There is a massive difference in soybeans 1425 for July futures versus 1245 for September futures. This is causing a big spike on the rollover merge back adjusted data when you manually load the soybean ZS 11-14 contract which is what should be used now as that is what all the liquidity is on - since 6/17/14
As you can see on the CME’s website here
So this was a fun one to figure out to make the chartws merge historically and correctly. Even on TOS its not working correctly. You have to manually enter /ZSX4 on TOS to not get the gap and of course that means you don’t get the back adjusted data etc…
On NT7 we can edit the rollover dates…one of the reasons i use NT7 
August and September contracts are lightly traded there is no reason to have them on the roll list for normal outright charting
Also the dates listed in NT7 for soybeans are wrong for liquidity roll purposes
So 2 months need to be removed from the instrument editor and november needs to have the date changed and the offset change to make the months line up for the merge back adjusted data to roll up and not get the big spike
This is how to resolve it:
go to tools instrument manager then…
- enter zs
- search
- edit
- click misc tab then click in the 70 contract months defined - then click the …
- click on 11-14
- change the date to 6/17/14
- change the offset to 203.25
- click 09-14
- click remove
- click 08-14
- click remove
- click ok
