I need continuous contracts in NT using esignal feed - Please advise

[JW618]

I need both front month contracts (unmerged) and continuous contracts in NT using esignal feed
I set the instruments (futures) properties, merge policy to do not merge for the front contracts.
How can I obtain the continuous?
Thanks,
Jack

[NinjaTrader_Clayton]

Hello JW618,

Thank you for writing in.

I am going to provide a little extra information with my response just in case another user comes across this post and needs the additional information to find their answer.

The ability to see a Continuous Contract or not depends on who you are connecting to for market data.

• A Continuous Contract is sent from the market data provider as a Continuous Contract and is put together by them, not the NinjaTrader platform

If you are using a Market Data Provider that provides Continuous Contracts, which eSignal does, then you can use the following steps to look at the Continuous Contract in NinjaTrader

• Type the NinjaTrader Instrument Symbol and then ##-## for the Contract/Expiry. ##-## is (Pound)(Pound)(Hyphen)(Pound)(Pound) with no spaces in between.
  • Here are a few examples:
    • ES ##-##
    • MES ##-##
    • MCL ##-##

If you go to a chart and manually type in "ES ##-##" and nothing loads in, you are not getting continuous contracts from your market data provider.

Here is an example with the Continuous contract on the very top and then each of the different contracts showing only their Historical Data. I have the Merge Policy set to "Do Not Merge" to achieve this:

[JW618]

Clayton,
Great explanation. Just what I need. One more question: If I am using both front and continuous contracts then I cannot change the ES instrument expiration date (use this for front) so I assume that I need to make another ES instrument with the ##-## for expiration. Is it possible to "copy" an instrument so that I don't need to enter all the relevant info for ES in this example?
Thanks,
Jack

[NinjaTrader_Clayton]

Hello JW618,

Thank you for the follow-up quesiton.

You should not need to create any custom instruments.

A Continuous Contract cannot be traded on. Since it doesn't specify a Front Month, there is no way to trade on it. A Continuous Contract is essentialy there to be used for analysis.

• Just go to a chart and type the Symbol followed by ##-##

On the Windows/Charts where you specify an instrument and contract, those windows can be used to place trades.

• When you select these instruments, you are specifying the Instrument and Contract you want to place the orders to so you are able to trade those
  • For example, ES 06-22 specifies the Symbol/Instrument we are trading and the specific Contract/Front-month the order is placed on.

All you need to do is make sure you have the Instrument and contract you want to trade set up in the window you want to place trades from then you can switch between the instruments and place the orders on your desired Contract/Instrument.

[JW618]

I tried entering ##-## previously and got an error, I must have mistyped a character. It all set now. I appreciate the assistance on this.
Thanks,
Jack