Cl 06-10 chart different than nt6.5

[miker]

Is there a reason why my charts should look so different on NT7 Beta 14 on the new front month in Crude than they do on NT6.5?

[NinjaTrader_Kyle]

Hello miker,

Thank you for your post.

Please elaborate on the differences you are seeing. If an image would be helpful in your explanation, please provide one.

To take a screenshot press Alt + PRINT SCREEN to take a screen shot of the selected window. Then go to Start--> Accessories--> Paint, and press CRTL + V to paste the image. Lastly, save as a jpeg file and attach the file to your next reply on this forum thread.

[xaugh]

re: problem with CL-JUN

This is what is happening. The June CL contract is updating with the May contract data, then after a few seconds it makes an adjustment to the current June price. The chart will then plot properly until historical data is reloaded. I am using a IB data feed - does not happen on IB charts. If you want a picture then visualize the May contract with a huge last bar (in any minute time frame) after loading a June CL chart. Please solve quickly.

Thanks

[NinjaTrader_Kyle]

Hi xaugh,

Thank you for your post and welcome to the NinjaTrader support forum!

This behavior is due to the contract rollover date not occurring until tomorrow May 20th. In order to correct this spike prior to rollover please use the steps I have provided below to change your current Merge Policy.

• Tools
• Instrument Manager
• Select CL within the Available master instrument list
• Edit
• Definitions tab
• Merge police: Set to "DoNotMerge"
• Click Ok
• Right mouse click wihtin your chart-->Reload All Historical Data

Please let me know if I may be of further assistance.

[miker]

I suppose you don't need these screen shots then?

[NinjaTrader_JoshP]

miker,

Thank you for the screenshots anyways. I believe the steps Kyle has outlined in his previous post should help you get the chart showing the way you want.

[Radical]

FWIW, I found myself having this problem last week, and I figured it had something to do with the merge policy for CL, so I did what NT_Kyle has told you to do, and it solved the problem.

Am I correct in assuming that this will happen with ALL instruments if volume shifts to the new contract before the rollover date defined within NT?

[miker]

Sure would be nice if this was done automatically. Wonder why TS doesn't seem to have this issue...

[NinjaTrader_Kyle]

Hi Radical,

" Am I correct in assuming that this will happen with ALL instruments if volume shifts to the new contract before the rollover date defined within NT?"

Yes, that is the case. Merge settings would need to be adjusted in this case. Alternately, you could define new roll-over dates for the instrument within the instrument editor.

miker,

Thank you for your feedback. I will forward this on to my development team for further consideration.

[miker]

Thanks. I'd really love to avoid having to use TS for anything

[Radical]

Kyle-

thanks for your reply.

[miker]

Kyle, since my last post I've reset to MergeBackAdjusted and reloaded daily CL data. I'm now trying to figure out why the data does not match TS daily charts. For instance, the low on the NT7B15 CL 06-10 daily chart shows 82.92. On TS, the low for that day is 81.73. Can you explain why NT is different than TS?

[NinjaTrader_Kyle]

Hi Miker,

Which data source is NinjaTrader using?

[miker]

Sorry...Mirus

[NinjaTrader_Kyle]

Hi Miker,

Differences between data providers will always occur to some degree.

From our Help Guide:
"Market data vendors each employ various methods for tick filtering, throttling and time stamping. As a result, no data stream is 100% identical and thus can cause subtle differences in charts. Since NinjaTrader supports many of the leading brokerage and data feed technologies, its guaranteed that two traders using NinjaTrader on different data feeds will have minor differences when plotting the same market and time interval."