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DoNotMerge=True but contracts are merged

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    DoNotMerge=True but contracts are merged

    Hi

    I chart ZS 08-13 and have data options set to DoNotMerge but contracts were merged anyways. I deleted ZS contracts in db\cache folder and closed all ZS charts, then i opened an new ZS 08-13 chart with KinetickRT connection. NT loaded data (and restored the cache folders) for older contracts that were traded in the specified period. I cannot see any possible reason for this and would appreciate any assistance.

    Best,

    Marco

    #2
    Hello Marco,

    Could it be you did not remove and re-add the ZS 08-13 to your instrument list after you set 'Merge policy' to DoNotMerge? Please check the ZS instrument in the Instrument Manager and make sure 'Merge policy' is set to DoNotMerge. Subsequently remove the ZS 08-13 from your instrument list and re-add it. Click OK in the Instrument Manager. Create a new ZS 08-13 chart and check if only historical data for the 08-13 expiry is loaded.

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      #3
      That was the issue. Tanks Jason

      Comment

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