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Pulling continuous contract data

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    Pulling continuous contract data

    Hi,

    First I would like to stress that my question is not about NinjaTrader's merge policy, which I'm utilizing and is working great. The question is about the continuous contract data as provided by a data provider and accessed via NinjaTrader's ##-## instrument naming. What happens when a data provider features more than one continuous contract instrument?

    To use ES as an example --

    IQFeed provides two continuous contract instruments:
    @ES# - non back adjusted
    @ES#C - back adjusted

    NinjaTrader maps ES ##-## to @ES# by default. What would be the way to pull data from the other instrument, @ES#C ?

    A possible solution would be to create a separate instrument and map that directly to @ES#C, but that is not a perfect solution in my case and I'm not sure it's even possible, I haven't tried it. I'm hoping there is a simpler way, a setting I'm missing.

    If there isn't one, I'd like to make it a feature request. A separate symbol map to the continuous contract, for when a data provider has more than one such instrument.

    Thank you.

    #2
    Hello digibob,

    I don't see a way to retrieve this data. I tried with different symbol mapping, but I'm not successful.

    I have submitted this as a feature request to the Development Team. I will follow up with an internal tracking number for your reference as soon as it is created.

    Thanks in advance for your patience.
    JasonNinjaTrader Customer Service

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      #3
      Thank you, Jason.

      Comment


        #4
        Thanks for your patience.

        The internal tracking number for your feature request is SFT-2407. We added your vote. Please reference this internal tracking number when contacting Platform Support if you ever have questions regarding this feature request.

        When a feature request is implemented, you'll find a description of the new feature in the release notes:
        JasonNinjaTrader Customer Service

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