Rollover function not working correctly

[ademar]

Rollover difference in price level

Hi

I had to roll FESX_03-11_2011 to FESX_06-11_2011 so made a decision to merge data of those two contracts and I am confused because of the different price in alone standing FESX _03-11_2011 and merged one, its almost 100 points of divergence...
Data feed Zen-Fire running on NT 6.5.1000.18

Thanks for any response, Peter

[NinjaTrader_Brett]

Hello,

Thanks for the note.

This would be expected with a direct merge in data in NinjaTrader 6.5. We resolved this by adding in automatic merge with automatic offset adjustment between the two contracts. You would need to upgrade to NinjaTrader 7 to take advantage of this.

Current release of NinjaTrader is version 7.0.1000.4.

http://www.ninjatrader.com/download-registration.php

Let me know if I can be of further assistance.

[ademar]

Rollover difference in price level

Ok, i try your recommendation,
thank you for quick reaction...