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CL 10-11 chart historical data showing 09-11
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CL 10-11 chart historical data showing 09-11
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.Last edited by JoshDance; 08-18-2011, 08:14 PM.Tags: None
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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.Ryan M.NinjaTrader Customer Service
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Originally posted by NinjaTrader_RyanM View PostHi 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.
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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.
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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.
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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.Ryan M.NinjaTrader Customer Service
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