Futures Rollover Offset calculation

[dgeidman]

Hello,
I was looking at a chart of the back adjusted GC futures contract and noticed a very big jump in price on the rollover day between the 12-13 and 02-14 contracts (rollover was on 2013-11-29).
When I compared the individual contract prices around the rollover I saw that the price of the old contract is actually the same as the new one.
(Attached a chart at the bottom of the post)
According to the help guide (editing instruments section) the offset is calculated as the difference between closing prices one day before rollover. In this case it looks like the offset should be 0 and not 6.4 as it appears in the instrument definition.

Am I wrong about this? Is my data corrupt?

[NinjaTrader_Kyle]

Hello,

When checking the price of the old contract, which Merge Policy was in place within the Data tab of the Options menu. (Tools > Options > Data)

Do you see more reasonable figures when checking values with the 'DoNotMerge' setting in place?

[dgeidman]

Hello Kyle,
I was using the DoNotMerge policy, since I wanted to look at the individual contracts.

Denis

[NinjaTrader_Kyle]

Hello,

Thank you for getting back to me.

Please contact me by email at Support [AT] NinjaTrader [DOT] com. In your message, please include a link to this forum thread and a copy of today's trace file. The file is located in the Documents > NinjaTrader 7 > Trace folder. I would need the 'trace.20140625.txt' file.