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NinjaTrader
What is the diiference between merge non back adjusted and do not merge
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Hello,
Thanks for the inquiry.
Merge non back adjusted will merge past contract months on the specified roll date, but will not adjust for any offset between the contract months.
Do not merge does not merge past contracts, and plots only the expiration/contract that you have selected in your data series.
Please let us know if you have any further questions.Ryan S.NinjaTrader Customer Service
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Hello,
If set to 'do not merge', only the loaded contract would be showing. So if you load ES 03-20, you would see 150 days of data for the ES 03-20 contract. No data from the 12-19 or 09-19 expiration would be included.
Please let us know if you have any further questions.Ryan S.NinjaTrader Customer Service
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Hi, thx. I usually use continuous chart, can you please explain how far back does chart go in this example, if you load 03-20 ES do not merge.
For instance with continuous you can go 5, 10 years back, so how far back does it go on single expiry?
And I'm under impression most people use continuous charts, is that correct in your experience?
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Hello,
With 'do not merge' selected there is usually around 6 months of historical data for that contract, although the data will become thinner if it is not the current front month going back in time.
Continuous charts will require one of the merge policies that merge contracts. If looking to plot further than 3-6 months, you may want to consider using continuous chart styles so you have more data available to chart. The amount of data available for continuous charts will depend on your data provider and what interval data you are loading (minute, daily, tick, etc.).
Please let me know if I may assist further.Ryan S.NinjaTrader Customer Service
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Hello,
Daily bars' OHLC values will be determined directly by the data provider, so there is no way to alter this. However, you can load a 1440 minute chart and set the trading hours template to an RTH template of the instrument you are trading to have the close value be the last traded price of the session.
Please let us know if you have any further questions.Ryan S.NinjaTrader Customer Service
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