The primary reason – a wrong contract has been downloaded.
You need to download an active contract. This is not the easiest task because most of the futures
have different expiration cycle, different rollover dates.
You may solve that by yourself visiting a corresponding exchange. For example to make sure you’re
downloading an active contract for ES visit CME website and check a contract specification.
Ok, now you know how to determine an active contract for ES. You need to keep this iteration for all
However a PRO version will solve all that for you and you can download an active contract and a
continuous contract (not provided by NinjaTrader replay server).
Always working for you.