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Hello,
Not all data providers support continuous contracts, and this may be the reason that you cannot bring this instrument up. Not to worry -- there is a way to mimic a continuous contract by changing your merge policy. To do this, first click Tools > Options > Data tab, then change the value in the "Merge Policy" dropdown menu to "Merge Back Adjusted." After this, right-click in your chart, then click "Reload All Historical Data." This will merge historical data from previous contracts into the current contract.
As a side note -- please note that the ES 03-15 rollover was today, so if you are seeing a gap on a 03-15 chart, the issue should be resolved by switching to 06-15.
Please let me know if I can assist further.Dave I.NinjaTrader Product Management
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Hello,
I'm seeing the same thing on my chart, and I also see the same with my merge policy set to "Do Not Merge." This means that the data at this point is actually showing for the specific contract that you are looking at. Since the 06-15 contract had its own data at this point (12/16/2014), it is not merging the 03-15 data into the 06-15 contract for that particular date -- it will merge the data at the point at which the 06-15 had no data to display.
The 03-15 and 06-15 prices tracked each other very closely for the past few months, which is why the chart patterns look identical, but the prices are slightly different.
Please let me know if I can assist further.Dave I.NinjaTrader Product Management
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Originally posted by bdelorm View Postbut prices arent slightly different...more like 8 points!!!
If you have a look at futures contracts on a total return index - such as the FDAX - you will notice that the new contract trades at a higher price compared to the old one. This can be explained by the interest saved compared to an outright position in the underlying stocks.
Please do some basic research on how index futures are priced.
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