Futures contract merging is frustrating with NT. I love the product, but I struggle with getting to grips with this. Why not use the continuous contract capability of the (IQ) datafeed you ask --- because it is not adjusted for contract rollover. In fact the only people I know that do this automatically are TradeStation.
OK so I want to merge the YM 03-08 with the YM 06-08 starting from 13 September to 13 March (I believe I have already successfully merged YM 12-07 with YM 03-08). These are the inputs I place in the data merge function, but for the life of me I cannot get it to work. It goes through the process of merging the data - apparently successfully, but when I view the YM 06-08 on a daily chart there are no data prior to 13-March.
Am I doing something fundamentally wrong?
PS I have read the help page again & again ... .... & again on this one.
PPS When is the ETA for this to be automatically calculated with NT?
Please help.
thx
David
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