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NinjaTrader
Nt8 Rollover Merge non-backadjusted error
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First, I change the ES merge policy to 'merge non back adjusted'. I then open an ES 03-17 512 tick chart. Here is the result (matches your chart):
I then go back into the ES instrument and change the merge policy to 'merge back adjusted'. I right click on my chart and select 'reload all historical data and I get this chart:
The chart you've presented a screenshot of appears to be using merge non back adjusted.
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