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Deleting Instrument Price Data

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    Deleting Instrument Price Data

    I have a huge bar on my CL 1-08 charts that keeps moving forward in time!

    I'd like to start troubleshooting by deleting all of the contract's price data and re-downloading. How do I go about that?

    Thanks,
    Stephen

    #2
    Hello Stephen,

    I assume you have the CL 01-16 selected.

    By default, NinjaTrader automatically merges data from previous expiry months in charts. If you create a CL 01-16 chart before 11/18/2015, historical data is loaded from the 12-15 expiry. Realtime data is received from the 01-16 expiry. There is a price difference between these two expiry months which results in the large bar. If you reload historical data, the realtime data you received for the 01-15 expiry is replaced by historical data from the 12-15 expiry.

    You can change the rollover date or disable merging of data to solve the issue.

    Please go to Control Center-->Tools-->Instruments, type CL and double click the CL futures. Scroll to the bottom and click the 'Contract Months' option. Select the 01-16 expiry month and change the rollover date to today or a date before today.

    Click OK twice and close the Instruments window. Create a new CL 01-16 chart and check if data is loaded as expected.

    You can disable the merging of data in the Instrument window. You would set 'Merge policy' to 'Do not merge'.

    Comment


      #3
      It works fine on my end. Did you change the rollover date or did you change the merge policy?

      Does it make a difference if you right click in the chart and select 'Reload All Historical Data'?
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