Merging previous contracts

[janseun]

Hi everyone

I'm using NinjaTrader Continuum for historical futures data. When looking at historical contract data, I'm noticing differences between how NinjaTrader merges historical futures data, and other platforms.

Problem is, none of my trendlines make any sense if I now try to fit it to historical data, since the price levels are completely different. I'm in particular looking at the difference between historical data on Thinkorswim and NinjaTrader.

I don't know which is "correct", but where can I learn more about how Continuum merges historical contract data to create continuous futures data, and are there settings that can be adjusted to change how historical futures data is handled from Continuum?

Thanks
Jan

[NinjaTrader_AlanS]

Hello janseun,

Thanks for writing in to our Support team.

You may adjust your global merge policy to change how NinjaTrader merges historical data when you are looking at the current contract.

You can find this option in the Tools --> Options --> Market data section of the Options window.

You can find more information about that in our help guide here:

http://ninjatrader.com/support/helpG...rge_policy.htm

Please let me know if I may be of any further assistance.

[janseun]

Alan

Yes - thank you. After playing around, I was able to get it to be consistent.

For future reference, if you're used to looking at charts on TOS / Thinkorswim, I found that to be consistent set the Global Merge Policy in Options -> Market Data -> Global Merge Policy to "Merge non back adjusted".

Jan