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Playback of older Expired contracts

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    Playback of older Expired contracts

    I am struggling trying to get replay working for some older contract data.

    I have 4 days of ES 03-15 I was trying to get to Playback, so I figured I would use the active contract of ES 06-15. After setting the start and end date of the 4 days of data, I tried to play back the data. The time jumped right to the end like there was no data in that timeframe.

    So, I figured, let me add the ES 03-15 contract and try again. This is my problem, for the life of me I don't seem to be able to add an older contract. I can select contracts into the future by editing the instrument, but not into the past.

    #2
    There has been some reworking in this area which may change the way you're used to selecting/saving an old contract. I realize this is a long post for a simple task, but I think you'll find all of these features handy, and I just want to make sure all of the enhancements are understood so you can make the best of this new implementation.
    • If you're using the Tools-> Instrument Lists window, all of the default configured instrument lists would only allow you to "Edit" to active contract months. This is part of the new 'auto rollover' concept we hope helps users find the active month when adding instruments. (Auto rollover is user triggered under Tools-> Database window around the date of rollover, and will auto clean up all of your instrument lists with the current contract month)
    • Selecting "Add" on an instrument list will allow you type in the exact instrument and contract (ES 03-15) (selecting the search icon would only auto add the active contract month)
    • If you have old contracts you need to save/select just simply create a new instrument list (i.e., "Replay") and you can add the old contract months from this window.


    Click image for larger version

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    • To quickly get to an another instrument, or even an old expiry you need to use in Playback, every single trading window comes with a new Instrument Overlay selector which allows you type the name of the contract directly only the interface, similar to what you may have been used to in our NT7 charts.


    Click image for larger version

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    • The standard instrument selector also holds a "recently used" list at the top of your instrument list. If you type in ES 03-15 in one window with the method mentioned above, all other windows with instrument selectors should have that recently used ES 03-15 at top - you can also "pin" an instrument by selecting the icon on the right side.

    • If you have an old contact selected on a Chart for example, and you decide you want to save this instrument/contract to any instrument list (even the default), you can navigate through the Instrument Selector on the chart you will find the current selected contract as an option of all the Instrument Lists as an option to "Add to list"


    Click image for larger version

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    Hope this helps. If something about this process is still stopping you from using an old contract, let me know and we can look into that.
    Last edited by NinjaTrader_Matthew; 05-06-2015, 07:53 PM.
    MatthewNinjaTrader Product Management

    Comment


      #3
      Hi Matthew,

      I see the advantage and the flexibility, the explanation is helpful. I suspect that you are likely to get support questions about adding older contracts. I don't know if better instructions on the SEARCH box such as "Enter Full Contract Name for expired contracts". For auto roll over, use the search feature.

      The feature you described is not user intuitive, so regardless of you adding this to the instruction, people like likely contact support since it isn't clear why they can't enter an expired contract after the search completes.


      Originally posted by NinjaTrader_Matthew View Post
      There has been some reworking in this area which may change the way you're used to selecting/saving an old contract. I realize this is a long post for a simple task, but I think you'll find all of these features handy, and I just want to make sure all of the enhancements are understood so you can make the best of this new implementation.

      • If you're using the Tools-> Instrument Lists window, all of the default configured instrument lists would only allow you to "Edit" to active contract months. This is part of the new 'auto rollover' concept we hope helps users find the active month when adding instruments. (Auto rollover is user triggered under Tools-> Database window around the date of rollover, and will auto clean up all of your instrument lists with the current contract month)
      • Selecting "Add" on an instrument list will allow you type in the exact instrument and contract (ES 03-15) (selecting the search icon would only auto add the active contract month)
      • If you have old contracts you need to save/select just simply create a new instrument list (i.e., "Replay") and you can add the old contract months from this window.


      [ATTACH]32256[/ATTACH]
      • To quickly get to an another instrument, or even an old expiry you need to use in Playback, every single trading window comes with a new Instrument Overlay selector which allows you type the name of the contract directly only the interface, similar to what you may have been used to in our NT7 charts.


      [ATTACH]32257[/ATTACH]
      • The standard instrument selector also holds a "recently used" list at the top of your instrument list. If you type in ES 03-15 in one window with the method mentioned above, all other windows with instrument selectors should have that recently used ES 03-15 at top - you can also "pin" an instrument by selecting the icon on the right side.

      • If you have an old contact selected on a Chart for example, and you decide you want to save this instrument/contract to any instrument list (even the default), you can navigate through the Instrument Selector on the chart you will find the current selected contract as an option of all the Instrument Lists as an option to "Add to list"


      [ATTACH]32255[/ATTACH]

      Hope this helps. If something about this process is still stopping you from using an old contract, let me know and we can look into that.

      Comment


        #4
        I do see your point, and will review your comments with the rest of the team.
        MatthewNinjaTrader Product Management

        Comment

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