Wrong RollDates for CC Future (Cocoa)

[Joerg]

Hello,

I am not able to chart synthetic continous chart for symbol CC. I think I have found the mistake: The RollDates provided by NinjaTrader seem to be wrong. I compared with other contracts and the given Rolldate always seem to be the first trading day of an contract. In CC at the moment it would use the 12-10 contract which is already expired. Maybe all RollDates are just shifted for 1 expiration?

Could you please have a look and tell me when it is changed?

Thanks a lot.

Joerg

[NinjaTrader_Bertrand]

Joerg, can you please reset instruments under Tools > Options > Data, restart NT fresh and recheck.

Thanks,

[Joerg]

Hi Bertrand,

I reseted the instruments and restartet but nothing changed. I also had not changed something for Rolldates of symbol CC since installation of NT7.
Did you changed anything on the server config file for the the RollDates?

Also other RollDate-Sets seem to be wrong: f.e. SB, CT, KC (all Nybot). A good source of correct contract cycles and roll rules is:

http://www.pinnacledata.com/clc.html

The synthetic cont. futures of NT7 is a great future but not very useful with false roll dates. I know this work have to be done but if NinjaTrader does it once all users could save this work.

Thanks a lot.

Joerg

[NinjaTrader_Bertrand]

Joerg, are you on the latest NT7 R2 here? Are you still showing the same rolldate for CC 03-11 as in your first screenshot? Those were corrected in the meantime and should show now the 10 Nov 2011 first trading day of the March contract.

[dotditdot]

See here: http://www.ninjatrader.com/support/f...ad.php?t=36632

I already raised this issue a while back, and still haven't seen a response. We're going on 2 months now without this being fixed.

[NinjaTrader_Bertrand]

Have you followed my steps in the previous posts to ensure being on latest NT7 R2 and resetting instruments and then restarting NT7? This would ensure you work on the latest updates - do you then still see an issue?

Thanks,

[Joerg]

Hi Bertrand,

I also followed your steps. I am on R2 and resetted the instruments (it changed some pointvalues etc.). But I still have the same problem with CC. Could you provide a screenshot of your rollover-settings please?

Thanks a lot.

Joerg

The possibilty to set up merge rules would solve all these problems:

http://www.ninjatrader.com/support/forum/showthread.php?t=37547

[NinjaTrader_Bertrand]

Joerg, for example for some of the previous and future expiries you should see those rollovers set -

09-10 > 20100610
12-10 > 20100810
03-11 > 20101110
05-11 > 20110210

Those are the dates from which on the respective expiry would be used for the continuous contract.