Connecting with IB data - CME SI futures

[dryfish]

Hello traders,

I built the connection between my broker IB and NJ8. However it seems some Futures price data becomes weird when showing on NJ8. The example here is CME SI (Silver) futures - the contract of Dec 2018 (SIZ8).

As for the latest trading day Friday 03 Aug 2018, both my IB platform and Reuters Terminal shows the daily high was 15.665 and the daily low was 15.345.

However, when I input "SI 12-18" in my NJ8, it shows the latest daily candle has a daily high of 15.575 and daily low of 15.250 ...

I wonder how could this happen. In the NJ8 data properties - Time frame - Trading hours, I indeed chose <use instrument settings>.

Can someone help on this issue? Thanks in advance

[NinjaTrader_PatrickG]

I suspect that, due to NinjaTrader's default merge policy and roll date, you're viewing historical data for the current front month (09-18).

The SI 12-18 doesn't rollover in NinjaTrader until August 28th. If you want to rollover before that and continue to merge past contracts, you will need to adjust the rollover date:

• Control Center > Tools > Instruments
• Locate and select 'SI' > Edit
• Scroll down and select 'Edit rollovers'
• Select the '12-18' contract from the 'configured' list
• Edit the 'rollover date' to any date prior to today > OK > OK > Close
• Right-click on your chart and select 'reload all historical data'
• If you do not want your charts to merge back past contracts, you can change your merge policy to 'Do Not Merge' under Control Center > Tools > Options > Market Data > Global Merge Policy.

Below I have provided a link to the Understanding Merge Policies section of the help guide.

• https://ninjatrader.com/support/help...rge_policy.htm

[dryfish]

Thank you Patrick!

You are indeed correct on this and your solution fixed this problem!

I am not sure how the NJ8 logic works when combining multiple future contracts, but I chose "Do Not Merge" and now I can see each contract individually.