Advisory #21 | 09 11, 2013
Dear NinjaTrader user:
On Thursday, September 12, 2013, the CME Equities Index Futures will be rolling over from the 09-13 expiry to the 12-13 expiry.
In order to ensure that your charts correctly reflect for this rollover, you will need to manually configure the pre-defined rollover date in your NinjaTrader database.
Please see the steps below to correctly configure the rollover date for these contracts.
Step 1: From the NinjaTrader Control Center, click on the "Tools" menu and then select "Instrument Manager"
This will bring up the Instrument Manager.
Step 2: From the Instrument Manager, please search for the instrument you wish to rollover.
In this example we have searched for the "ES" E-mini S&P 500 Futures.
Step 3: Once you have located and highlighted the desired instrument, select the "Edit" button.
This will bring up the Instrument Editor.
Step 4: From the Instrument Editor, please click on the "Misc"tab.
Step 5: On the "Misc" tab, scroll down until you arrive on the "Contract Months" section
Step 6: Highlight the "Contract Months" row and select the small ellipse box […] to the right of the contract months defined
This will bring up the Contract Months window.
Step 7: Next, you will need to select the expiry you need to change. Today we’re changing the 12-13 expiry.
To change the rollover, highlight the 12-13 expiry and then select the "Rollover date" drop down menu
And change the rollover date to "September 12, 2013"
Step 8: Once configured, press OK on the Contract Months window and OK again on the Instrument Editor.
These steps will need to be repeated from the Instrument Manager for all instruments you need to change.
Once you have completed this process, you will need create a new chart, or you may change your existing charts to the new 12-13 contract
Please see the table below which lists the most common Equity Indexes that would be affected:
|Symbol||Description||Old Expiry||New Expiry|
|ES||E-mini S&P 500||09-13||12-13|
|NQ||E-mini NASDAQ-100 Futures||09-13||12-13|
|TF||Mini Russell 2000||09-13||12-13|
|YM||Mini-Sized Dow ($5) Futures||09-13||12-13|
*Note: It is only required to change the expiry rollover date for instruments you plan on charting
If you have any questions or concerns about this change, or would like further assistance concerning this process, please feel free to contact us at [email protected]
Sincerely,NinjaTrader Customer Service