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Spread with Continuum data

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    Spread with Continuum data

    Dear Ninjatrader-Team,

    I tried to plot the spread of the ES March and the ES June. But somehow the Continuum data only has different data for the last tick of both instruments. The Free EOD Kinetik data shows totally the same data for both instruments. Has somebody an idea whats wrong?

    Kind regards,
    Harvard

    #2
    Hello,

    Thanks for the post.

    This is most likely due to your Merge Policy that is configured in the platform.

    By default, the merge policy is set to 'Merge back adjusted' which will create a continuous chart no matter which contract you have selected.

    In cases like this, you may want to use 'Do not merge' so that you can compare two different contracts without any continuity between the two.

    This setting may be adjusted by going to Tools->Options->Market Data from the Control Center. Find 'Merge Policy' and change it to 'Do not merge'. Click OK and then right-click on your chart and select 'reload all historical data.'

    Here is the Help Guide article that goes over Merge Policy:
    Please let us know if you have any further questions.
    Last edited by NinjaTrader_Melissa; 03-03-2021, 02:53 PM.
    Melissa J.NinjaTrader Customer Service

    Comment


      #3
      Thanks a lot for your help.

      Comment

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