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Merging question

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    Merging question

    I understand the price merging policies NT uses to build a continuous contract , what it is not clear to me is how NT chooses the time to merge the data series and how it does that for globex contracts .

    #2
    Hello max1ci6,

    Data is merged as per the rollover date that is setup. You can view the rollover dates as follows. Please go to Control Center-->Tools-->Instrument Manager. Highlight the instrument in the 'Available master instruments' section and click Edit. Subsequently select the Misc-tab and scroll to the bottom. Select the 'Contract months' row and click the '...' button that appears. Select an expiry month and you will see the rollover date listed.
    JasonNinjaTrader Customer Service

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      #3
      Thanks Jason

      i see the planned dates now (instance for ES) the front contract March will be rolled on 8/3/2012 into June contract, what will NT do that day if i have selected to merge and i chart June contract?
      Will it use March data (udjasted or unadjusted as set) up to the rth close of 7/3/2012 and then June Data ?

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        #4
        Yes, historical data before 3/8/2012 will loaded from the 03-12 expiry.
        JasonNinjaTrader Customer Service

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