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Tick chart showing data from wrong contract month

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    Tick chart showing data from wrong contract month

    In my workspace I select New->Chart and enter "M6E 06-20" with a 50-tick bar. I get something like the attached picture.

    There was not a sudden jump in price two bars back; what is happening is that the chart is incorrectly showing old data from the *03-20* contract, the previous month. The chart trader is showing the correct bid/ask which matches the most current bars. If I bring up the 03-20 chart, it matches the older data. Also, even stranger, if I right-click and hit "Reload All Historical Data" the chart refreshes to match the 03-20 contract and then the price jumps up when a new tick hits. The data appears correct going forth from the point where the chart is created/refreshed but is wrong in the past.

    I've experimented with deleting cache and DB files that reference these contract months, but nothing works. The chart is still incorrect, and the cache files immediately recreate themselves. In particular I have seen the "M6E 03-20" directory reappear when I've only loaded the *06-20* chart, which supports the idea that somehow the wrong month is being loaded.

    #2
    This is also happening on time charts. I pulled up a 15-second chart for M6E 03-20 and 06-20. Same problem - on the 06-20 the data shown is actually the 03-20 up to the present moment, then it shows the 06-20 moving forward. See attached photo.
    Last edited by aworldnervelink; 03-12-2020, 11:23 AM.

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      #3
      Hello aworldnervelink,

      Thanks for posting.

      The M6E contract doesn't rollover in NinjaTrader until tomorrow. 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 'M6E' > Edit
      • Scroll down and select 'Edit rollovers'
      • Select the '06-20' 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'
      If you do not want your charts to merge back past contracts, you can change your merge policy to 'Do Not Merge' under Control Center > Tools > Options > Market Data > Global Merge Policy.

      Below I have provided a link to the Understanding Merge Policies section of the help guide.Please let me know if I may be of further assistance.
      Tyler M.NinjaTrader Customer Service

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        #4

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          #5
          OK, adjusting the global option appears to correct the issue. All I can say is wow, what a confusing feature.

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