Continuous contract data merge

[janniss]

Hi,
I bought 1min historical data (few years to past) of some futures. Now I'm trying to import this data do NT as a continuous contract and then I want to connect NT to IB data feed and continue in continuous contract. Can someone help me, to do this? I need just some short instructions how to do it.

Thanks for useful responses.
Martin (NT absolute novice )

[NinjaTrader_Jason]

Hello Martin,

You can import historical data by following the step by step instructions in the link below.

http://www.ninjatrader-support.com/HelpGuideV6/Import.html

Once you have imported all the data, you will have to merge the various contracts to the current front month of the instrument. For example, you would merge data for the ES 09-07 into the ES 12-07 and the ES 12-07 into the ES 03-08 and so on. More information can be found in the following link.

http://www.ninjatrader-support.com/HelpGuideV6/Merge.html

[janniss]

Yes, I read this about three times, but
1) should I import both of 1min and daily data, or 1min can be used to calculate daily bars?

2) if I import olny 1min data and try to merge it to 'current' contract, I get this error:

[NinjaTrader_Eamon]

Hello,

You will need to import both your historical minute and daily data.

The error message you are receiving indicates that you do not have the historical data within your database. Because this data is not contained you will be unable to merge the requested contract.

[sjmuk]

Could you tell me where you bought your historical data and how much for how many symbols?

ta

[NinjaTrader_Tim]

Hi sjmuk,

Just a note that the original post is quite old, and you may have better luck contacting the poster directly.