Trying to rollover to CL 03-11. When I select the new contract, there is a huge gap indicating to me that a merge didn't happen. Checked the merge policy settings in Instrument manager and they are on use Global Settings.
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Hello Mike Winfrey,
Thank you for your post.
This is because the rollover date for the CL is not scheduled until 1/19/2010. Please go to Tools-->Instrument Manager-->Select CL within the Available master instrument list-->Edit-->Merge Policy-->Set to "DoNotMerge"-->Click Ok.
Please let me know if I may be of further assistance.Christopher J.NinjaTrader Customer Service
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