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continuous contract instead of merged contracts

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    continuous contract instead of merged contracts

    Take ES as an example. When plotting ES daily bars over a time frame that spans one year, Ninjatrader automatically pulls each of the individual ES contracts needed and then merges them nicely. However, what if I prefer to instead have NT pull the single continuous contract file already provided by my data feed?

    In my instance I am using IQFeed. I've tried changing the symbol map to @ES# and ES#, but neither of those work (they both just give me a blank chart).

    #2
    Hello YD777,

    Can you please switch back the symbol map to its original setting - @ES. Subsequently create a new chart for the ES ##-##. ##-## is used for continuous contracts in NinjaTrader.
    JasonNinjaTrader Customer Service

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      #3
      ????

      That's funny, I was told by one of the NT techs on this forum only a week or so ago that continuous contracts are not supported in NT8.
      Because I want to use one that I was using in NT7, but am unable to in NT8. Which is a real bummer.

      Comment


        #4
        It depends on the data feed/broker connection that is connected. When I test a chart for the ES ##-## while connected to IQFeed, I load the requested data. This is with the default symbol mapping of @ES.

        Do you also not load data if you test other futures instruments with the continuous contract?
        JasonNinjaTrader Customer Service

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          #5
          Originally posted by NinjaTrader_Jason View Post
          It depends on the data feed/broker connection that is connected. When I test a chart for the ES ##-## while connected to IQFeed, I load the requested data. This is with the default symbol mapping of @ES.

          Do you also not load data if you test other futures instruments with the continuous contract?
          I have only tried the 6A futures cont contract, it's the only market I wan't to use a continuous contract for at present. My broker is Phillip Capital and data is Continuum.

          Comment


            #6
            Unfortunately continuous futures are not supported when connected to NinjaTrader Continuum in NinjaTrader 8. YD777 connects to IQFeed which does support continuous contracts in NinjaTrader 8.
            JasonNinjaTrader Customer Service

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              #7
              Originally posted by NinjaTrader_Jason View Post
              Unfortunately continuous futures are not supported when connected to NinjaTrader Continuum in NinjaTrader 8....
              Is is supported by the NT futures brokerage?

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                #8
                NinjaTrader Brokerage clients use either CQG of Rithmic for real-time futures data. The historical data for both of these connections is NinjaTrader. The NinjaTrader 8 historical data servers do not provide continuous futures data, therefore, any connection that uses NinjaTrader's historical data servers would not receive continuous futures data.

                NinjaTrader automatically merges contracts together based on rollover dates, so you'll find that charting the current front month and looking at the data historically will very closely or exactly match a continuous contract.
                Patrick G.NinjaTrader Customer Service

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