ZN 06-10 Chart Issue

[gyoung]

I just brought up a 1 min chart of the ZN 06-10 contract and it looks like the data is getting confused with the ZN 03-10 data.

I performed Reload All Historical Data and all the old data reverts to the ZN 03-10 contract.

Take a look and let me know if I have a setting incorrect.

Gary

[gyoung]

I have the same issue with the CL 04-10 contract.

Bring up a new chart, let it run a few minutes, reload historical data, run a couple of more minutes and reload again and it looks like it is grabbing previous contract data.

Let me know what you see.

Gary

[NinjaTrader_JoshP]

gyoung,

Please check your merging settings. Looks to me as if you are using it without adjustment so that is what you will see.

[gyoung]

Josh,
I have my Merge Policy on each instrument set to UseGlobalSettings and
the Tools-> Options -> Data Merge policy set to MergeBackAdjusted.

I do not have this issue with the 6E or the TF.

Any other thoughts?

BTW - I just changed the CL from DoNotMerge to UseGLobalSettings.

[NinjaTrader_JoshP]

gyoung,

This is expected for your ZN. If you are trying to open a chart of the next front month before rollover you will need to use the DoNotMerge setting.

For CL 04-10 you would need to use MergeBackAdjusted. Please reload the data after making the change. It seems to work on my end.

[Alinghy]

NT7 rollover Issue ZB 06-10 but old ZB 03-10 Historical data

Dear NT7 Tech Support,

Tomorrow it's CBOT US Notes/Bond rollover.

After adding the new ZB 06-10 expiration in Instrument Manager and removed the old ZB 03-10 from the list of the available instruments, I changed the name from ZB 03-10 to ZB 06-10 on a 5' chart. The result is according to the attached chart: the old historical data is still from the March 2010 expiration while the realtime data is charted from June expiration. Trying to reload the historical data did not help.

Any suggestion please in order to get a fully ZB 06-10 chart? Thank you.

I'm using NT beta 9.
Kind regards,
Alinghy

[gyoung]

Alinghy,
I still have the same issue. Have not figured out how to resolve this issue yet.
Gary

[NinjaTrader_JoshP]

Guys,

If you are trying to use front months that are not rolled to yet you need to use DoNotMerge as your merge policy. Otherwise you are using old month's data and trying to match that with new month's data and that simply won't fly when there are large price discrepancies between the two contracts.

Use DoNotMerge and then reload your data.

[gyoung]

Got it.

Sometimes I am just slow......

Glad my wife does not know about this to give her more ammunition... :-)