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Gaps in Backadjusted Continuous Contract

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    Gaps in Backadjusted Continuous Contract

    I'm wondering why I'm seeing missing bars in "ES ##-##" They appear to be the rollover bars. Is this intentional? I see the gaps in some instruments (ES, NQ) and not in others (CL).

    I cleared the data cache and tried multiple data connections and the behavior is consistent.

    You can only see the gaps when you plot both "ES ##-##" and "ES 12-18".

    Thanks,

    Click image for larger version

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    #2
    Hello BarzTrading,

    Thank you for your note.

    What is your Global Merge Policy currently set to? You can check via Tools > Options > Market data.

    Please follow the steps below to manually attach your log and trace files to an email to platformsupport[AT]ninjatrader[DOT]com with "ATTN CHRIS S" in the subject line so I may investigate this matter further.
    • Open your NinjaTrader folder under Documents.
    • Right click on the 'log' and 'trace' folders and select Send To> Compressed (zipped) Folder.
    • Send the 2 compressed folders as attachments to this email.
    • Once complete, you can delete these compressed folders.
    I look forward to your reply.
    Chris Sch.NinjaTrader Customer Service

    Comment


      #3
      I've sent the email. My merge policy setting is merge non-backadjusted.

      Comment

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