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
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