Thread: What is the symbol for continuous future contracts

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  1. #1

    Default What is the symbol for continuous future contracts

    Hi

    I am new to ninja trader. In trade station, interactive brokers, think and swim, etc there is a symbol for continuous contract for say the ES, emini S&P. I cannot seem to find this basic function in ninja trader 7. Please Help.
    Also, what it is in ninjatrader 8. Do we need a special data.

    For example, I would like to back test an automated trading strategy. Or draw long trendlines and price points etc.
    Thank you,
    Craig

    I asked this on a presentation today, they said they would get back to the group and never did.
  2. #2

    Default

    Hello Craigthinks,

    Thank you for your post and welcome to the NinjaTrader Support Forum!

    As koganam provided, in both NT 7 and NT 8 the continuous contract is ##-##. In backtesting you can also use the Merge Policy of Merge Back Adjusted or Merge Non Back Adjusted for historical futures data to merge the previous contracts when just choosing the current contract to backtest on. More information on Merge Policies can be found at the following link: http://www.ninjatrader.com/support/h...rical_data.htm

    Please let me know if I may be of further assistance.
  3. #3

    Default

    when I select the ##-## contract to plot on a chart, price doesn't update. My data provider is Continuum: does this have anything to do with it?

    Thank you
  4. #4
    Duasenmiscics
    Guest

    Default

    Thank you for your patience. Could you please clarify a few items so I can provide you with a better answer?

    -Does the same thing happen when you request any continuous contract or just a specific contract? For example: ES ##-## and NQ ##-## or just ES ##-## etc.
    -Are you using a Continuum demo account?
    -Can you get real time data for the same instrument with a regular contract (like ES 09-15)?
  5. #5

    Default

    Thank you Michael and Jason for your help in private.

    So, it turns out that CQG/Continuum doesn't provide continuous contracts data.

    I appreciate that the workaround is to rely on NT embedded contracts merge policy (Tools > Options > Data) loading a sufficient number of days to plot on the chart.

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