continous contract vs merge back adjusted

[brent_]

Hello,

I have the following questions

1) any market data difference when using continuous contract and merge back adjusted?

2) What algorithm is used for merge back adjusted?

3) If the market data provider I choose does not support continuous contract, would merge back adjusted work so that I will have continuous contract

4) Would a strategy see the same market data as I see from chart?


Thanks a lot.
Brent

[NinjaTrader_DrewO]

Hello Brent,

1. Provided the continuous chart and the chart using MergeBackAdjusted utilize the same data provider, they should look almost identical.

2. Unfortunately, I am not sure what the backend of these settings would be. I am not sure if this information would be publicly available. However, I can gather further information in regards to this matter and follow up as soon as possible.

3. Correct, many clients use MergeBackAdjusted when connecting to data providers that do not support continuous contracts.

4. The data displayed on a chart will be displayed as it is received from the data provider. Any strategies would use this same data.

[NinjaTrader_DrewO]

Hello Brent,

Unfortunately, there would not be any information publicly available about the backend of the MergeBackAdjusted setting.