Futures Contract months

[trend]

Hi,
I removed some contract months from the Misc Tab
but they keep appearing upon reconnecting (?)
How can you permanently remove months, for example
if you don't have the data (years 06-05 esiganl does
not have data), or, if you want to explicitly roll
from a certain contract to another one (skip a contract for example)?


Thanks,

[NinjaTrader_Kyle]

Hello trend,

Thank you for your post.

1.) Which Misc tab are you referring to?

2.) Which version of the beta are you running? (Help > About)

[trend]

Hi Kyle,
I'm running on v10
In the Instrument Manager and the Misc Tab there are the contract months. There for example if I choose ZL (bean-oil) and delete the
july-aug contracts (they're listed by default), then upon reconnecting
to e-signal reappear. I want to do the backadjusted contract without
the jul-aug months,

Thanks

[NinjaTrader_Kyle]

Hi trend,

Thank you for your note.

Unfortunately, contracts can not just be deleted. It is not possible to (for example) merge the 06-09 contract with the 03-10 contract.

Aside from excluding each individual line of data for a contract through the Historical Data Manager (which would be a highly time consuming manual project), there is no way to exclude a specific contract.

[trend]

Hi Kyle,
can I circumvent this problem, by creating a surrogate
contract (let's say ZL1) and add to it the months that I
want to track?

[NinjaTrader_Kyle]

Hi trend,

Thank you for your reply.

No, unfortunately, this would not do the trick.

[trend]

One more on this,
I deleted the contracts that I wanted to exclude
from the Historical Data Manager (under Edit).
Why do they still show up on reconnecting?
Thanks,

[NinjaTrader_Kyle]

Hi trend,

Thank you for your reply.

This is also expected.

In order to exclude the data, you will need to right click on each individual line and select 'Exclude' to exclude this data from your charts.

Unfortunately, no more elegant method exists.

[trend]

Kyle,
I have a contract IR (aussie bank bills)
I see the individual contract months (I imported
from esignal-minute and daily).

I choose to Merge backadjusted, but the
chart produces the Merge-non-backadjusted

Any clues?

Thanks,

[NinjaTrader_Kyle]

Hello trend,

Thank you for your reply.

Does this occur only on IR or on other instruments as well?

[trend]

Hi Kyle,
I've set dozens of contracts.
This problem I noticed only on this contract IR

[NinjaTrader_Kyle]

Hi trend,

Thank you for your reply.

I would suggest deleting and then recreating IR to see if this would have any effect.

[trend]

Hi Kyle,
when deleting thrugh the Instrument manager,
should I also delete any entries in the DB directory
under cache, minutes, day...

Thanks,

[NinjaTrader_JoshP]

To clarify, you can't just delete the contract expiry month or the month's data. You need to actually set them to Excluded states.

You should not delete anything from the DB folder manually.

[trend]

Ji Josh,
I attch two pictures for a symbol JB.
Although my settings (GlobalSettings) are set to Merge BackAdjusted
the previous mnths don't backadjust to the front month (06-10 ).
When I put a daily chart on and Relaod Historical Data the offset is
set to a value of zero (you can see the chart and the settings).

I also attach in a picture the data for the two contracts.
Doesn't show very clear but the data for 03/07/2010 are there,
Any clue why it refuses to backadjust to the front month?
The 10 previous contracts backadjust with no problem.

Thanks,