Incorrect historical data for new front month contracts

[Ricam]

Attached are some charts of equity index contracts with exaggerated, heavy session break lines for clarity.

For yesterday, March 9, the new June contract has TOO FEW bars, and on March 7 and 8, the June contract has TOO MANY bars.

Both contracts are set to CME US Index Futures ETH Trading Hours.; These are not tick replay.

For days before March 9, the plot of the June contract seems to be showing bars of the March contract.

The trading hours break lines for start of today's session are at different positions on the time axis.

Data coming from AMP CQG.

[NinjaTrader_PatrickH]

Hello Ricam,

Thank you for your post.

What merge policy is being used? You can check this under Tools > Options > Data > Historical Chart Data.

I look forward to your response.

[Ricam]

Thanks for the reminder;. The unexpected behavior was indeed caused by merge policy issues. It's OK now.