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Charting 2 different CL contracts shows same prices

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    Charting 2 different CL contracts shows same prices

    When I try to have a chart of the Aug CL contract and the Sep CL contract, each bar is the same price, except for the currently forming bar. If I right-click "Reload All Historical Data" on the chart, all of the bars are still the same.

    http://screencast.com/t/O1QFhirfKDfl

    I know this is not correct, there's always a spread between months, as demonstrated by this market analyzer



    I'm using NT 7.0.1000.10 with ZenFire (broker is Mirus).

    #2
    Hi shodson,

    This is expected if you are using merging at all. To disable merging you can go to Tools > Options > Data tab and set Merge Policy to DoNotMerge. Afterwards, reload historical data and each instrument will be separate. You can learn more about merge policy here:
    http://www.ninjatrader.com/support/h...rical_data.htm
    Ryan M.NinjaTrader Customer Service

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      #3
      Thanks, that fixed it.

      Do these setting break or change the way the ##-## continuous contracts are formed/tracked?

      Comment


        #4
        Merge policy does not affect ##-## contracts. These are native continuous contracts from the provider. Some providers offer both back adjusted / non back adjusted versions of these. The setting can be made by editing the connection through Tools > Account connections for a specific connection.
        Ryan M.NinjaTrader Customer Service

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