Instrument manager

[kaywai]

Hi,

I'm trying to create an instrument list for E-mini S&P 500 but I can only create instruments for expiries that go back to Sept 2014 only. How do I create instruments for further dated expiries?

Incidentally, what is ##-## for?

Regards

Kay Wai

[NinjaTrader_Brandon]

Hello Kay Wai,

Thanks for your post.

With NinjaTraders default merge policy you should be able to access past contracts data with the current front month.
The ##-## contract month is a continuous contract that can be used if your data provider supports it.
Below I have provided a link to the help guide section on Merge Policies.

http://ninjatrader.com/support/helpGuides/nt7/?historical_data.htm

[kaywai]

Hi Brandon,

I have yet to upload the historical data for contracts prior to 09-14. How can i go about achieving that?

Regards

[NinjaTrader_Brandon]

Hello kaywai,

Thanks for your reply.

Open up an ES 09-15 chart and select the Days To Load on it going back as far as you want.
Scroll back on your chart to view that data.
NinjaTrader by default will download the past contract, merge them to the current one, and adjust their prices to remove gaps during rollover.
If you want the actual prices (not adjusted) go to Tools> Options> Data
Under Merge Policy select MergeNonBackAdjusted

[kaywai]

Hi Brandon,

My downloaded intraday data is currently sitting in an excel spreadsheet which i have yet to convert for uploading to NT7. I'd like to upload that data to NT7 for the individual E-mini contracts.

Regards

Kay Wai

[NinjaTrader_Brandon]

Hello Kay Wai,

Thanks for your reply.

Once you convert and import them, with the default settings, you can access the past contracts with the current front month.

[kaywai]

Hi Brandon,

If i can't create the instrument with expiry before 09-14, i won't be able to identify those contracts individually then. Do i understand you correctly?

Regards

Kay Wai

[NinjaTrader_Brandon]

Hello Kay Wai,

Thanks for your reply.

I am saying that you can just use the current font month and look back as far as you want and it will load the correct contract for that time.
After you import the data, you could just select your chart, type on it ES 03-13, and press enter also. This will then open that contract.
If you need further assistance, I recommend you write into platformsupport[at]ninjatrader[dot]com requesting a remote call so we can show you.