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.
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