How do you choose the continuous contract in ninja for playback? Instead of it being MNQ 03-26 I tried just MNQ but it doesnt work. I want my system to be able to run play back for the full past year instead of only the different contract periods at a time.
I believe it’s not possible. For some reason.
If you have Tools → Settings → Market data → Global merge policy set to either “Merge non back adjusted” or “Merge back adjusted”, you should be able to open a chart of, for instance, MNQ 03-26 and as long as the historical or replay data exists for the appropriate past contracts, when you scroll back on the chart it will be pulling from those past contracts instead. Because of the way merge policy works, you generally want to have a chart of the current contract, and it will get past contract data from the right past contracts as long as that data exists and all of the rollovers are defined on the instrument.
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