Chart not updating correctly on Playback

[Ousher]

When doing playback, the chart is not updating correctly.

There are just very large bars that update.

See video

https://streamable.com/0jm2ni

[NinjaTrader_Manfred]

Hello Ousher ,

Thank you very much for your post.

The culprit, in this case, is the low volume the ES 12-21 had on 09/08/21. As the NinjaTrader-suggested rollover date was the day after, 9/9, each 2000-tick candle would include significantly more time than it would for the comparable ES 09-21 contract. For comparison, this is what both contracts look like when seen individually and not merged, on a 10-minute chart for this day:



As you can see, the ES 12-21 had barely 4,000 traded contracts during this very active 10-minute candle, whereas the ES 09-21 had nearly 60,000 traded contracts.

On a tick-based chart, this offset would then appear very clearly, as each 2000-tick candle contains a wider timeframe due to the lower overall trades, resulting in it covering a larger price range.

The reason the candles prior appear 'correct' is due to the merge policy, as all historical data would be taken from the ES 09-21, up until the rollover date.

To resolve this, I would suggest either charting the ES 09-21 until the ES 12-21's rollover date (9/9/21), or setting the global merge policy to "do not merge", you may find this setting under Tools > Options > Market data.

Should you have any further questions in this regard, please don't hesitate to let us know!