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Rolling to new contract month problem

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    Rolling to new contract month problem

    When you see pictures, I set session from 9:45am to 4:15pm EST.
    When I rolling, on the picture, by my opinion, show one candle from previous
    contract months.

    Why? This Candle have time 4:15pm from previous day.
    But this is bug.
    This candle should by taken from a new contract month...

    I use "MergeBackAdjusted" data.
    Attached Files

    #2
    Hello,

    Thanks for your post.

    What happens when you right click in the chart--> Reload all historical data?

    Can you otherwise go to Tools--> Historical Data manager--> Edit tab--> Right click on the TF and Delete the data. Afterwards exit and restart NT. When still there you can also Exclude it from the Historical Data manager--> Edit tab.

    More info about Editing/Deleting historical data can be found here:


    If that is of no help, please contact your broker and have them confirm this is not a bad tick coming from their servers.


    In addition, data before 3/13 is loaded from the 03-14 expiry. could it be you think 3/12 needs to be loaded from the 06-14 expiry? This is not the case, the TF 06-14 uses 3/13/2014 as rollover date.
    Vince B.NinjaTrader Customer Service

    Comment


      #3
      You're right. It will be bad data from broker.
      No "rolling" problem.
      Thanks Petr

      Comment

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