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Back months of NG using front month for charting historical data / ZenFire

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    Back months of NG using front month for charting historical data / ZenFire

    I'm using ZenFire with Ninja 7.x (latest version)

    The front month of natural gas is NG 10-13. If I try to being up a chart of a back month, like NG 01-14, the historical bars are the same as the front month. Then if there is a tick in the real-time market the chart starts showing the actual NG 01-14 price, but this causes a huge gap on the chart (see attachment)

    Why can't I get a chart of historical NG on back-month contracts? Is this a ZenFire issue? Or an issue with NYMEX data? Or something with Ninja? I don't have this problem with thinkorswim, I can see what I need on that platform.

    I don't get this problem watching the whole board with market analyzer, only with historical data on charts
    Attached Files
    Last edited by shodson; 09-23-2013, 11:04 AM.

    #2
    Hello,

    Thank you for your note.

    This is due to the Merge Policy within NinjaTrader, The live quote is from the 01-14 while the chart has historical data from the 10-13 front month.

    To disable the Merge Policy for NG only. Tools -> Instrument Manager -> search for NG -> Select it and press the 'Edit' button -> Set the Merge Policy to DoNotMerge.

    Understanding Merge Policies -

    CameronNinjaTrader Customer Service

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