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Loading continuous contract with MergeBackAdjusted
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Loading continuous contract with MergeBackAdjusted
I have a question about loading contracts with NT's "on the fly" rollover feature using MergeBackAdjusted option. For example, I'm trying to load ES between 1/1/2006 to 12/31/2006. The rollover dates are defined for ES in the Instrument Manager. I load a 5-Range chart starting with 03-06 contract, but it does not roll forward. It only loads 03-06 and the chart ends on the March rollover date... it does not continuously load other contracts for the rest of the range of the chart. What am I doing wrong?Tags: None
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Hello*risingfire,
Charts will not rollover forward.
The MergeBackAdjusted setting will only impact historical data.
To receive data for a 06-15 contract you will need to have the contract month selected. *Historical data for the 03-15 will be loaded from the rollover date back.
Please follow the instructions below to rollover the expiration date of a futures contracts.
From within the NinjaTrader Control Center window select the menu Tools > Instrument Manager
Highlight the contract you wish to rollover in the left side of the Instrument Manager window
Press the ">" button (the instrument will disappear from the list)
Press the "<" button and the instrument should re-appear with the front month expiration date
To view a video demonstration of a futures rollover, please view the following link: https://www.youtube.com/watch?v=t_ky...140D7&index=10Christopher S.NinjaTrader Customer Service
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Ah, okay; thank you. Instead of loading the first contract in the date range, I loaded the last contract and the entire range loaded and back adjusted correctly.
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