CL Oil Futures Symbol Issue

[platform115]

Hello,

This is a strange problem that I'm probably just reading something wrong on. I have another charting program that I'm thinking of getting rid of, in favor of NT. Right now I have them running side by side from a Rithmic data feed. So far all is well with NT, but with one weird thing I cant understand.

When I pull up the CL Light Sweet Crude Oil futures symbol, I am getting an instrument that does not match the same symbol in my other program. Can you help me figure this out?


The symbol in my other charting program CLJ6 - the latest contract. In NT it says CL 05-16.
They actually mirror each other except for a time around 5:45am EST this morning. Only CL in NT jumped in price by a HUGE amount. That is not seen on the other software using the same datafeed.

Any advice?

Thanks!

[NinjaTrader_Jason]

Hello platform115,

By default, NinjaTrader automatically merges data from previous expiries in charts. If you create a CL 05-16 chart before 17/03/2016, historical data is loaded from the 04-16 expiry. Realtime data is received from the 05-16 expiry. There is a price difference between these two expiry months which results in the large price bar.

Can you please select the CL 04-16 in NinjaTrader and check if all data is the same. The letter J refers to April.

[platform115]

Hey there, thanks that worked perfectly. I see my mistake. I don't understand how the symbol names correlate. Do you know what I'm looking at when I view CL 05-16? I have checked the CL contracts from my other program for Oct-May, but do not see anything that looks like it.

I'm used to the formal naming conventions (CLG, CLH, CLJ, etc).

Thanks for the quick and helpful response!

[NinjaTrader_Jason]

If you now create a CL 05-16 chart in NinjaTrader, it will load all historical data from the 04-16 expiry month. Realtime data is received from the 05-16 expiry. Because there is a price difference between the 04-16 and 05-16 expiry, it results in a large bar.

[platform115]

Thanks a lot!