Notice prices are different on left then on right I used 'reload historical data' but on the next tick, it goes back to the left.
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Futures Contract Rollover Price Gap?
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Futures Contract Rollover Price Gap?
Is this a known issue? Or something I did wrong?
Notice prices are different on left then on right I used 'reload historical data' but on the next tick, it goes back to the left.Tags: None
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Hi Jay Trades,
Thank you for your note.
This can occur based on the NinjaTrader merge policy. If you go to Tools > Options > Data you can modify the merge policy to not merge.
With that feature enabled when you are viewing the 06-11 front month, and since roll-over day is defined as tomorrow in NinjaTrader the data for the 06-11 chart is currently showing the historical data from the 03-11 contract and the real-time data from 06-11.Ryan O.NinjaTrader Customer Service
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So it is true that the prices are different, just needed to not merge to see it correctly. It works, thanks.
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