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6E contracts with CQG

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    6E contracts with CQG

    Hi,

    I have 6E 03-18 (March 2018 contract) up on my chart (with a CQG demo connection). When I set up a daily chart for 365 days, it gives me history for the whole year. I thought this contract started at the end of December. How come it goes back for the whole year? Are CQG contracts continuous by default?

    Thanks
    MT

    #2
    Hello,

    Thanks for writing in.

    You most likely have your merge policy set to MergeBackAdjusted, which would merge all previous expiry data into the current expiry you are viewing.

    Go to Tools --> Options --> Market data and let me know what is defined there.

    I look forward to your reply.
    Alan S.NinjaTrader Customer Service

    Comment


      #3
      Hi Alan,

      Thank you for your reply. You are right, it is set to "MergeBackAdjusted". So the most recent contract holds the history of all expired contracts as well.

      Thanks
      MT

      Comment

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