Importing data/ continous contract

[FireFly]

Hi,

I'm trying to create a NON-ADJUSTED continuous contract of the ES future by linking the seperate contracts at rollover date.

Since the 'Merge' function adjusts the contracts (what I don't want in this case), I'm exporting the original ES contracts to a txt file. Then I rename this file to "EX_CC_NA.txt" and import them.

Before I do this, I have already created a new instrument called "ES_CC_NA" as a future using the instrument manager. Now I expect that the imported data is merged to this file. Unfortunately this isn't happening. The imported data creates an "on the fly created stock" with the same name. What am I doing wrong?

Or do you have another suggestion for creating a non-adjusted continuous contract?

[NinjaTrader_Dierk]

http://www.ninjatrader-support.com/H...V6/Import.html

File Name
The name of the file must be the instrument name within NinjaTrader.

-> change file name to "EX_CC_NA ##-##.txt", since futures always come with an expiry

Export an continuous contract to understand what file name is created.

[FireFly]

Ah! I forgot ##-##.
Works fine now.

Thanks!