CL 08-11 chart same as 07-11

[JoshDance]

Created a new chart of CL 08-11 contract, and I get the same data as the 07-11 contract. Tried to reload all historical data, but as shown in pic, it hangs there. Shown is market analyzer window showing that prices do not match.

[NinjaTrader_Matthew]

Hello JoshDance,

Thank you for your post.

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


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


From the Instrument Editor, locate the Merge Policy settings and set this to "DoNotMerge".

You should then see the CL 08-11 contract with the correct last price, rather than backadjusted to match the current prices of the July 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

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

[JoshDance]

Thanks Matthew, I was not aware it would try to merge a contract whose rollover date was still future.