roll over

[anmir55]

Hello, How can I combine the DATA and PRICE from yesterday with the contract ES 03-12 and ES 06-12 today PRICE and DATA.

Thank you

[NinjaTrader_Matthew]

This should be handle automatically depending on your Merge Policy settings under Tools--> Options--> Data tab.

As long as you have this set to either MergeBackAdjusted or MergeNonBackAdjusted, you should see the 09-11 data merged into yesterdays 03-11 data.

You can read more about Understanding Merge Policy settings from the following link:
http://www.ninjatrader.com/support/helpGuides/nt7/index.html?historical_data.htm

[anmir55]

Ok, but that always happens at the end of ES03-12 and starts ES06-12 but is it possible to merge yesterday 030712 an today 030812 although there is a gap?

[NinjaTrader_Matthew]

You can specify the day you wish the contracts to merge by going to Tools--> Instrument Manager--> locate the instrument and select 'Edit'.

From the Instrument Editor, click on the Misc tab--> scroll down the the "Contract Months" section.

Click here for more information on Understanding the Misc tab > Contract Months


You will want to edit the 06-12 roll over date to the day you wish to roll over and then hit ok.

Once you have made this change, you can right click on your charted instrument and select 'reload all historical data'.

[anmir55]

thank you for your help