Problems with 11-14 ZS contract

[bluescreen]

I have been using the 08-14 ZS contract, and when I change to 11-14, which should be the contract with the most volume, I get a long string of bars down, as if the price had moved down 40 points this morning (which I think it hasn't).

I think this has to do with the difference in price in the two contracts, so I try to right-click and reload all historical data in the 11-14 contract. Then for a moment the graph looks right.

However, in one minute, or whenever the next price movement is, the graph goes back to the previous setup with a long string of bars down. Any idea what is wrong? I would like to trade the 11-14 contract.

[NinjaTrader_Jason]

Hello bluescreen,

By default, NinjaTrader automatically merges data from previous expiries in charts. This is causing the issue. The ZS is setup to rollover to the 11-14 expiry on 8/18/2014 in NinjaTrader. If you create a ZS 11-14 chart before this date, historical data is loaded from the 09-14 expiry. Realtime data is received from the 11-14 expiry, which causes the long string of bars down due to the price difference between the two expiry months.

You can change the rollover dates or disable merging of data to solve the issue.

Please go to Control Center-->Tools-->Instrument Manager, highlight the ZS and click Edit. Select the Misc-tab and click the 'Contract Months' option at the bottom. Click the '...' button that appears. Select the 11-14 expiry month and change the rollover date to today or a date before today.

Click OK. Remove and re-add the ZS 11-14 in your instrument list now that it has modified settings and click OK in the Instrument Manager. Instructions can be found at the link below.

http://www.ninjatrader.com/support/helpGuides/nt7/instrument_lists.htm

Create a new ZS 11-14 chart and check if data is loaded as expected.

You can disable the merging of data after you clicked Edit while the ZS instrument is highlighted in the Instrument Manager. Subsequently, set 'Merge policy' to DoNotMerge. Click OK. Remove and re-add the ZS 11-14 as well and create a new chart. It will now only load historical data from the 11-14 expiry in the chart.