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Old 04-16-2010, 06:11 AM   #1
laparker
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Default CL rollover problem

CL rollover has been working fine over the last few cycles. I loaded beta 14 yesterday and when changing the chart to the current new front month, CL 06-10, I get a massive spike at the point I make the changeover from the old lower price of CL 05-10 to CL 06-10. I haven't changed anything except upgrade from 13 to 14. Any ideas?

-thanks

edit- is there a way of reloading beta 13?
Last edited by laparker; 04-16-2010 at 06:17 AM.
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Old 04-16-2010, 06:20 AM   #2
NinjaTrader_ChristopherJ
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Hello laparker,

Due to the current trading contract being CL 05-10 this is expected behavior. If you would like to view the CL 06-10 contract please use the steps I have provided below to change the Merge Policy. Keep in mind this will not merge the previous contract with this setting.
  • Tools
  • Instrument Manager
  • Select CL within the Available master instrument list
  • Edit
  • Definitions tab
  • Merge policy
  • Set to "DoNotMerge"
Please let me know if I may be of further assistance.
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Old 04-16-2010, 06:33 AM   #3
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But rollover was yesterday. Looks like you have 4/20 as the date. The volume moved to the June contract yesterday, as expected.

edit - ok I've found out how to fix it. Go in and manually change the rollover date to the correct one on the Instrument Manager.
Last edited by laparker; 04-16-2010 at 06:58 AM.
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