Market replay rollover gap

[Gellert]

Hello,

Please help me fixing the following problem:

my 06-11 FESX chart is showing different data on M5/15 and H1. Every day, there is a gap on the last day I am trying to replay. The gap appears only on the shorter time frames, the hourly chart is continuous.

I have experienced the same gap on previous days, always for the last day, but only on the 06-11 chart. I could eliminate the problem by trading the 03-11 contract until it expired, but now I need to switch to the next.

I have redownloaded historical data, but it didn't help. MergeBackAdjusted is selected in Options/Data. I follow three other instruments, those charts are ok.

[NinjaTrader_Cameron]

Hello Gellert,

Thank you for your note.

Are you using manually recorded data or market replay data downloaded from the NinjaTrader server?

Note that Market Replay data is different than standard historical chart data.

[Gellert]

Hi Cameron,

I am using downloaded data from NT, and I have downloaded both contracts for these few days.

[NinjaTrader_Cameron]

Gellert,

I was able to download the Market Replay data for this instrument and those dates.

Unfortunately, this is how the data is available from our Market Replay servers and how the data was recorded when it was live.