CL Rollover Issue

[allinthechart]

Hi,

Further to my prior topic in July I notice an issue in CL when it rolled over yesterday.

If you look at the attached screenshots, the CL-1600tk-11-17 image shows the data as it came through in real time in CL. The second image (CL-1600tk-DataIssue) shows the 12-17 contract with rolled over data as it stands now, demonstrating how the data from Tuesday/Wednesday this week has not come across correctly (the data in question is roughly shown with a white box on both images).

Can you explain why this is? It appears to be a common issue whenever roll over occurs, which is quite the pain bearing in mind the charts are essentially wrong - or at least appear that way, particularly when you compare the chart to something like Think or Swim.

Many thanks,

Tim

[NinjaTrader_Micah]

Hello allinthechart,

Thank you for your post. What you are seeing is likely a result of your Merge Policiy settings. These settings can be seen/changed under Tools>Options>Market Data.

Depending on which merge policy you have selected, this can affect the way your charts plot their data:

Do Not Merge - only the month you have loaded will be available and no previous months will be merged
Merge back adjusted means it will merge historical contracts based on the rollover date and offset values within the contract properties.
Merge back non adjusted means it will merge historical contracts based on the rollover date but not offset values within the contract properties.

Additionally, I have included the section of the Help Guide which goes over Merge Policy for futures instruments:

https://ninjatrader.com/support/helpGuides/nt8/en-us/?merge_policy.htm

Please let us know if you have any other questions.

[allinthechart]

Thank you for the prompt reply :-)

If I change to 'Merge back adjusted' (the prior screenshots were all 'Merge back non adjusted') I get the attached.

Note how the low is still incorrect when compared to what happened on the 11-17 contract, whilst the high of that white box now appears correct - correct being the price action that occurred in the 11-17 contract.

I guess this is perhaps an issue that will never get solved? ToS looks different in that it actually represents what happened on each contract, I do not understand how ToS can achieve it yet NT has such differences. Perhaps there is no issue and it is just a case of different approaches?

[NinjaTrader_Micah]

Hello allinthechart,

Thank you for your reply. If after trying all three merge policy settings, and also making sure the Trading hours in your Data Series menu matches the trading hours shown in your TOS chart, you might need to reset your instruments.

To reset your instruments, please take the steps below.

First, disconnect from any data providers by navigating to the Control Center > Connections menu, and left-click on “disconnect” that appears to the right when hovering your mouse over any active connection
Next, reset your instruments by navigating to the Control Center > Tools > Database Management
In the Database Management window, under the “Update instruments” section, ensure that “General properties”, "Futures expiries" and “Symbol mappings” options are checked and then click Update
Lastly, restart NinjaTrader for the changes to occur

Please let us know if we may be of further assistance.