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CL chart for Jan13
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Hello Pekka,
The CL 01-13 expiry is setup by default to rollover on 11/21/2012. Please go to Control Center-->Tools-->Instrument Manager. 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 01-13 expiry month and you will see the rollover date listed. Historical data before this date is loaded from the 12-12 expiry and so on.
This means that if you currently create a CL 01-13 chart, it will receive real-time data from the 01-13 expiry, but historical data is loaded from the 12-12 expiry. Because there is a difference in price between these two expiries you see the large candle. If you let the chart run for a while and reload historical data in the chart, you will see that data changes as well.
You can change the rollover date to 11/15/2012. Please remove and re-add the CL 01-13 from your instrument list after you made the change. Instructions can be found at the link below.
The same applies for the ES 03-12. The chart will load all historical data from the 12-12 expiry and combines it with real-time data from the 03-12 expiry.JasonNinjaTrader Customer Service
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