market replay and merging errors

[vast524]

I am having problems with previous contract data not matching the real results.
I keep snapshots of the days I trade.
I am looking at the snapshots and comparing them to the merged and replay charts. The snapshots do not match to the other two.
I am trying to test a new method and need the data to be the same. I am looking at the month of August 08.
Is there a reason for this? Am I doing something wrong?
I have also compared the the merged/replay charts to Mypivots September 08 contract day day data. (open, close, high and low figures.) They do not match.
This is very frustrating. Any help would be appreciated.
Regards
Andrew

[NinjaTrader_Jason]

Hello Andrew,

Can you please tell me what data feed provider you were connected to when recording Market Replay files in NinjaTrader. Did you use the same data feed provider for the merged contract?

What is the source for the data displayed in your snapshots?

[vast524]

I am using Zenfire.
The snapshots are of the actual day of trading using the same data provider and the same 1 min chart setup. I am looking at the ES.
I merged the ES 09-08 (1 June to 30 Sept) into the 12-08 and the values of the chart is different to that of the original day.
If I load the the days that I want (1 July to 30 of Sept) into a chart that has the 09-08 Contract as it's base it is is ok.
IF I load the same dates but use the ES 12-08 as the base contract(As in using merged data) the value of the candles are incorrect.
I trust that this makes sense.
Regards
Andrew

[NinjaTrader_Jason]

Hello Andrew,

When connected to Zen-Fire real-time data is provided by Zen-Fire. However, historical data when connected to Zen-Fire is provided by the NinjaTrader server. It is possible there are differences between the two.

More information can be found at the link below.

http://www.ninjatrader-support.com/HelpGuideV6/HowDoesNinjaTraderBuildChartBars.html