Getting continuous futures contracts

[dcheg]

Hello. I can see chat data for futures using Interactive Brokers connection, but when I try to get data for continuous contract (ES ##-## for example) NT says "Error on loading chart data...."

Thanks

[NinjaTrader_Jason]

Hello dcheg,

Unfortunately continuous contracts are not supported with IB.

[dcheg]

Hello, Jason. Is it possible to create continuous futures contract in Ninja Trader, based on simple futures contracts (from IB for example)?

[NinjaTrader_Jason]

Yes, you can use the 'Merge policy' setting to load historical data from previous expiries. NinjaTrader merges data automatically when you request historical data that spans multiple expiries if a merge policy is enabled. Go to Control Center-->Tools-->Instrument Manager, highlight an instrument and click Edit. Check what setting is used for 'Merge policy'.

If enabled and you request historical data that spans across multiple expiries, it will automatically merge data from previous expiries in the chart. It will be merged as per the rollover dates that are setup.

If disabled (DoNotMerge) you will only load historical data for the expiry in question.

You can find the rollover date as follows. Please go to Control Center-->Tools-->Instrument Manager. Highlight the instrument in the 'Available master instruments' section and click Edit once more. Select the Misc-tab and scroll to the bottom. Select the 'Contract months' row and click the '...' button that appears. A new window will open up which will list the expiry months with the rollover date.

[coolhandsg]

Historical Data from Kinetick

Hi NT Support,

I noticed that the continuous contract data labelled ##-## provided by Kinetick appear to be offset from the actual price of the current contract. As such I wanted to use the actual contract month price for my backtesting.

Q1: Can I confirm that if the month is Sep-17 then if I use Merge Back Adjusted and 90 days I should be able to see data all the way back to say Jun or Jul-17? At this point I am seeing big gaps in the data for the months of June and July 17 and it does not matter what the merge method use is.

Thanks.

Alvin

[NinjaTrader_Jason]

Hello Alvin,

Yes, when historical data is merged back adjusted, you should be able to load such data.

Can you please go to Control Center-->Tools-->Instrument Manager. Highlight the instrument in question in the 'Available master instruments' section and click Edit. Could it be using a different setting than UseGlobalSettings? If so, please select UseGlobalSettings (or MergeBackAdjusted) and click OK.

Remove and re-add the instrument in your instrument list for the change to take effect and click OK in the Instrument Manager. Instructions can be found at the link below.

http://www.ninjatrader.com/support/helpGuides/nt7/instrument_lists.htm

Reload historical data in the chart and check if data is loaded as expected.