About the merge historical data

[frankduc]

When you ask to merge contract on sp500 emini from a start day months ago to now, it automatically with some formula reset all contracts like if it was one big contract.

For exemple the high in april 26 2010 was 1216.75 when after merging it becomes 1206.75.

I would like to know if its possible to ignore that option.

I want to merge contracts and keep the price like they were at that time.

Frank
thank you

[NinjaTrader_RyanO]

Hi frankduc,

Thank you for your post.

When merging data NinjaTrader 6.5 will always back-adjust from one month to another using the following formula.

New price = Old price + (Open price of front month of merge date - Close price of expiring month on the day prior to the merge date)

However, with NinjaTrader 7 the data from previous front months is merged automatically and there is the additional ability within the Tools-->Options-->Data Menu to change the Merge Policy to Merge Non Back Adjusted.

[frankduc]

Is NT 7 available now or is it still beta testing?

[NinjaTrader_RyanO]

frankduc,

NinjaTrader 7 is still in beta testing, but so far we have released 22 beta versions, and there should be a production release very shortly. You can download NinjaTrader 7 from the following link.

http://www.ninjatrader.com/webnew/download_current_users.htm

[socoso]

Merge Policy

Hi,
if you set the Merge policy to "MergeNonBackAdjusted" how is the merge supposed to be done in the expiring date?
Is there a change of contract at the beginning of the last day of that expiring month, or the change is done when the expiring month concludes (with the last closed price)?
How is the change of month done?
Thanks

[NinjaTrader_JC]

Hello socoso,

Welcome to the NinjaTrader Support Forums!

NinjaTrader will stitch together the Contract Expires based upon the roll over date set for each instrument with the Merge policy set. You may view the Contract Months and rollover dates inside the Instrument Manager, see the following for more information.
http://www.ninjatrader.com/support/h...nstruments.htm

For more information about understanding merge policies you may view the following link to our Help Guide.
http://www.ninjatrader.com/support/h...rical_data.htm

Let us know if we can be of further assistance.