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Merging FDAX Data

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  • BrandonLG83
    replied
    Okay, great thanks for the clarification. Much appreciated.

    Leave a comment:


  • NinjaTrader_ChristopherJ
    replied
    Hi BrandonLG83,

    Yes, this date used will be for the last date traded and the date the new expiry begins to trade.

    Leave a comment:


  • BrandonLG83
    replied
    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

    Leave a comment:


  • NinjaTrader_ChristopherJ
    replied
    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.

    Leave a comment:


  • BrandonLG83
    started a topic Merging FDAX Data

    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

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