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ZL future is not merged any longer

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    ZL future is not merged any longer

    Hello,

    I have an issue regarding the ZL future.

    Even though global merge policy is set to "merge back adjusted" the ZL future is not displayed as a merged chart. There are huge gaps between the contracts, any ideas why this happens?

    All other futures are working fine. Rolloverdates have been set for ZL within the instruments settings.

    Thanks,
    Lukas
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    #2
    This is a known issue with offset values for several historical contract months for several instruments. The internal tracking number for this issue is NTEIGHT-12994.

    We are in the process of correcting these offset values. The only action on your end once the fixes are in place will be a restart of the platform. I'll update this thread when there is further information.

    In the meantime, you could switch your merge policy to 'merge non back adjusted' so that contracts are merged but ignore the erroneous offset values.

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      #3
      The Development Team has resolved the offset issue. Please restart NinjaTrader and test for the issue.

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