I've searched this all over and can't seem to get a straightforward answer. When I set "Merge policy:" to "MergeBackAdjusted", and download all available data for a front-month contract, e.g. ES 06-13, using NinjaTrader's historical data manager and an IQFeed connection, the downloaded data is still simply for the front-month contracts, without any continuous back-adjustment. Am I correct?
Let me give an example of what I mean:
When I download data for ES 06-13 with a 2005 start date, I notice that this wouldn't download all existing ES 06-13 data on the IQFeed servers, which goes back as far as April 2012. Instead, I get only the March 2013 data, meaning I'm only downloading the front-month contract data for each time period.
I also noticed that there will be overlapping days of data in March for ES 03-13 and ES 06-13... and the prices and volumes are not the same on these days. i.e. No back-adjustments were made.
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