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laocoon
02-18-2011, 12:40 AM
Hello

I switched from the 03-11 to the 04-11 crude futures contract (CL) yesterday and I got a huge (200+ ticks) bar yesterday and this morning there's a new huge bar forming on my chart (and yesterday's bar is gone). I'm using volume bars.

How can I correct this?

Thanks

NinjaTrader_Jason
02-18-2011, 03:05 AM
Hello loacoon,

The CL instrument is rolling over to the 04-11 expiry on 2/21/2011. So if you have 'Merge policy' enabled and you create a chart for the CL 04-11, it combines real-time data from the 04-11 expiry with historical data from the 03-11 expiry. This causes the large bar.

You can load only historical data from the 04-11 as follows. Please go to Control Center-->Tools-->Instrument Manager, highlight the CL and click Edit. Set 'Merge policy' to DoNotPlot.

Restart NinjaTrader.

Create a new CL 04-11 chart and it should only load historical data from the 04-11 expiry.

Let me know if this will not work for you.

laocoon
02-18-2011, 03:31 AM
This seems to be working, thanks a lot Jason.