How do I replay market data for CL without having to select one contract for every new month?
I have Merge back Adjusted marketed in the Options Market Data checked.
I have Merge back Adjusted marketed in the Options Market Data checked.
-
Hello tradingali,
Thank you for your post.
When you're using the Playback connection, it uses both historical and playback data.
With a Playback connection you go to a specific date/time before playing it. All data that exists prior to this date/time is considered the historical data. With Merge back adjusted selected, by default NinjaTrader merges all previous contract data with the current contract. If you need additional historical data, you would need to download the playback data for each additional historical day individually. In order to download this playback data, you would need to connect to a real-time data provider and then navigate to the Historical Data window (from the Control Center, Tools>Historical Data). In the Load tab, select your instrument, desired date, and click Download.
If your live data provider supports continuous contracts, you could also record the ##-## expiration if you wanted to start preserving your playback data into a continuous style contract. In order to enable this, from the Control Center click Tools>Options>Market data, and then check Enable market recording for playback.
I have provided a relevant section of the Help Guide:
If I may be of further assistance please let me know.
Comment