When are you going to get the FUTURES Roll Offsets right

[Vispilio]

Every time either the date is wrong or the offset itself is wrong. This time on Crude Oil Futures rollover, first you got the date wrong, fine we fix it manually. But lo and behold, come midweek, suddenly your server decided to upload the correct date, but this time the offset value is wrong. Your server defaults to +.22 for CL Sep'17 Roll Offset whereas a basic search on the publicly available CME website and / or the settlement values published by all reliable data providers will tell you it's actually +.21.

1 cent makes a huge difference on futures, and your customers shouldn't have to correct your mistakes on multiple occasions, almost every time. Why is this so difficult for you to get right gentlemen, come on there must be an explanation, I thought you were running a professional outfit here...


Best,
Vispilio

[NinjaTrader_PatrickG]

What version of NinjaTrader are you using? You can check under Help -> About (Example: 7.0.1000.X or 8.0.X.0)

Who are you connected to? This is displayed in green on lower left corner of the Control Center window.

Do you ever switch data sources? In other words, do you have more than one data provider?

NinjaTrader 7 does not have the capability to receive server updates to rollover dates. Only NinjaTrader 8 has this capability. The only way for NinjaTrader 7 to receive updated instrument information is via upgrading and then resetting your instruments under Tools > Options > Data. If you upgrade and do not reset your instruments, you do not receive these updates.

I've also double-checked with the Database Team and there was no change to any CL rollover dates for either version.

Please clarify - are you referring to CL 08-17? If so, I see a rollover date of 06/14/2017 and an offset of 21. What were these values originally?

[Vispilio]

Hi Patrick

I'm referring to the rollover date and offset for CL Sep'17 Futures.

At first this was set to July 13, then it got switched to July 17, which is the correct date, but the offset defaulted to +.22 for SEP'17 incorrectly, even though I had set it on Monday to +21 cents.

I'm connecting to Interactive Brokers, IB settlement prices also indicate that the roll should be .21, as well CME's official published Settlement prices, so I don't know where you guys are getting .22... I thought NT has its own servers for instrument updates and such ? If not where is the incorrect .22 offset figure coming from ?

p.s. I'm using NT 7.01000.34

Best,
Vispilio

[ShatteredX]

Hi,

I am also seeing this problem. CL 09-17 rollover offset as 0.22 on 7/17. I am using 7.0.1000.35 with Kinetick.

I deleted the 0.22 offset and then reloaded my chart data. NT7 then correctly filled in the rollover offset as 0.21. Obviously, this is not a good fix because NT7 overwrites your rollover offsets with their server values on restart unless you change the rollover date.

I also am not sure where the 0.22 value comes from. 0.21 is the correct offset based on CME settlement prices on 7/14. (NT8 has a 0.19 offset which is the correct offset if you use the LAST price on 7/14)

[NinjaTrader_PatrickG]

The offset value is pulled from our server if possible. In this case, the CL 09-17 rollover is provided by our servers.

Neither NinjaTrader 7 nor NinjaTrader 8 uses settlement data to calculate the offset value:

• NinjaTrader 7 relies on the close of daily data to calculate the offset value.
• NinjaTrader 8 relies on the close of minute date to calculate the offset value.

There is no universally agreed upon rollover date and this is why it can be changed manually in the platform.

I will submit a two feature requests:

• The ability to change the offset of the default rollover date EDIT: SFT-1694
• Use settlement data to calculate the offset value EDIT: SFT-2549