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Non-front month contracts not loading correctly
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Non-front month contracts not loading correctly
Trying out NT. When I try to load any contracts besides the front month, data doesn't load correctly. I attached examples using WTI March, April and May contracts in separate charts. It looks like for April and May, historical data from the March contract is loading wile the most recent bar has the current price of the April or May contract. My data source is Interactive Brokers. This also happens with ES and other futures, not just WTI.Tags: None
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Hello pcdunham,
Thanks for writing in.
By default contracts will merge past data to make them function similar to continuous contracts. Viewing contracts before their rollover will result in them displaying as you are seeing.
Yuo can change your merge policy to DoNotMerge under Tools> Options> Data
Below I have provided a link to the Understanding Merge Policies section of the Help Guide.
BrandonNinjaTrader Customer Service
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