Trade Execution Times Don't Match Chart Data

[MacAttack]

CL 04-12 - Nymex

I'm probably doing something really dumb, but I'm not sure.
My charts shows the daily range (pit hours) between 101.23 to 102.69.

But if I plot trade executions or look at them in Control Center I have executions outside of the daily range. For instance it says I bought 5 contracts at 102.88 at 8:58:55 Pacific Time. It never traded that high. I have all kinds of trades like that. They don't match up with the charts.

I'm pretty sure I'm doing something really dumb, but can you help me figure it out?
Everything says CL 04-12 (charts, order entry, control center).

I'm just sim trading. Using CQG.

Thanks.

[NinjaTrader_Kyle]

Hi MacAttack,

Thanks for your post.

Executions in the simulation account can occur anywhere in the bid/ask range. You would need to switch the chart to be based on bid or ask to be sure, but I'd expect that you'll find that the executions do fall within that range.

[MacAttack]

I probably wasn't clear. My executions occur in places where price didn't even trade according to my charts. My charts shows CL 04-12 never got up to 120.88 today, but I show I had a trade there. I have a whole bunch like that.

How do I switch chart to bid/ask?

[NinjaTrader_Kyle]

Hi MacAttack,

This still would not rule out the possibility of simulated order executions at bid/ask.

Please right click in the chart and select Data Series.
The top property on the right will relate to price type, switch from Last to bid or ask, then click OK to change price types.

[MacAttack]

I switched to both bid & ask, but same problem.

If I choose to plot executions on the chart they don't match up with the chart at all.
The execution arrows are all way above the price bars.

For instance history says I sold 5 CL at 9:24 @ 102.71.
The chart shows the 9:25 bar had a range of 102.33 to 102.49.

[NinjaTrader_Kyle]

MacAttack,

Please open the Options menu's Data tab. (Tools > Options > Data)
Which 'Merge Policy' is in place?

[MacAttack]

Merge Back Adjusted

[NinjaTrader_Kyle]

Hi,

Please set the property to 'DoNotMerge', then reload the charts. What are you seeing in the charts at this point?

[MacAttack]

Looks normal when I do that.

[NinjaTrader_Kyle]

Hi,

The prior merge policy causes your charts to use the 03-12 CL data at this time as NinjaTrader does not believe the instrument rolls over until 2/20. At that time (2/20), you'll be able to switch merge policy back to it's original setting.

[MacAttack]

Ok, guess that solves it then. Thanks for the help !