Wrong Data Series plotted

[cborjon]

This has to be a bug...
I have a chart open of GE 09-10. I then go and try to create a new chart: File/New/Chart. In the Data Series dialog, I double-click GE 12-11 and then click OK. The chart that comes up is labeled GE 12-11, but the data is GE 09-10.

Background:
I am using TradeStation and the NTDataDownload and NTExternalFeed Strategies. There is a bug with the ELDs for NT6.5.1000.16 so I was told I had to use NT7 (bug fixed here). When I import the data using the Historical Data Manager (HDM) every looks good. In the HDM, if I select the Edit tab and click on GE 12-11 and expand it (Minute-July 2010-7/27/2010) the data looks good - it is data for GE 12-11.

If I go to the chart and use the drop-down menu to change the Instrument to something else say ZN 09-10, the correct chart comes up. Switching back to GE 12-11 still wrong data plotted. If I select GE 12-11 at the Orders Tab in the control center the correct data is being fed and updated there. This is just a charting problem.

Any ideas?

[cborjon]

Update: Definitely a bug.

When there is a price move, data from GE 12-11 is fed into the chart! Now I have the latest data for GE 12-11 and historical data for GE 09-10 on the same chart. This seems to be a bug regarding the plotting of historical data.

[NinjaTrader_Kyle]

Hi cborjon,

Thank you for your post.

From the Control Center, click Tools > Options.
In the Options menu, navigate to the Data tab.

In the Options menu's data tab, what is your merge policy set to?

[cborjon]

OK not a bug but...

Thanks for the quick reply.
Changing the Merge policy to "DoNotMerge" fixed the problem so it is not a bug if that is they way it was intended to act.

As an aside - adding this functionality to get a continuous contract in this manner is bizarre. In fact I have never seen a continuous contract implemented this way. The quote from your documentation makes me wonder if people understand futures contracts?

"For example: If requesting a chart of the ES 09-10 from June 1st through July 1st, two contracts were the front month during that time span (06-10 and 9-10)"

What???? ES 06-10 was the front month until x number of days before it expired then ES 09-10 became the front month is what you are trying to capture. This "bizarre" implementation of a continuous contract is even more dramatic if when you look at futures like Eurodollars (the GE's on GLOBEX or ED's in the CME). For Euros there are 40 contracts -each with its own history. If you want to have continuous contracts, you need to introduce the concept of custom contracts of use special symbols like ES1 for the continuous 1st ES future.

That said. Thanks again for the quick reply. Overall a very good product!

[NinjaTrader_Kyle]

Hello cborjon,

I'm glad to hear that setting the merge policy to 'DoNotMerge' did the trick.

I will forward your other comments on to my development team for further consideration.
Thanks for your feedback.