ES - Different contract, same prices

[ghoti]

This is my first rollover with NT 7. I must be doing something wrong. I added the 6-11 ES contract in the instrument manager, and opened a three minute chart. It's the same data as the ES 3-11 contract. I changed contracts on the DOM and get different prices. What am I doing wrong on the charts? Thanks

ghoti

[NinjaTrader_Matthew]

Hello ghoti,

Thank you for your post.

This is due to the merge policy settings in NinjaTrader and the March contract still actively trading.

You can avoid this issue by going to Tools--> Instrument Manager--> Locate the ES instrument and select "Edit".

From the Instrument Editor, locate the Merge Policy settings and set this to "DoNotMerge". You should then see the ES 06-11 contract with the correct last price, rather than backadjusted to match the current prices of the March Contract.

You can read more about Understanding Merge Policy settings from the following link:

http://www.ninjatrader.com/support/helpGuides/nt7/index.html?historical_data.htm

After the march contract settles, you should be able to go back to "UseGlobalSettings" which will merge the march contract into the current june contract at that time.

Please let me know if there is anything else I can do for you.

[ghoti]

Thanks, Matthew. I knew I was missing something.

ghoti