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Merging FDAX Data

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    Merging FDAX Data

    I'm trying to perform a merge on FDAX September contract and current December contract, but I'm very new to European futures, so I'm uncertain as to the exact parameters that I need to be using. I've posted a screen shot of my current date settings below. I'm wanting to confirm that these are indeed correct. Also, would the same settings be valid for the FESX contract as well?

    I appreciate the help
    Attached Files

    #2
    Hello BrandonLG83,

    Thank you for your post.

    Yes, when merging data you may use the dates you referenced in your screen shot for both FDAX as well as FESX.

    Please let me know if I may be of further assistance.
    Christopher J.NinjaTrader Customer Service

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      #3
      Thanks, ChristopherJ, for your quick response. I appreciate your help! I just want to confirm that the dates I've selected match up with the FDAX rollover dates. If I understand correctly, the rollover date is the actual day of expiration for the FDAX. Is it correct? Sorry to seem redundant I just want to make certain.

      Thanks

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        #4
        Hi BrandonLG83,

        Yes, this date used will be for the last date traded and the date the new expiry begins to trade.
        Christopher J.NinjaTrader Customer Service

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          #5
          Okay, great thanks for the clarification. Much appreciated.

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