Announcement
Collapse
No announcement yet.
Partner 728x90
Collapse
NinjaTrader
price discrepancy 6M0619
Collapse
X
-
This is likely due to the fact that NinjaTrader, by default, merges historical contract data together based on it's internal roll over dates and the rollover dates for 6M (and the other currency futures) is tomorrow. You're seeing historical data for the current front month (03-19) with real-time data coming from 06-19.
What version of NinjaTrader 8 are you using? Please provide the entire version number. This can be found under Help -> About (Example: 8.0.X.X)
What is your merge policy? To check, go to Tools > Options > Market Data > Merge policy
-
This will resolve itself tomorrow because tomorrow is the rollover date for 6M in NinjaTrader.
The 6M 06-19 doesn't rollover in NinjaTrader until March 15th. If you want to rollover before that and continue to merge past contracts, you will need to adjust the rollover date:- Control Center > Tools > Instruments
- Locate and select '6M' > Edit
- Scroll down and select 'Edit rollovers'
- Select the '06-19' contract from the 'configured' list
- Edit the 'rollover date' to any date prior to today > OK > OK > Close
- Right-click on your chart and select 'reload all historical data'
Below I have provided a link to the Understanding Merge Policies section of the help guide.
Comment
Latest Posts
Collapse
Topics | Statistics | Last Post | ||
---|---|---|---|---|
Started by Mupulen, 04-16-2024, 11:26 AM
|
1 response
54 views
0 likes
|
Last Post
by techbech
Today, 03:03 PM
|
||
Started by Quanto, Today, 02:17 PM
|
1 response
7 views
0 likes
|
Last Post Today, 02:43 PM | ||
Started by cmtjoancolmenero, 04-25-2024, 03:58 PM
|
24 responses
125 views
0 likes
|
Last Post Today, 02:36 PM | ||
Started by Skifree, Today, 11:21 AM
|
3 responses
11 views
0 likes
|
Last Post Today, 02:14 PM | ||
Started by manueldecastro, Today, 01:16 PM
|
3 responses
14 views
0 likes
|
Last Post Today, 01:50 PM |
Comment