Historical data - local or server and the next contract

[textheis]

Hi guys,
After the last historical server interruption, I decided to use the "Save chart data as historical" option. I've been trading crude (CL) April-13 contract and wanted to go ahead and see the volume on crude (CL) May-13 this morning. What I see in the CL May-13 chart is price, time, and volume from CL April-13 until the "current bar" (5min chart) since I added the CL May-13 contract to my instrument list. On this "current bar", there is a large difference in price. I assume I'm missing something regarding historical data, where it's coming from for chart generation, and contract rollover. What can I do to fill in this gap? Picture of CL 05-13 chart with gap attached. Many thanks fellas.

[NinjaTrader_Matthew]

Hello,

This is a result of charting the 05-13 before we have it programmed to rollover. You can avoid this either by changing the rollover date defined under the instrument settings, or by disabling the merge policy completely.

You can do change the date by going to Tools--> Instrument Manager--> locate the instrument and select 'Edit'.

From the Instrument Editor, click on the Misc tab--> scroll down the the "Contract Months" section.

Click here for more information on Understanding the Misc tab > Contract Months

Please change the rollover date to the date you wish to roll over.

Once you have made this change, you can right click on your charted instrument and select 'reload all historical data'.

Alternatively, to disable the merge policy, please go to Tools--> Options--> Data tab--> Set the "Merge Policy" to "DoNotMerge".

You can read more about 'Understanding Merge Policies' from our Help Guide:

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.

[textheis]

OK

I have some homework to do... again.
When do you program for roll over? Is there a general rule for any/all contracts? Is this in the documentation I haven't read yet?
Thanks Matthew!

[NinjaTrader_Matthew]

We rollover the CL one day before settlement:

http://www.cmegroup.com/trading/energy/crude-oil/light-sweet-crude_product_calendar_futures.html