CL 10-11 chart historical data showing 09-11

[JoshDance]

As the picture shows, this is a chart of the October contract, yet it's showing September data. You can see the October correct price in the DOM on the right, and that the recent tick in the chart on the right is updating with current data--so why is the historical data on the chart from the September contract? Data provider is Kinetick. Rollover is tonight, but it's not yet midnight and has not yet calculated the offset so I don't see why this should be an issue. I created a fresh chart and reloaded all historical data to no avail.

[NinjaTrader_RyanM1]

Hi JoshDance,

If you're seeing data for a different contract then you expect, please change the merge policy. Click Tools > Options > Data tab > Set MergePolicy to DoNotMerge. If the rollover takes place tonight, then it will likely be corrected when viewed tomorrow. Please update us tomorrow if you have further issues with it.

[JoshDance]

Hi JoshDance,

If you're seeing data for a different contract then you expect, please change the merge policy. Click Tools > Options > Data tab > Set MergePolicy to DoNotMerge. If the rollover takes place tonight, then it will likely be corrected when viewed tomorrow. Please update us tomorrow if you have further issues with it.

But I do want to merge, and that should have nothing to do with it, correct? In other words, I should be able to open an October, November, December, etc., contract, and see THOSE contracts, NOT the front month contract (which is September). Just to be clear, you're saying this is an error on the part of Kinetick, correct?

[NinjaTrader_Brett]

Josh,

This is not and issue on Kinetick or NinjaTrader.

It is expected based on how auto merge works.

It does not make since to use Auto Merge with a contract that is not the front month as here is what happens.

ES 09-11 Current Date is 8/22/11.
RollOver Date for this contract is in 06 month.
Display data of 09-11 until that rollover date then auto merge in 06-11 data.

_____________________________

ES 12-11 Current date today is 8/22/11
Rollover Date for this contract is somewhere in month 09.
Display data of the 12-11 contract until rollover date and then auto merge in 09-11 data on this day in month of 09.

Therefor no 12-11 data will not be dispalyed until the rollover date of the 12-11 contract. Therefor you will see the previous contract data and then a jump in price to the current price of the 12-11 contract.

Let me know if I can be of further assistance.

[JoshDance]

Brett, your logic makes sense. So if the merge policy is DoNotMerge I should be able to see a future contract correctly--this is what you're saying, yes?

[NinjaTrader_RyanM1]

Yes, DoNotMerge means the contract you're looking at will only be that contract. When merging is set, then it will use whatever is the front month according to the rollover dates listed in the instrument manager.

Kinetick offers native continuous contracts you can use as well. Select the ## - ## expiry from the instrument manager for these.

[JoshDance]

Thanks for the help guys.