calculation of continous contracts

[Tasuki]

I've got a question about how continous contracts are calculated in NT. See the two attached charts. In the first one, YC (mini corn), there are numerous differences in the chart of the front month vs the chart of the continous contract. Interestingly, such differences are NOT seen with the index futures, such as the ES (see chart 2). This
raises the question of how Ninjatrader calculates continuous contracts and whether
NT offers the ability to create continuous charts with alternate methods of calculation.
If anybody knows the answers, please let me know.
Thanks,
Tasuki
p.s. I'm also curious why there ARE differences with YC (and other commodities) but NOT with ES (or NQ or YM). Why is that?

[NinjaTrader_Cameron]

Hello,

Thank you for your note.

The continuous contracts data is set by the data provider you use, not NinjaTrader.

In this case your data provider may be looking at all the valid front months of YC and using data from those to give a different view of the data. This means the conitnuous contracts might use data from a front month that has less volume and less traded.

Popular traded instruments that have well defined roll over times and more volume will usually show the data without any differences.