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Futures Contract Rollover Price Gap?

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    Futures Contract Rollover Price Gap?

    Is this a known issue? Or something I did wrong?
    Notice prices are different on left then on right I used 'reload historical data' but on the next tick, it goes back to the left.
    Attached Files

    #2
    Hi Jay Trades,

    Thank you for your note.

    This can occur based on the NinjaTrader merge policy. If you go to Tools > Options > Data you can modify the merge policy to not merge.

    With that feature enabled when you are viewing the 06-11 front month, and since roll-over day is defined as tomorrow in NinjaTrader the data for the 06-11 chart is currently showing the historical data from the 03-11 contract and the real-time data from 06-11.
    Ryan O.NinjaTrader Customer Service

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      #3
      So it is true that the prices are different, just needed to not merge to see it correctly. It works, thanks.

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