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ZS 11-16 data wrong

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    ZS 11-16 data wrong

    Hi,

    I'm trading ZS November contract since it has the most volume, even though it's not the front month. I got data from Kinetic. However the prices on the chart yesterday (Friday) was totally wrong. The actual data from my broker (Interactive Brokers) never touched 1000 but on NT7 the price was much higher and touched 1000 multiple times.

    Here's what I found:

    1) While I was waiting for the news release (12 noon EST), the new data I got from Kinetic seemed to be correct. The old data were much higher (about 10-20 points). However whenever I reloaded, those correct prices became old and they went higher again.

    When I checked the prices in historical data manager, they seemed to be correct.

    2) Today I removed ZS 11-16 prices from historical manager and reloaded from Kinetic, again those ZS 11-16 prices were correct. On NT chart however, I found those prices match the September contract prices.

    Is there anything I can do to show the correct prices of a contract whose delivery month is later than that of the front month?

    Thanks for your help.

    #2
    Hello jackt,

    Thank you for writing in.

    Please change your merge policy to DoNotMerge.

    To do this, click on Tools -> Options in the Control Center. Then, select the Data tab and change the Merge policy to DoNotMerge and click OK.

    You will need to Reload All Historical data after making that change.

    For more information about the different merge policies, please take a look at this link: https://ninjatrader.com/support/help...rical_data.htm

    Please, let us know if we may be of further assistance.
    Zachary G.NinjaTrader Customer Service

    Comment


      #3
      Originally posted by NinjaTrader_ZacharyG View Post
      Hello jackt,

      Thank you for writing in.

      Please change your merge policy to DoNotMerge.

      To do this, click on Tools -> Options in the Control Center. Then, select the Data tab and change the Merge policy to DoNotMerge and click OK.

      You will need to Reload All Historical data after making that change.

      For more information about the different merge policies, please take a look at this link: https://ninjatrader.com/support/help...rical_data.htm

      Please, let us know if we may be of further assistance.
      It works. Thank you for your help!

      Comment

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