ES ##-## -cannot route actual order with this symbol to Ninjatrader Continuum

[retail trader]

Hello, I am running a strategy. There is a significant difference in backtesting/performance with using ES ##-## Continuous Symbol vs. using the ES front month--currently ES 3-19.
I use Kinetick to pull up the ES ##-## chart. I am also connected to Ninjatrader Continuum for all my orders/trades. I cannot trade the ES ##-## then to Ninjatrader Continuum-I get an error message stating Commodity is disabled for trading at this time affected Order. Assume they don't support this symbol??

If not--because I am finding such a difference between ES ##-## (better performance by a lot)---vs. ES 3-19--is there any solution to this??
What other brokers would accept trading ES ##-## with Ninjatrader 8. Or, is there a way through symbol mapping or order routing schemes that based on the chart in my current situation: ES ##-## trade with my strategy tells it to trader the ES 3-19?

[NinjaTrader_Jim]

Welcome to the forums retail trader!

Do you have a Merge Policy set to something other than MergeBackAdjusted? (Control Center > Tools > Options > Market Data) As Continuous Contracts are previous contact months spliced together, this is what the Merge Policy aims to accomplish. If you are seeing a difference over the same period of time backtesting between a Continuous Contract and the front month using MergeBackAdjusted, I would then suggest to compare the data sets and to use Reload All Historical data on your chart to request that data set again if you see any gaps or discrepancies.

Additional reading on Merge Policies can be found here - https://ninjatrader.com/support/help...rge_policy.htm

Getting an error stating a commodity is disabled would mean that the error has come from the broker and that would not be a symbol that is allowed to be traded. Generally if a provider does not provide realtime data for a symbol it does not allow trading to it. That is the case for NinjaTrader Continuum and our other supported brokers. The front month should be used for trading.

My suggestion would be to investigate the differences in data which are creating the different trade results since MergeBackAdjusted will build the same thing as a Continuous Contract. If there are subtle differences in the data between different providers, you may wish to submit the orders to a single tick data series for better backtesting accuracy to minimize the differences in backtest results.

Additional reading on how historical orders are filled and where differences can be seen is linked below.

Discrepancies between realtime and backtesting - https://ninjatrader.com/support/help...ime_vs_bac.htm

Backtesting with intrabar granularity (Using a single tick data series for historical order fills) - https://ninjatrader.com/support/help...ipt_strate.htm

Historical Fill Processing (See High Order Fill Resolution) - https://ninjatrader.com/support/help...ical_fill_.htm

Please let us know if we can be of further assistance.

[bltdavid]

I cannot trade the ES ##-##

And you never will.

This is an extremely special 'fake' contract that has no representation at the exchange, so there is nothing to trade.

It is 'fake' but extremely useful -- it represents a smooth merging of price data for the overlapping period of time
between old contracts that are expiring soon and new contracts that are ramping up.

I may be wrong, but a "continuous contract" is not (I think) a standard thing, it seems every charting platform
decides how to merge overlapping contract data on their own.

Continuous contracts are probably more helpful for chart users, since that was the original intent way back when
charting platforms started to support the concept.