Different Price for Different Interval

[NinjaTrader_Jason]

NinjaTrader 7 can automatically merge data once you request historical data that spans across multiple expiries.

Please go to Control Center-->Tools-->Instrument Manager, highlight an instrument and click Edit. You will see the 'Merge policy' setting. If enabled, it will automatically merge data when you request historical data that spans multiple expiries. If 'Merge policy' is disabled, you will only load historical data for the expiry in question.

Subsequently, select the Misc-tab of the Instrument Editor window and scroll to the bottom. Click the 'Contract Months' row and a '...' button will appear. Click the button and you will see all expiries with rollover dates. These dates determine when the instrument will be rolled over.

[nepenthean]

Ok. Thanks for the help, Jason.

Could I ask another question?

My GTC stop was cancelled when the exchange closed today, 11/26. I did not manually cancel this order. Do you know why this would happen?

[NinjaTrader_Jason]

No, I am not sure what caused your order to be cancelled.

I would need to check your log file for today. Likely the order has been cancelled by your broker, so I suggest to contact your broker as well.

I will be signing off shortly today, so likely I will investigate your log file tomorrow. Please send an email to support[at]ninjatrader[dot]com. Put 'Attn Jason' in the subject header and reference this forum thread.