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Crude (CL) 05-24 Data is continuously incorrect

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    Crude (CL) 05-24 Data is continuously incorrect

    I switched to a 3 minute chart and it showed that there had been a sharp fall in price (40+ ticks) in the last 3 minutes for the May contract. There was no fall in price in the April contract. If you let the chart continue a new bar forms so that the sharp fall appears on the previous bar as it should if it were real. If you do a historical data refresh, the sharp fall now appears on the last bar. Also the lows of the move disappear. One higher time frame was showing an 80.47 low on the move, the same as the 3m chart and then the 3m chart showed 80.78 as the low. The Market Analyzer is showing the high of the day as 81.02 (last 80.90) while the chart is showing 81.56 as a high made in the past 30 minutes. The 3m chart is now showing a gap down from 81,54 (17.03 UK time) to 80.94 on the next bar timed at 17.06. Having written this I have refreshed the historical data and the last 3m bar shows a 64 tick drop with no gap. NT8 has been rebooted several times and so has the computer. The last prices and incorrect highs are also showing on the SuperDOM. The April contract looks to be fine on charts and SuperDOM, at first glance.
    How can I get rid of these errors? Thanks.

    Update 17.33 UK time.
    This May contract appears to be plotting current May data onto historical April data.
    Last edited by OldGreyWT; 03-14-2024, 11:34 AM.

    #2
    Hello,

    The CL 05-24 doesn't rollover in NinjaTrader until today. The issue should now be resolved, however in the future f you would like to rollover before this date, you can manually adjust any contract rollover date using the following steps:
    • Go to the Control Center > Tools > Instruments window
    • Search for and double-click on the Instrument you wish to modify to pull up its Properties window (or highlight it and select edit at the bottom of the window)
    • Scroll down and select 'Edit Rollovers' next to the Contract Months setting
    • Select the '05-24' contract from the 'Configured' list on the left, and then change its 'Rollover Date' to any day prior to today on the right. Click 'OK' to apply.
    • Close this window. Go to the Tools > Database Management Window and click "Rollover". Click OK to close this window once the process is complete.
    • Right-click on your Chart and select 'Reload Historical Data' for the changes to take effect.
    All contract rollover dates may be viewed in the 'Upcoming Events' calendar on your NinjaTrader Account Dashboard.

    If you do not want your chart to automatically merge previous contracts together as a continuous chart, you may change the Global Merge Policy to 'Do not merge' in the Tools > Options > Market Data window. Additional information on contract Merge Policies may be read here in our NinjaTrader Help Guide.

    Please let us know if you have any additional questions.​

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