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Mix of data from different expiry on CL chart

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    Mix of data from different expiry on CL chart

    Hi,

    I've a daily chart from CL 06-10 that include data from CL 05-10.
    I just want to see CL 06-10 data on my chart.

    As you can see in the historical data manager, my data for CL 06-10 start from 16/04/10, however on the chart only data from 20/04/10 are coming from CL 06-10 (highlighted in blue).
    Data highlighted in yellow are from CL 05-10.

    1/ Why do I have data from 2 different expiry mixed ?
    2/ Why are data from 16/04/10 and 19/04/10 from CL 06-10 not on the chart ?

    Fyi my data for CL 05-10 end the 19/04/10. Looks like CL 05-10 data are overwriting CL 06-10 data.
    Data provider is IB, using NT7 beta 15
    The problem is the same on 30 minutes data.

    Thanks for your help
    Attached Files

    #2
    uncogs,

    Please go to Tools>Options>Data and set your merge policy to DoNotMerge. Then reload your chart and it will be 06-10 only. Otherwise you will be auto merging old contracts into the new ones.
    Josh P.NinjaTrader Customer Service

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      #3
      Thanks Josh, so it wasn't a bug.
      My charts are ok now.

      May be it would be worth mentionning on the chart when data are merged.

      Comment


        #4
        I don't notice any difference on my chart when using the MergeNonBackAdjusted or the MergeBackAdjusted.
        Both contain the gap of the premium between the 2 expiry
        Am I missing something ?

        Comment


          #5
          uncogs,

          Please check the offset being used in your Instrument Manager. Also, be sure that you have reloaded your chart when you change the settings.
          Josh P.NinjaTrader Customer Service

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