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CLM1 data being plotted incorrectly

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    CLM1 data being plotted incorrectly

    Hi

    This problem has commenced in last few hours. Data in NT is correct but the chart plot is not.

    For example
    Data: O 108.84 H 108.84 L 108.79 C 108.81
    Chart: O 108.38 H 108.38 L 108.20 C 108.26

    I have:
    Re loaded the data;
    Deleted the chart and create new - using only NT defaults

    Problem is restricted to the historical portion of the chart. When a new chart is created the non real time data is incorrect as per above example, however the real time data is plotted correctly.

    Problem appears to be restricted to the CLM1 contract.

    Any suggestions.

    Kind Regards Bruce

    #2
    Hello Bruce,

    The behavior you report is due to the rollover dates setup for the expiry months of the CL instrument. You must have 'Merge policy' enabled for the CL instrument, so it automatically merges historical data from different expiries in the chart.

    Can you please go to Control Center-->Tools-->Instrument Manager. Please highlight the CL in the 'Available master instruments' section and click Edit.

    Subsequently select the Misc-tab and scroll to the bottom. Select the 'Contract months' row and click the '...' button that appears.

    Select the 06-11 expiry month and you will see a rollover date listed - 4/18/2011. Historical data before this date is loaded from the 05-11 expiry. Subsequently real-time data is received for the 06-11 expiry in the chart.

    If you want only historical data from the 06-11 expiry reflected in the chart, please select the Definition-tab of the Instrument Editor window and set 'Merge policy' to DoNotMerge and click OK.

    Restart NinjaTrader and create a new CL 06-11 chart. Subsequently it will load all historical data from the 06-11 expiry.

    Comment


      #3
      Hi Jason

      Thank you for your prompt, detail and accurate response.

      Kind Regards Bruce

      Comment

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