Different Price for Different Interval

[nepenthean]

Hello.

I just switched from the 12/10 SI contract to 03/11, but when I switch from 5 min chart to 30 min chart, the price changes from 27.64 to 27.57 respectively. I have disconnected, shut down NT and reconnected and repaired the DB, but the problem still remains.

Thanks,

[NinjaTrader_Chip]

Hello nepenthean

Thank you for your post.

I followed the steps you outlined in your post but did not experience the same issue. I used NinjaTrader 7 (version 23), Zen-Fire, session template 24/7.

Please let me know if there were other settings you were using &/or if you are able to reproduce then provide those steps.

Thank you,

[nepenthean]

Yes, the settings you have are the same. I just opened that contract window and the daily (1440 min) had SI at 27.67, but the 5 min had it at 27.595.

?

[NinjaTrader_ChristopherJ]

Can you please tell me what version of NinjaTrader you currently have installed by going to Help-->About. If you do not have NinjaTrader 7.0.0.23 installed please upgrade at the link I have provided below.

http://www.ninjatrader.com/webnew/download_download.htm

If the issue persists can you please tell me what data provider you are connected to within NinjaTrader.

[nepenthean]

I am using the same setup chip described, zen, NT 23.

[NinjaTrader_Brett]

Hello,

Can you by any chance attach screenshots of both charts?

Also does this only occur with SI?

To send a screenshot press Alt + PRINT SCREEN to take a screen shot of the selected window. Then go to Start--> Accessories--> Paint, and press CRTL + V to paste the image. Lastly, save as a jpeg file and send the file as an attachment.


I look forward to assisting you further.

[nepenthean]

Attached is a screen shot of 03/11 SI with daily and 60 min charts showing different prices. The discrepancy also exists with GC. I have not tried other contracts for other products.

Thanks

[NinjaTrader_Jason]

I tested it on my end, however last price matches (see screenshot).

Does the issue still persist on your end?

[nepenthean]

Yes. 1440 min chart presently says 27.54 while the 60 min reads 27.45.

[NinjaTrader_Jason]

Please let me know if the discrepancy recurs and inform me if you notice any consistency compared to previous occurrences.

[nepenthean]

No suggestions to resolve this issue?

[NinjaTrader_Jason]

I misread your post. I thought values were the same.

Can you please check if both charts use the same session template.

When I test it again both charts display the same price.

[nepenthean]

Yes, in the image provided the session template was 24/7. Even if I use the same window but change intervals the last price changes to a level below bid/ask.

[NinjaTrader_Jason]

Does it make any difference if you right click in the chart and select 'Reload Historical Data'?

If you select the SI 03-11 in the Control Center-->Orders-tab does it resemble the 1440 or 60 minute chart?

Do you notice discrepancies if you use different minute intervals?

What last price do you display in the Historical Data Manager for minute data?

Try the following. Please go to Control Center-->Tools-->Instrument Manager, highlight the SI and click Edit. Set 'Merge policy' to DoNotMerge and click Ok.

Restart NinjaTrader and create brand new charts for the SI 03-11 and check again.

[nepenthean]

Adjusting the merge policy seemed to worked so far. Thank you, Jason. What is merge policy about?