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I expect a data feed to provide accurate to the minute/tick/range as shown. Alot happens in 1-2 minutes and trades are based upon that information. It placed trades on the previous bars more than 1, my faith in the data feed is shaken. It seemed to be a regular occurrence, not the odd here and there slippage I've seen on Zenfire.
I did call Amp and spoke to my broker, Justin, who stated: "What do you want us to do about it?"
I see you are using the 05-11 contract in your screenshot. This contract has not yet been rolled to (rollover date = 3/21) though. I suspect in your Tools>Options>Data tab you have the merge policy set as “MergeBackAdjusted”. What this setting does is that it will try and use the data from the correct front month for the date range they are active on historical data. Since the 04-11 contract is still the active one, all your historical data is pulled from 04-11, but your real-time data is 05-11. The chart tries to mix the two and the end result is the spikes you see because it is not time to merge to 05-11 yet.
To resolve, please switch the option to “DoNotMerge” and then reopen your chart. Setting it to “DoNotMerge” will allow you to pull purely 05-11 data for your chart historically and in real-time.
I assume we can also address this problem by changing the CL 05-11 rollover date to 3/18/2011. As of now, 12:13 pm central 3/18/2011 the May volume has exceeded the April volume. I will be considering 3/18/2011 as the rollover date for this month.