what is the mechanism of charting between roll date for 2 contracts?

[leontancfa]

hi as in the picture attached, I see that it seems volume of each bar of Dec contract before Sep 10th were the same as Sep contract, so I assume that the program has some mechanism to take the volume of Sep contract and put it onto Dec contract.

But the price bars seem to be different mechanism.

Could you advise how this mechanism work in detail?

Thanks.

[NinjaTrader_PatrickH]

Hello leontancfa,

Thank you for your note.

Yes, this is the Merge Policy in action. It can be changed under Tools > Options > Data.
For information on the Merge Policies please visit the following link: http://ninjatrader.com/support/helpG...rical_data.htm