the requested data. This is with the default symbol mapping of @ES.
Do you also not load data if you test other futures instruments with the continuous contract?
Comment
-
NinjaTrader Brokerage clients use either CQG of Rithmic for real-time futures data. The historical data for both of these connections is NinjaTrader. The NinjaTrader 8 historical data servers do not provide continuous futures data, therefore, any connection that uses NinjaTrader's historical data servers would not receive continuous futures data.
NinjaTrader automatically merges contracts together based on rollover dates, so you'll find that charting the current front month and looking at the data historically will very closely or exactly match a continuous contract.
Comment
Latest Posts
Collapse
Topics | Statistics | Last Post | ||
---|---|---|---|---|
Started by AdamDJ8, Today, 09:18 PM
|
0 responses
2 views
0 likes
|
Last Post
by AdamDJ8
Today, 09:18 PM
|
||
Started by knowmad, Today, 03:52 AM
|
2 responses
27 views
0 likes
|
Last Post
by knowmad
Today, 09:03 PM
|
||
Started by ETFVoyageur, Today, 07:05 PM
|
0 responses
10 views
0 likes
|
Last Post
by ETFVoyageur
Today, 07:05 PM
|
||
Started by Orion815, 05-02-2024, 08:39 AM
|
2 responses
18 views
0 likes
|
Last Post
by Orion815
Today, 06:24 PM
|
||
Started by suroot, 02-25-2017, 04:43 AM
|
11 responses
2,554 views
0 likes
|
Last Post
by Zilvercat
Today, 05:36 PM
|
Comment