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Trying to transform single contracts into a continuous contract from historical data
Hello everyone!
I'm searching for a software (not another trading platform since I've already payed for NT) that transforms single separated contracts into a continuous contract back adjusted because in Ninja Trader it is impossible to download historical data in a single continuous file.I have searched literally everywhere and would like to use the data of my supplier (CQG Continuum) in order to test my strategies with the same data. Any suggestions really really appreciated !!