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Continuous Contracts

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    Continuous Contracts

    Does CQG support continuous contracts? If so, where can I find the symbol list. Thanks for any suggestions you may be able to provide.

    #2
    Hello Zeos6,

    With CQG you will need to use a merge policy setting of either merge back adjusted or merge non back adjusted to view a continuous contact.

    You can find the merge policy setting in NinjaTrader 7 by going to Tools > Options > Data tab.

    You can find the merge policy setting in NinjaTrader 8 by going to Tools > Options > Market data.

    Please see the link below for information on the merge policy settings.

    http://ninjatrader.com/support/helpG...rical_data.htm
    Christopher S.NinjaTrader Customer Service

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      #3
      Thanks for the info Christopher. Much appreciated.

      As an aside, can I create my own symbol for the continuous contract to differentialte it from the futures contract? In other words, I want to differentiate ES future from ES continuous. Any suggestions? Thank you.
      Last edited by Zeos6; 02-06-2017, 02:03 PM.

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