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NinjaTrader
Day missing in data
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Yes, it looks correct for the auto continuous contract feature to work normally, except we now normally default to the ETH template to cover electronic hours as well. I would suggest you delete historical data for the YM contract in the historical data manager and then exit NT7 completely. Now go to your Documents folder in Windows and look under NinjaTrader 7 > DB > Cache and delete the subfolders(!) here.
Now restart NT7 and reconnect, open a fresh YM 09-11 chart and see if you can download the needed data.
Thanks,
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