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Rollover offset values NT8 vs. NT7

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    Rollover offset values NT8 vs. NT7

    I notice that the rollover offset for ES 12-16 in NT7 is -7 whereas in NT8 it's -6.75. Then FT71 tweeted the attached image from the exchange, showing -6.5 points.

    Also, for the 6E 12-16 contract, NT7 lists the offset as 0.0043, but I don't see a value for NT8.

    What are the correct offsets for ES 12-16 and 6E 12-16? Is there an online source for this information?
    Attached Files

    #2
    Hello tradesmart,

    Thank you for your post,

    What data provider do you use? Depending on the Provider, the offset values are sent by the provider or calculated locally based on data available in NinjaTrader's database.

    Also, what is your Merge policy set to? This is found via Tools > Options > Market Data > Global Merge Policy.

    The below section of our help guide covered these settings.

    http://ninjatrader.com/support/helpG...nstruments.htm
    Eric B.NinjaTrader Customer Service

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      #3
      Originally posted by NinjaTrader_EricB View Post
      What data provider do you use? Depending on the Provider, the offset values are sent by the provider or calculated locally based on data available in NinjaTrader's database.

      Also, what is your Merge policy set to? This is found via Tools > Options > Market Data > Global Merge Policy.
      Data from CQG. Merge back adjusted.
      After connecting in both NT7 and NT8 with charts open for ES 09-16, ES 12-16, 6E 09-16, and 6E 12-16, the offset values for ES 12-16 now match: both are -6.75. However, the 6E 12-16 offsets do not match. NT7 = 0.0043 but NT8 = 0.00415 as shown in the attached screenshots.
      Attached Files

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        #4
        Hello,
        With NinjaTrader Continuum I am seeing the NinjaTrader 7 offset as 0.0041 and in NinjaTrader 8 I see 0.00415. I will be inquiring with our development team on why there would be a discrepancy with this offset.
        Cody B.NinjaTrader Customer Service

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          #5
          Hello,
          Thank you for your patience.
          We have discussed with our development team and this behavior is expected. Rollover Offsets between Ninjatrader 7and NinjaTrader 8 not guaranteed to match. Reason: NinjaTrader 8 Offsets are calculated from the ETH close vs NinjatTrader 7 which were calculated at RTH Close.

          If we can be of any other assistance please let us know.
          Cody B.NinjaTrader Customer Service

          Comment

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