Trading hour holidays missing

[NinjaTrader_PatrickG]

I was able to successfully change the GC 04-17 rollover date to 01/30/17 which successfully loaded tick and minute data from the GC 04-17 for the 31st of January. I am using the most recent internal build of the platform, so I believe this was resolved along with other GC issues in the ticket mentioned below.

Can you confirm that you right-clicked on your chart and selected 'reload all historical data' after making the rollover date change?

You mentioned that other instruments also experienced this behavior. Could you tell me how to reproduce this behavior on an instrument which is not the GC?

[Harry]

You also asked me about other examples for false rollover dates.

The rollover date for the GC February conctract is also false .. it is set to First Notice Day, 2 days after the volume switched.

The rollover date for the December contract is false by several months .... I think that all the roll dates for GC should be reviewed. The always need to be set 1 or 2 days prior to First Notice Day.

Roll dates for FDAX 03-17 are false by a week in December. FDAX is traded on EUREX and does not use the roll date for US Index futures. It typically rolls 8 days later (with a few exceptions) than US index futures. Funny enough the roll date for FESX is correctly set.

FGBL roll dates seem to be early by one day, volume only switches the next day, so your chart shows a low volume day, although it is heavily traded in the other contract month.

I cannot go through all the contracts. The only thing that needs to be done is to pull up a 60 min chart over a lookback period of 3 years and then identify low volume days around rollover and check those dates.

[Harry]

I was able to successfully change the GC 04-17 rollover date to 01/30/17 which successfully loaded tick and minute data from the GC 04-17 for the 31st of January. I am using the most recent internal build of the platform, so I believe this was resolved along with other GC issues in the ticket mentioned below.

Can you confirm that you right-clicked on your chart and selected 'reload all historical data' after making the rollover date change?

You mentioned that other instruments also experienced this behavior. Could you tell me how to reproduce this behavior on an instrument which is not the GC?

I am unable to load tick data for GC 04-17 via Kinetick for January 30.

Loading does neither work via the historical data manager nor via reloading the chart.

Maybe I have to wait until the market closes?

I have now switched back to release 8.0.3.1, updating roll dates and trading hours is no problem with this release.

[NinjaTrader_PatrickG]

Kinetick tick data is only available for 8 historical days during market hours, You should be able to load tick data further back after the markets close. I was using a NinjaTrader Continuum connection for my testing which does not have this restriction.

I will forward your observations about the rollover dates being incorrect to the Development Team.

[Harry]

Just to continue: The holiday calendar for CME Interest Rate Futures and CME FOREX Futures is also false. Basically there are the same errors as for index futures and NYMEX, so I do not need to list it here again.

For all financial futures it is the same since more than 10 years. Each year there are seven to eight days with an early close

- Dr. Martin-Luther-King Day
- President's Day
- Memorial Day
- Independence Day
- Labor Day
- Thanksgiving
- Day after Thanksgiving
- Christmas Eve (when not falling on a weekend)

In some years the exchange was open with an early close on Good Friday, this is case by case, otherwise Good Friday is a full holiday.

The holiday calendar for Agriculturals is also false. Basically everything labelled CME, CBOT or NYMEX needs to be reviewed and corrected. Just copy from the holiday calendars published on the CME website.

[NinjaTrader_PatrickG]

Thanks for bringing this to our attention. Our Data Team is working on a complete revision of all the 2015-2017 holiday hours for all trading hours templates. We are tracking this internally as SYSOPS-103. This should be pushed out to all users in an upcoming release of the platform.

[Harry]

Thank you.

I will then stop reporting until it is finished.

[Harry]

False trading hours for NYMEX

NT 8.0.5.1

I have noticed that the trading hours templates have been modified.

For all seven NYMEX templates all holiday sessions for 2017 have false end dates.

This produces very creative charts, please see simple 15 min chart (non equidistant bar spacing) attached.

I would suggest to review the trading hours once more.

[Harry]

4 weeks ago I had pointed to false rollover dates for the FDAX.

FDAX does not roll in line with US index futures.

Nothing has changed since.

NinjaTrader is designed for trading futures, so I do expect that the rollover dates and trading hours for the 30 most liquid contracts are correctly entered.

Currently, I am still seeing a lot of false charts.

[NinjaTrader_PatrickG]

This is being tracked internally as QA-2845. I have no further updates at this time.

You can manually adjust your rollover date to the date you desire:

• Tools > Instruments
• Select an instrument
• Edit
• Scroll down and select 'edit rollovers'
• Select the expiry you wish to edit
• Change the 'rollover date'
• OK

[Harry]

Patrick, I know how to change it. I am not changing it on purpose in order to test whether it is working correctly. I am just trying to help.

All that needs to be done here is to change two rollover dates for the FDAX.

This has taken over four weeks now.

We are talking about a task that can be easily achieved within 5 minutes.

This is being tracked internally as QA-2845. I have no further updates at this time.

You can manually adjust your rollover date to the date you desire:

• Tools > Instruments
• Select an instrument
• Edit
• Scroll down and select 'edit rollovers'
• Select the expiry you wish to edit
• Change the 'rollover date'
• OK

[NinjaTrader_PatrickG]

Typically we package database updates together. An update to the database is expected soon, however, I have no further information.

[Harry]

I have noticed that the Trading Hours for NYMEX have been changed again.

Now everything is false.

Even the correct dates for the prior years have been replaced with false dates in such a way that holidays disappear.

Looks like sabotage.

[NinjaTrader_PatrickG]

The Development Team is still working on resolving the NYMEX trading hours and holiday hours discrepancies. This is being tracked internally as SYSOPS-105. I will update this thread when these trading hours and holiday hours templates are fixed.

[Harry]

Thank you for your feedback.