Download additional contract months

[shiva_mohan]

Hi,

Is it possible for NT to automatically download the contract details (rollover date, offset) for additional months beyond those that came preloaded with the software? Right now, it has months predefined up to 09-08 but I'm looking to automatically / easily define additional months (I have an external tick data source I am trying to import; however, the import fails since those additional contract months aren't defined within the instrument).

Cheers
Shiva

[NinjaTrader_Matthew]

Hello shiva_mohan,

Thank you for your post and Welcome to our Forums!

This is a known limitation that will be fixed in a future release.
The contract dates only go so far back and are based on your local PC clock. To get past dates, you must set your PC clock back to that year and restart NinjaTrader.

After you have set your clock back, you can add this instrument to your default instrument list. Once added, shut down NinjaTrader and set your PC clock to the current date/time settings.

You should then be able to access this old expiry from your default instrument list.

[shiva_mohan]

Hi Michael,

Thanks for your reply ... changing the dates worked and allowed me to add those contracts.

However, after I added the contracts into an instrument list (12 2008 CL contracts corresponding to each month), I changed my date back to the present date. Then when attempting to backtest, the system doesn't automatically merge back the contracts into the latest contract (so, for example, if I run a backtest from Jan 1 2008 - Dec 31 2008 against the CL 12-08 contract, the backtest uses the information for only the CL 12-08 contract as opposed to automatically merging all the corresponding front months into the latest contract the way it normally does).

If I try running the backtest without changing my local date back to the current date, then no data gets loaded into the chart.

Cheers
Shiva

[NinjaTrader_Matthew]

Shiva,

Can you please tell me which version of NinjaTrader you are using, NT V6.5.1000.19 or NT V7.0.1000.2? You can check this under Help--> About.

Who do you connect to for data?

I look forward to assisting you further.

[shiva_mohan]

Thanks for your quick replies

I'm using 7.0.1000.2 with Kinetick real-time for data.

[NinjaTrader_Matthew]

Since you're using Kinetick, they offer support for continuous contracts. If it works for your tests, I would recommended using the continuous contract by using the suffix "##-##" as the expiry instead of the contract month.

For example, instead of CL 12-08, you would select CL ##-## from the instrument manager and add this to your instrument list.

You should then be able to backtest the contracts without merging the specific front months.

[shiva_mohan]

Cool ... I didn't realize I could use the continuous contract. However, Kinetick only seems to go back up to 09/2006.

I do have old tick data that I am able to automatically format into a continuous file that can be imported into NT (I did this before but on a contract by contract basis ... and this is where I ran into the issue of not being able to import months prior to 2008). Can I simply import all this tick data directly into the CL ##-## contract (using a file like CL ##-##.Last.txt I guess)?

[NinjaTrader_Matthew]

shiva_mohan,

Yes, you should be able to merge the prior contacts into the "##-##" instrument by created the text file as you mentioned.

Please let me know if you have additional questions.