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Futures Continuous Contract Charts incorrect price or chart
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Futures Continuous Contract Charts incorrect price or chart
Hello, I use TDA for trading and Kinetick EOD for NT7. However, the data on NT7 for the continuous contracts are not accurate with the TDA "Active" futures contract. For example, I am in Soybean Meal in the December futures contract. In NT7, the continuous contract chart is incorrect and the "spot" month chart is correct but at the wrong price (since the front month is August). Can you help me understand? I thought the continuous contract solved everything. thanks!Tags: None
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Hello,
Thanks for writing in today.
Different data feeds produce different charts, especially when using tick based intervals vs time based intervals. Market data vendors each employ various methods for tick filtering, throttling and time stamping. As a result, no data stream is 100% identical and thus can cause subtle differences in charts. Since NinjaTrader supports many of the leading brokerage and data feed technologies, it is highly likely that two data feeds using NinjaTrader will have minor differences when plotting the same market and time interval.
More information can be found below in our Help Guide article regarding this topic:
Please let me know if I may be of any further assistance.Marco G.NinjaTrader Customer Service
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Oh, okay I see that now. But NT7 continuous charts versus the front month are showing different price bars moves. I thought the continuous chart was supposed to fix that problem?
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Hello,
Thanks for the reply.
It is expected that a continuous chart will show different movements versus the front month chart as they are using different methods to calculate the merge.
A continuous contract's data will be sent directly from your provider. A chart using the front month will use NinjaTrader's merge policy by default. It is incredibly likely that your provider will use different calculations when merging the contracts versus the calculations used by NinjaTrader.
You can read more about the NinjaTrader merge policy here:
Please let us know if you have any further questions.Melissa J.NinjaTrader Customer Service
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