Continuous Futures Contracts

[Zeos6]

Hi,

I am currently using Rithmic data feed with the latest version of NT8, R15.1. I know that Rithmic in fact does have a continuous futures contract for many of the instruments, for example ES. Is it possible to chart the continuous contract in NT8? It was possible in NT7. Please advise how. Thank you.

[NinjaTrader_PatrickG]

CQG and Rithmic-based connections use NinjaTrader's historical data servers. NinjaTrader 8's historical data servers no longer provide continuous historical data, so it is not possible to plot a continuous chart with a CQG or Rithmic-based connection.

A connection like Kinetick would provide real-time and historical continuous data.

However, a front month loaded in NinjaTrader 8 with a default merge policy of "Merge Back Adjusted" should be nearly identical to a continuous chart. NinjaTrader automatically merges historical data from past contacts which effectively creates a continuous futures chart. You can continue to increase the 'days to load' property of your chart if you'd like to see more historical data.

[Zeos6]

Thanks PatrickG. Appreciate the info.

[sgordet]

I have "Merge Back Adjusted" Selected..
To look at data behind the front month contract, do I have to have previously downloaded those months or will NT pull the data from the cloud as needed?
I'm planning on setting my "Days to Load" to 90 and will be looking at 15 minute charts..

[NinjaTrader_Marco]

Hello,

Thanks for your post.

When MergeBackAdjusted is selected, data from each individual expiry month across the time span of the historical data request is loaded. Offset values will be used to back adjust the historical price data to match the next front month



Selecting this option, the 03-15 data will be merged with the 06-15 data on the date of rollover (March 12th, 2015) and an Offset value will be used to connect the previous 03-15 contract price point with the first 06-15 contract point.



The result is a continuous chart of ES front month data for the dates selected. Price is seamlessly merged between each contract month.






This data is pulled from the historical data for the contracts being requested

[sgordet]

Thanks, Marco.
Do I have to have previously loaded the historical data onto my computer or will it pull the data from the servers as necessary?
If I need to pull the back months, how do I go about it?

[NinjaTrader_Marco]

Hello,

Thank you for your reply.

If you do not have this data previously downloaded, this will take place automatically when connected to your data feed provider.

Please let me know if I may be of any further assistance.

[wildwex]

Question re: this. What if I'd like to use Continues Contracts using the method described above with my Rithmic connection? How do I do this during PLAYBACK (vs. Backtesting a strategy on a chart?). What data do I need to download and what futures contract symbol would I use?

[NinjaTrader_Marco]

Hello wildwex,

Thanks for your reply.

Rithmic does not support continuous contracts and Rithmic based brokers cannot receive orders placed to continuous contracts.

You can use the current contract and the Merge Back Adjusted setting to replicate the functionality of continuous contracts in playback.

Please let me know if I may be of any further assistance.