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Merging Gold Contracts

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    Merging Gold Contracts

    Hi,

    I try to merge the Gold contracts of one year and realised that's not possible with NT's merge policy. The following sequence is to be merged: Feb, Apr, Jun, Aug, Dec. This sequence does not contain the Oct-Contract, and I did not loaded any data for Oct. The Gold Oct-Contract does carry no volume and is therefore not tradable and of no value for analysis.

    As a result I see a data gap of two months on the chart (Aug and Sep). My question is: How can I display the Dec-Contract data beginning with Aug in the chain of the merged contracts?

    Regards
    Ralph

    PS: That's a problem for many other commodities too.

    #2
    Ralph,

    You can adjust the contract definitions in the Instrument Manager. Setup the contracts months you want to roll into which ever other month and then it should work the way you want it to look.
    Josh P.NinjaTrader Customer Service

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      #3
      I thought you had already confirmed that you would skip October, see other threads, as there were several requests to change the rollover schedule.

      Originally posted by NinjaTrader_Bertrand View Post
      Guys, we appreciate your feedback and input, I checked into volumes and open interest to compare - we changed the default rollovers to roll from August into December directly skipping October.

      Comment


        #4
        This is kind of off topic, but why is the October contract not traded for GC?

        Comment


          #5
          Josh, thanks for the hint. Should have seen it by myself in the help doc. I modified the rollover date for 12-09 and now it looks fine. One more question: Where/how is this modification saved/stored? With other words: What happens if I ever need to make a software reinstallation? Do I get these modifications over there?

          Harry, at least for Gold the rollover schedule still looks like the original one.

          Radical, I don't know the answer to your question.

          Regards
          Ralph

          Comment


            #6
            Ralph,

            They are stored in the database. If you don't remove the database you will still have them.

            Harry,

            No changes would have occurred when no newer beta versions have been released yet.
            Josh P.NinjaTrader Customer Service

            Comment


              #7
              Hi Josh,

              I have some questions regarding contract rollover in NT7. I have two instruments in the Instrument Manager that I am concerned with. 6E and YM.

              When the current contract expires will the new front month automatically take it's place in the instrument manager?

              If you were to remove the current month from the instrument manager a few days before expiry, and then load the next month, will the data merge, ie, will the next month begin plotting where you ended using the current month even the though current month hasn't yet expired?

              Thanks

              Originally posted by NinjaTrader_Josh View Post
              Ralph,

              You can adjust the contract definitions in the Instrument Manager. Setup the contracts months you want to roll into which ever other month and then it should work the way you want it to look.

              Comment


                #8
                syxforex,

                The months in the Instrument Manager lists will not automatically change on you. You have to explicitly induce a change for them to change. If you want to go to the next months prior to rollover you can do so, but be sure to either setup the date you make the switch as the rollover date or use DoNotMerge as your Merge Policy in Tools>Options>Data.
                Josh P.NinjaTrader Customer Service

                Comment


                  #9
                  Hello,
                  I'm trying to consolidate GC exported data but see inconsistencies.

                  For example:

                  GC 02-11 and GC 12-10 exported txt data show apparently front and current month data as in the attached screenshot.

                  How can I consolidate it?

                  The objective is to have the data in one file for further data analysis.

                  Thanks.


                  EDIT:

                  How does the switch occurs in Ninjatrader 8 between current and front months on Rollover?
                  In the Screenshot below, on November 25th 2010 1:01 PM does Ninjatrader 8 Charts simply changes to the upfront month?
                  Thanks.


                  2nd EDIT:

                  I checked for data on November 26th 2019 10:00 PM both on the GC 12-19 and GC 02-20 Historical data txt files, and on the Chart.

                  GC 12-19:
                  20191126 220000;1461.3;1461.3;1461.1;1461.2;24

                  GC 02-20:
                  20191126 220000;1468.4;1468.5;1468.3;1468.3;24

                  On the Chart for November 26th 2019 10:00 PM:

                  D: 11/26/2019
                  T: 22:00:00
                  O: 1478.3
                  H:1478.7
                  L:1478.3
                  C:1478.5
                  V: 181

                  Pleaese see the attached screenshots.

                  Why does the chart data is not consistent with neither the exported Historical Data GC 12-19 nor GC 02-20?

                  How to get the Historical data exports consistent with the chart's data?

                  Thanks.
                  Attached Files
                  Last edited by FrankSert; 05-23-2020, 07:04 AM.

                  Comment

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