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Bad data for CL on Patsystems after roll

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    Bad data for CL on Patsystems after roll

    Once I switched over from CL 9-13 to 10-13 the Instrument Manager forced a switch to Nymex (from CME Globex) and I started getting bad data (including different prices across the same contract depending on the time frame).

    Patsystems worked fine with CL 9-13.

    Please help.

    Thanks

    ps: I tried switching to a different exchange in the Instrument Manager but I still get bad data or an error message, something like "Ninja does not recognize contract CL 10-13 Globex"

    #2
    Hello rrasche98,

    Thanks for your post.

    I am fairly certain the CL should be trading on the Nymex exchange.

    http://www.cmegroup.com/trading/ener...fications.html

    The exchange says Globex but the settlement procedure is for the Nymex. (The Merc, CBOT, NYMEX and COMEX are now markets all now owned by the CME Group.)

    The data for the 09-13 and 10-13 CL contracts are a little different as the 09-13 is winding down in volume.

    Below is a screenshot of the data compared with DoNotMerge as the merge policy. Is your data much different from this? (notice the last price is different)
    Attached Files
    Chelsea B.NinjaTrader Customer Service

    Comment


      #3
      Yes, very different. I am only looking at CL 10-13 and there are several issues:

      1. I am getting very thin data on the CL 10-13 with volumes below 10 contracts on the 1-minute chart during RTH
      2. the 6 Range is stuck at 107.47, the 1 Min at 106.05, while the bid/ask shows 106.17-106.18.

      Thanks

      Comment


        #4
        additional info

        FYI, I tried resetting my instruments and re-starting Ninja but I'm still getting the same bad data. Also tried on another backup computer and seeing the same issues.

        Thanks

        Comment


          #5
          Hello rrasche98,

          Could I have you send in an email to support[at]ninjatrader[dot]com?

          I'd like to try out your connection on my end and see what data your getting.

          In the body of the email please write Attn: Chelsea #903791.

          I look forward to receiving your email.
          Chelsea B.NinjaTrader Customer Service

          Comment


            #6
            I just sent you the email.

            Thanks

            Comment


              #7
              more info

              The charts are all still showing the same (wrong) prices from an hour ago... If I select Reload All Historical Data, the chart displays "Loading data..." but nothing happens. The status bar on the Control Center does not show that it is loading any data from Patsystems. And the chart stays frozen.

              Comment

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