MergePolicy

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MergePolicy

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Definition

Indicates the Merge Policy configured for the Master Instrument properties.

 

Property Value

Represents the MergePolicy that is configured for the current master instrument.

 

Possible values are:

 

DoNotMerge

No merge policy is applied

MergeBackAdjusted

Merge policy is applied between contracts along with rollover offsets

MergeNonBackAdjusted

Merge policy is applied between contracts without offsets

UseGlobalSettings

Uses the value configured from Tools -> Options -> Market Data

 

Syntax

Bars.Instrument.MasterInstrument.MergePolicy

 

Examples

ns

//Prints a warning, indicating what merge policy is in use if not using global settings

if (Bars.Instrument.MasterInstrument.MergePolicy != MergePolicy.UseGlobalSettings)

{

 Print("Warning: Instrument has merge policy of " + Bars.Instrument.MasterInstrument.MergePolicy);

}