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Continuous Futures Contracts

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    Continuous Futures Contracts

    Hi guys,

    I am trying to work out how to creat continouos futures contracts. I have gone into the Tools/Hist Data/Merge data but when i get here I am not sure what to do eg I am trying to update my Mini Hang Seng contract. So I take the Aug one out of the Intstrument Manager and replace it with the sep one but then I cant update the data. Do i have to have both of them within the instrument manager when I wish to merge? Or am I completely off track (quite likely!!)

    Regards

    Matt

    #2
    Yes, try and create both of the instruments in the Instrument Manager. The merge from instrument and the merge to instrument. Then try and merge. You do need to have at least one days of data in the merge to instrument.
    RayNinjaTrader Customer Service

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