NinjaTrader 8 export clean continuous back-adjusted ES/NQ futures data for Python backtesting

I need someone who already knows NinjaTrader 8 historical data export well and can produce clean, continuous, back-adjusted futures data for ES and NQ that I will use in a custom Python backtesting/optimization app. This needs to be done exactly right. If the data has rollover gaps, wrong merge settings, wrong session settings, or wrong granularity, the backtests will be misleading. What I need Export historical futures data from NinjaTrader 8 for: ES NQ Requirements: Continuous futures series Merge Policy = Merge Back Adjusted Not Merge Non Back Adjusted Not Do Not Merge Full session data preferred, not just RTH Enough history for serious backtesting: ideally 2 to 5 years Granularity: ideally 15-second bars if possible, also tell me whether tick data is available/recommended Deliver as clean CSV files CSV format required Each file should contain: datetime open high low close volume Also tell me: exact timezone used in the export exact session template used exact date range exported exact instrument / symbol naming used whether the files are continuous front-month merged and back-adjusted Important technical requirement I am using this data in a separate optimization/backtesting app, so I need the data exported in a way that avoids futures rollover distortion. Per NinjaTrader’s documentation, I need the series exported using Merge Back Adjusted so price history is merged across rollovers using offsets. I do not want: merge non back adjusted with visible price jumps at roll points single-contract-only history a manually stitched file with unknown adjustments Official references: NinjaTrader Merge Policy help guide NinjaTrader Market Data options Deliverables I need all of the following: Clean exported CSV for ES Clean exported CSV for NQ Short written note confirming: merge policy used session template used timezone used date range bar size exported Screenshot(s) showing the NinjaTrader merge policy / instrument settings used Confirmation that the exported series is suitable for continuous historical backtesting without rollover-gap distortion Acceptance criteria I will consider the job complete only if: files are continuous and back-adjusted there are no obvious rollover gap issues caused by wrong merge policy the files open cleanly as CSV required columns are present the export settings are documented clearly Who I want Please apply only if you have actually done one or more of these before: NinjaTrader 8 continuous futures historical export back-adjusted futures data export ES/NQ historical data preparation for backtesting Please answer these when applying Have you exported continuous back-adjusted ES/NQ data from NinjaTrader 8 before? Which merge policy will you use, and why? If I want to test 15-second strategies, what granularity should be exported? How will you verify the files do not have rollover distortion from wrong merge settings? Can you provide the CSVs plus screenshots of the settings used? Nice to have If you also know futures data quality / backtesting best practices, mention that in your proposal.