Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

Merging question

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    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

    Comment


      #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 ?

      Comment


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

        Comment

        Latest Posts

        Collapse

        Topics Statistics Last Post
        Started by mattbsea, Today, 05:44 PM
        0 responses
        1 view
        0 likes
        Last Post mattbsea  
        Started by RideMe, 04-07-2024, 04:54 PM
        6 responses
        31 views
        0 likes
        Last Post RideMe
        by RideMe
         
        Started by tkaboris, Today, 05:13 PM
        0 responses
        2 views
        0 likes
        Last Post tkaboris  
        Started by GussJ, 03-04-2020, 03:11 PM
        16 responses
        3,281 views
        0 likes
        Last Post Leafcutter  
        Started by WHICKED, Today, 12:45 PM
        2 responses
        19 views
        0 likes
        Last Post WHICKED
        by WHICKED
         
        Working...
        X