Brent Rollover

[Tiixo]

Hello,

Yesterday was the rollover date for Brent Crude Futures.
But instead of rollover from 11-15 into 12-15, NT8 wants to roll from 11-15 into 10-15.
I also can not get any historical data for Bent for today.
I have attached a screenshot of the Tools-Database window showing the wrong rollover direction and a screenshot of the rollover dates for 10-15, 11-15 and 12-15.

[NinjaTrader_Matthew]

That is odd. The rollover logic is based solely on the date of your system to get the next rollover.

Are you certian your system PC clock has the correct month and year?

If so, what do you have your PC region settings to? If anything other than US-English, can you let us know so we can look into that further?

Please also email your log+trace files to platformsupport[at]ninjatrader[dot]com

[Tiixo]

System Time is 14th of october with timezone UTC+1.
Region setting is German(Germany).

I also send the log&trace file to plattformsupport.

[NinjaTrader_PatrickG]

Hi Tixxo,

I have received your email and I will attempt to replicate this behavior on my end.

[Tiixo]

It seems the problem is specific to Brent.
Today it added the rollover for CL and correctly wants to roll 11-15 into 12-15.

Since i migrated my NT7 data and the Brent contract was renamed from BRN to B i suspect that the migration did something wrong to lead to this problem.

[NinjaTrader_Matthew]

Can you send us your NinjaTrader 7 database file?

Documents\NinjaTrader 7\db\NinjaTrader.sdf

[Tiixo]

The NT7 Database file?
Typo or do you really mean NT7?

[NinjaTrader_Matthew]

I meant NT7-> if you said you migrated NT7 data and now you're in this odd situation, I wanted to trace this back as far as possible.

[Tiixo]

Mail has been sent.

[Tiixo]

NT7 Migration seems to not be the problem.
I reinstalled NT8 with a fresh new data directory and the problem is still there.
As soon as i add Brent into an instrument list the rollover list wants to roll to B 10-15.

But the good news is i found the bug.
B 12-15 is the last contract defined in the database. No 2016 rollover dates are in the DB while every other instrument like CL, ES, 6E, etc. has multiple 2016 rollover dates defined.
I then went to the rollover dialog for B and added a new 01-16 rollover date and now the problem is gone.

[NinjaTrader_Matthew]

NT7 Migration seems to not be the problem.
I reinstalled NT8 with a fresh new data directory and the problem is still there.
As soon as i add Brent into an instrument list the rollover list wants to roll to B 10-15.

But the good news is i found the bug.
B 12-15 is the last contract defined in the database. No 2016 rollover dates are in the DB while every other instrument like CL, ES, 6E, etc. has multiple 2016 rollover dates defined.
I then went to the rollover dialog for B and added a new 01-16 rollover date and now the problem is gone.

I'm glad you found a workaround, but we're still not sure why you're seeing that behavior to begin with. If it was an issue with the database not having enough expirations, we should surely be able to reproduce and so far we have not. This indicates there may be some sort of environment variable on your system which is breaking the logic of the rollover feature which needs to be understood.

Would you be open to letting one of our support techs log into your PC to check out everything if you can reproduce the issue? If so please email the support tech you've been working with to setup a call during a time that works well for you.

[Tiixo]

Mail sent with the remote support app data and phone#.

[NinjaTrader_PatrickG]

I was able to reproduce the incorrect rollover dates and also replicate the workaround you discovered.

I will be submitting this to the Development Team for further investigation and resolution.

Thank you for the detailed information which will allow us to improve the NinjaTrader 8 platform.

[DHumble]

I was able to reproduce the incorrect rollover dates and also replicate the workaround you discovered.

I will be submitting this to the Development Team for further investigation and resolution.

Thank you for the detailed information which will allow us to improve the NinjaTrader 8 platform.

Could you provide specific detailed instructions on how to do the work around for this? I am having the same problem, but I'm not as tech savvy as the fella who posted this issue.
Thank you.

[DHumble]

NT7 Migration seems to not be the problem.
I reinstalled NT8 with a fresh new data directory and the problem is still there.
As soon as i add Brent into an instrument list the rollover list wants to roll to B 10-15.

But the good news is i found the bug.
B 12-15 is the last contract defined in the database. No 2016 rollover dates are in the DB while every other instrument like CL, ES, 6E, etc. has multiple 2016 rollover dates defined.
I then went to the rollover dialog for B and added a new 01-16 rollover date and now the problem is gone.

Can you explain how you did this exactly? I am having the same issue with BRN, but Im not sure exactly how to make the adjustments in the rollover dialog box for the current front month 4-16. The rollover date for the 3-16 is set currently at 1-11-2016 and for the 4-16, 2-26-2016