Discrepant Data?

[nepenthean]

NT 8.0.20.1 64bit

IQFeed and CQG

CL 06-20 contract

Trade date: 3/18/2020

For this trade date, NT is showing a Nymex/Metals-Energy ETH session low of 26.77 based on either cqg or iqfeed. But CME is showing a low for this contract of 21.64. Please see image from their site. Please advise.

[NinjaTrader_PatrickG]

If you're using NinjaTrader's default merge policy settings, the historical data you see for CL on March 18th would have been from the May contract. In other words, you're looking at CL 05-20 in NinjaTrader and comparing it to CL 06-20 on the CMEGroup website.

If you want to see 'raw' CL 06-20 data, you'll need to switch your merge policy to 'Do not merge':

• Control Center > Tools > Options
• Market data > Change 'Merge policy' to 'Do not merge' OK
• On your chart, right-click and select 'Reload all historical data'

Here is a link with more information on merge policy:

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

Also, I see that you're using an older version of NinjaTrader 8. To update NinjaTrader, please follow the steps below:

• First, copy your license key from NinjaTrader under Help> License Key then exit NinjaTrader
• Click on the link: http://ninjatrader.com/PlatformDirect
• Enter your license key and press Submit
• Select 'NinjaTrader 8'
• Select 'Download'
• Critical: Before running the installer, ensure NinjaTrader is closed.