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NYBOT Softs Charting Incorrectly

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    NYBOT Softs Charting Incorrectly

    Is anyone else having problems charting the various NYBOT softs since the chosen months and/or roll-overs are set incorrectly in NT7? For example, if I plot the current front month for cocoa, CC 03-11, the chart that is plotted is useless.

    All one needs to do is add a volume indicator to see how messed up the charts are. Can this be fixed by the NT team? This applies to all of the NYBOT softs (CC, SB, KC, CT, OJ).

    #2
    Hello dotditdot,

    Thank you for your post.

    Please clarify the following:

    • What is the version # of NinjaTrader 7 that you are running? This can be found under Help > About…
    • What data provider are you trying to connect to?
    • What session template do you have applied in these scenarios?

    Thank you,
    ChipNinjaTrader Customer Service

    Comment


      #3
      I'm running NT 7.0.1000.1. I get the same results whether I pull the data from Kinetick or IB. I'm looking at a daily chart, and currently using the default session template for the instrument. Even if I switch to the 24/7 template, I get the same results. It seems like NT7 just isn't set up correctly out-of-the box to pull the right months and/or dates for certain continuous contract charts.

      Comment


        #4
        Can you please attach a screen shot of your chart so I may attempt to compare the data on my end.

        To attach a screenshot press Alt + PRINT SCREEN to take a screen shot of the selected window. Then go to Start--> Accessories--> Paint, and press CRTL + V to paste the image. Lastly, save as a jpeg file and attach this file to your Reply.
        Christopher J.NinjaTrader Customer Service

        Comment


          #5
          Here's what I see with cocoa (similar to other NYBOT charts).
          Attached Files

          Comment


            #6
            Hello dotditdot,

            When you go to Tools > Options > Data tab – what do you have your Merge Policy set to?
            ChipNinjaTrader Customer Service

            Comment


              #7
              Originally posted by NinjaTrader_Chip View Post
              Hello dotditdot,

              When you go to Tools > Options > Data tab – what do you have your Merge Policy set to?
              It is set to "MergeBackAdjusted".

              Comment


                #8
                dotditdot,

                Please set the Merge Policy to 'DoNotMerge', then reload your chart.
                Does this result in the display you're looking for?
                KyleNinjaTrader Customer Service

                Comment


                  #9
                  Originally posted by NinjaTrader_Kyle View Post
                  dotditdot,

                  Please set the Merge Policy to 'DoNotMerge', then reload your chart.
                  Does this result in the display you're looking for?
                  The chart is cleaned up, but I don't see how that solves the problem - the chart now doesn't contain the historical data for past expired contracts anymore (i.e. it is not a continuous contract chart anymore).

                  Comment


                    #10
                    I am ALSO having the same problem.

                    The way I "fixed it" is that I removed ALL old contracts from Instrument Manager. I actually deleted the contract months BEFORE 03-11

                    However, I just realized that my instrument manager RE-POPULATED the contracts I had deleted.

                    Also on Cotton, the symbol I am using from Kinetick is QTT to get a chart. On Zenfire I connect to Nybot.

                    This is the answer I got from ninjatrader (Tim Allarid):

                    You are receiving the errors because you are requesting data for expired contracts where data does not exist, you can either...

                    1. Request less data at "Right click>Data series"

                    2. Use Continuous contracts

                    3. Use the "DoNotMerge" policy at "Tools>Instrument Manager>Edit" and only the front month contract will be populated.

                    Comment


                      #11
                      I really think that they have an issue on all SOFTS

                      They need to look at it and fix

                      PEDRO

                      Comment


                        #12
                        Meats also have same issue

                        Meats (Lean Hogs, Live Cattle, Feeder Cattle) also have same issue

                        PEDRO

                        Comment


                          #13
                          Agreed, some of the contracts I've looked at use months that are barely traded to build the continuous contract, and others (like the CC example above) just seem to use the wrong dates from which to grab data for various expired contracts.

                          I know it isn't a problem with the data feed, I can easily look at past expired contracts through IB, and the data is populated fine.

                          Comment


                            #14
                            Can anyone from the NT support team address this? It looks like there's a problem with the way the rollovers are set by default in the software.

                            Comment


                              #15
                              I have forwarded a note to our development team and will follow up as soon as I gether additional information.

                              Thank you for your patience.
                              Christopher J.NinjaTrader Customer Service

                              Comment

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