ES 03-23 contract prices

[Bidder]

Appears to be some issue with the March contract.
The large bar will appear as the most recent bar each time the chart is loaded.
The size of the bar looks to be the difference between the Dec & March contracts.

Cleared cache and restarted many times

[NinjaTrader_ChristianN]

Hello,

Thanks for the note.

You will need to adjust your Global merge policy to "Do not merge" under Tools > Options > Market Data as pictured below:

[Jccla]

How did you add the march contract i tried but I cant im using

[Jccla]

I did figure it out thank you

[Bidder]

Ok. I figured out what is going on. I keep the merge setting on "Merge non back adjusted".

But that is just the first part of the story.

CME changed the normal Thursday rollover date to Monday which means we are still before Dec 12 rollover

https://ninjatrader.com/support/forum/forum/ninjatrader-8/platform-technical-support-aa/1215028-equity-es-nq-futures-roll-date

The reason this has never been an issue previously is because I never look at the new contract till Thursday which always been after the roll date.

Thanks for pointing in the right direction.

[NinjaTrader_Clayton]

Hello Everyone,

Thank you for the messages.

I just wanted to provide some additional clarity on the subject.

When the Platform's Merge Policy is set to "Merge Back Adjusted" or "Merge Non Back Adjusted":

• The NinjaTrader platform will use the "Current" contract for the Historical Data on the chart, while it uses the specified contract for the Real Time Market Data.
• So, if you look at the next contract/expiry before officially rolling the NinjaTrader platform over to that new contract, it would be using the ES 12-22 contract for the Historical Data while using the ES 03-22 Contract for the Real time data
  • This is what causes the really long bar to form as the 03-22 contract is trading at a different price than the 12-22 contract so it makes the jump from the Historical data to the Real time data.

Something to remember is that the ES 12-22 and ES 03-22 while based on the same underlying commodity, they are separately traded contracts.

Technically the ES 12-22, ES 03-23, and ES 06-23 are all active contracts and it is possible to place trades to any of them.

• So, it is absolutely up to you when you want to start placing trades on which contract.

Within the NinjaTrader platform, the "Rollover Date" is chosen by when the majority of traders rolled over to the next contract the prior year. It is not the last day that the instrument is able to be traded before it expires.

• Please see the publicly available Trade Desk Calander for more information on the Rollover and Contract Dates:
  • https://ninjatrader.com/blog/trade-desk-calendar/

For more information on the different contracts, when you should roll over, and when the instruments officially expire, please reach out to your broker for more in-depth information.

Please let us know if we may provide any further assistance.