IQFeed and continuous back adjusted contract

[NinjaTrader_RyanO]

Hi smeagol,

In reviewing a chart I am seeing the same thing on my end. This data for the continuous contract is provided directly by IQFeed, and we can not modify that data as it is provided. All we can do is edit the data.

If you go to Tools-->Historical Data Manager-->Edit for the CL continuous contract you can modify the data for bars near roll-over date so that it will display more closely to the CL 10-10 contract.

You can decide whether to back-adjust the data from IQFeed, and then manually adjust the results. It would be possible to manually adjust whether the data is back-adjusted or not. Either way the process to edit the data is from the Historical Data Manager.

http://www.ninjatrader.com/support/helpGuides/nt7/index.html?editing.htm

[smeagol]

Well that wont work because I need exact minute and tick data through every session and simply editing the bars will not shift all the previous data through rollovers

[NinjaTrader_RyanO]

smeagol,

NinjaTrader will display the data as it is received from the data provider, and that can not be modified except in the manners outlined already. In terms of editing, and modifying data you can use the Historical Data Manager, or Merge Back Adjusted data but that data still ultimately comes from IQFeed.

If editing the data will not allow you to still have the precise information that you want from IQFeed then you can look into importing data from another source.

http://www.ninjatrader.com/support/helpGuides/nt7/index.html?importing.htm

Beyond that though there are not many options for modifying data within NinjaTrader to dramatically alter the data that is provided by your data-feed.