CL Chart Different Month Expiry on same panel

[Oil_Trader]

When I load both dataseries with Ex Oct and Nov expiration, the from month seems to be overtaking the data of the Nov contract?

Why aren't they separated and have different time series?

I would like to visualize the spread. Do I have to fixed the merge settings to do not merge?


Pls take a look at the diagram...The only bar that is sync for the Nov contract is the latest bar...but the previous bars seem to derive it from the Oct contract.

[NinjaTrader_Bertrand]

Hi Oil_Trader, correct to visualize different front months, please switch to 'DoNotMerge' for the CL master instrument.

[Oil_Trader]

What If I am in the middle of running a strategy and I need the contracts to be merged?

Can I only do that so it is only unmerged at the chart level?

[NinjaTrader_Bertrand]

You would need two symbols then, one for example offering all individual front months on the fly an another set to 'MergeBackAdjusted' for example, if you want to change your chart's merging, the strategy running on it needs to be 'parked' and reenabled then.

[Oil_Trader]

Why does the rest of the data for Nov contract not displaying properly?

I check in the database and it has data for 2 weeks back.

[NinjaTrader_Bertrand]

Are you using the same session templates for both series? Which feed is used?

[Oil_Trader]

Yes I am using the same templates 24/7 for both

I use NT7 Zenfire Feed

I checked in the Database Manager Edit Tab and it seems like the Nov contract had a gap from 1am to 3am this morning since i turned off the SDOM for the Nov contract but the Oct contract SDOM stayed open.

Would that explain for the missing data? I tried doing the manual download to recapture that data but it wouldnt download. Dont know why.

Also, how can I make the datadownloader download all the futures data going back 6 months and not just the day it starts due to the rollover.? I want all the available data to download for each contract month

[Oil_Trader]

Indicator

Do you have an indicator that takes to price series and makes a ratio or difference etc which is plotted on the same chart as the two price series?

I understand you can do nested indicators. But what about dual price series?

[NinjaTrader_Bertrand]

Oil_Trader, yes that would explain what you saw, however I'm not sure why the 'forced' redownload from the server then not work out - did you see any log errors as this happend?

You can 'batch' download data from the server via the Historical Data Manager under the Tools entry.

You can calculate the spread of two expiries or symbols for example via a MultiSeries indicator, there's one in our sharing section I believe. However you could unfortunately not access what series are already loaded on the chart, the indicator would add / load it's own series via it's coding.