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OHLC Bar Question & Market Depth

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    OHLC Bar Question & Market Depth

    Question 1: In most futures markets, it's common to see a tick up or down on the close of a bar that results in the next bar's open to be a different price. While this isn't a major issue on the higher timeframe charts, it can lead to some of the lower timeframe charts looking a little choppy. Is there anyway to set NinjaTrader candlestick charts to make the open of a bar equal to the close of the previous bar, except across session breaks? Essentially, this would smooth the price action of the chart without actually changing any of the data (removing all artificial intra-day gaps).

    Question 2: I've noticed recently that you can now view almost unlimited market depth levels for CL futures (200+ ticks)...is CME testing this in CL for all products later on? Does anybody have a CME link describing this change? Or is this strictly a data provider change (Continuum)?

    #2
    Hello brohnhdon,

    Thank your post,

    There's not an option to have the last close of the bar always replicate in the next, you can disable the Break at EOD feature in order to address it at EOD, however (right click on the chart > Data Series > Break at EOD). See the below section of our help guide for more information.

    https://ninjatrader.com/support/help...eak_at_eod.htm

    The Market Depth Levels are sent via the data provider, I'm unsure if these are instrument-specific. In NinjaTrader 7, only 5 levels could be seen.

    We look forward to assisting further.
    Eric B.NinjaTrader Customer Service

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