Bad Data

[saliva]

Currently on NT7 & Zenfire. The data for CLM0 (June) is completely off. It looks more like CLK0 (May).

[NinjaTrader_ChristopherJ]

Hello saliva,

Thank you for your post.

This spike 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.

[saliva]

Thanks for your reply, but it's not about the spike. Those data prior to the spike is different from CLM0 that I see on other platforms. As I alluded to above, it looks more like CLK0. I suggest you open a chart for CLM0 and make the comparison.

Hope that helps.

[NinjaTrader_ChristopherJ]

Correct, with the Merge Policy set to "UseGlobalSettings" this will display the current price of the CL 06-10 and merge historical data from CL 05-10 which has a different price which will cause the spike up.

I attached a screen shot of the CL 06-10 chart with the Merge Policy set to "DoNotMerge".

On the 20th after the rollover data you may then set your Merge Policy back to "UseGlobalSettings" and you will not recieive this spike with the previous contract data from CL 05-10 loaded as well.