CL-05-10 and CL 06-0 Merge Back Adjusted

[mjc4118]

I am in a trading chat room trading the CL-05-10 and CL 06-0
When opening the 06 contract yesterday I had a VERY LARGE up bar on my candle charts... I had to open instrument manager and remove merge back adjusted and reload historical data to "remove/fix" this bar this bar was 90 ticks long.

Other traders tryin to trade the 06 contract are seeing this bar also today. It appears the merge back adjusted is presenting some pretty strange adjustment.... A few traders are having an issue that this bar is displayed even when the remove MBA and refresh.
Thought You may want to know.

You should be able to reproduce. Open a CL 06 chart.

[NinjaTrader_Bertrand]

mjc4118, to open a CL 06-10 today you would need to be on 'DoNotMerge' for the CL master instrument symbol, as the June one is not the front as of today - it would be so next Tueday.

[justme]

Bertrand,

While June is not the front month yet , vol for June is now greater than May...so people want to "roll" now. So if many roll today with merge, there are problems...

Originally Posted by NinjaTrader_Bertrand

mjc4118, to open a CL 06-10 today you would need to be on 'DoNotMerge' for the CL master instrument symbol, as the June one is not the front as of today - it would be so next Tueday.

[NinjaTrader_Bertrand]

Then you would need to adjust the rollover date for the CL master instrument for example to today and reload the on auto merge chart...