I am seeing some inconsistent data on ES Futures between two contracts (ES 12-20 and ES 09-21) on Oct 19, 20, 21 of 2020
First date in question is Oct 19, 2020 at 6am. There appeared to be two opening prices 3443 (from ES 09-21) and 3470 (ES 09-21) ...
Please see screens attached for ref. I'm using Rithmic for NinjaTrader 8
The divergence is throwing my backtest in a tailspin (screen shot 3). It appears the price action is not matching with the vertical scale.
Could you let me know how to rectify this? If removing/refreshing cache is the way to go please instruct how I can do this safely.
Thanks
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