Some bars skipped (The data can be found in Historical Data Manager)

[icarus.chung]

I am new to NinjaTrader, I just imported my Mini-HSI historical data using Historical Data Manager. And then try to create a chart.

(1) I tried to create a chart for contract MHI 05-10, I suppose the contract should only contains data from 1/May to 31/May. But then I found that the chart actually shows up all the data that I have in historical manager. Can anyone help me on this?

(2) When I skim through the data, I found that a day (29/Apr) is missing in the chart, the last bar of April in the chart in 28/4 as show in the attached pic. And the next bar is already 3/May. Why NinjaTrader display this way?

[NinjaTrader_Jason]

Hello icarus.chung,

1. Likely, you have 'Merge policy' enabled for the MHI instrument. If you request historical data that spans across multiple expiries, it will automatically merge data from prior expiries. Please go to Control Center-->Tools-->Instrument Manager, highlight the MHI and select Edit. Set 'Merge policy' to DoNotMerge and click Ok.

Create a brand new chart for the MHI 05-10 and it should only load data from the 05-10 expiry in the chart.

2. Can you please check what data is reflected in the chart when 'Merge policy' is disabled.