it's easier to look at the picture - the 6E data seems to be hung up at 1.3980 and a new charts loads at that price but starts a new bar 60 pips below that - current price same problem with the M6E contract, but for some unknown reason, NinjaTrader does not collect historical data for the E7 !!! so no idea what's going on with that Pound, Yen and ES contracts seem ok AMP trading desk knew about the problem when I phoned about 2:10 am pst and an internal NinjaTrader email was replied to about 15 mins later, but don't know a CQG Support number/email to use so didn't contact them problem continues at 4:50 am pst
If you want to load 6E June only data you need to select Do Not Merge in your Instrument Manager - Edit - Instrument editor. Hope this helps.
Bernard, what does this mean ? - 'load 6E June only data' ? what other data besides the June data do you think is loading ? why do you think this is the problem ? MANY users besides me have phoned-in about the problem to AMP nothing to do with CGQ, phoned them and confirmed the problem is another one originating with NinjaTrader
If loading a new contract you have the historical from the previous expiration and then the realtime data with the new contract (often with a gap), the trick I posted above helps to show only the June 2011 expiration data. Dunno whether this is you exact case or something has to do with CQG feed. Also please note that the latest 7.0.1000.4 fixed several issues about CQG vs 7.0.1000.2.