ReferencesCommonInstrumentMasterInstrument

MergePolicy

View as Markdown

Definition

Indicates the Merge Policy configured for the Master Instrument properties.

Syntax

Bars.Instrument.MasterInstrument.MergePolicy

Property Value

Represents the MergePolicy that is configured for the current master instrument.

Possible values are:

ValueDescription
DoNotMergeNo merge policy is applied
MergeBackAdjustedMerge policy is applied between contracts along with rollover offsets
MergeNonBackAdjustedMerge policy is applied between contracts without offsets
UseGlobalSettingsUses the value configured from Tools -> Options -> Market Data

Examples

1//Prints a warning, indicating what merge policy is in use if not using global settings**
2if (Bars.Instrument.MasterInstrument.MergePolicy != MergePolicy.UseGlobalSettings)
3{
4 Print("Warning: Instrument has merge policy of " + Bars.Instrument.MasterInstrument.MergePolicy);
5}