Rollover and different data in ETH and RTH templates

[mantak007]

Hello, I have a problem displaying correct data for correct contract month. I'm sitting in Europe and trading US futures. The session template I use is CME US Index Futures RTH, so there is a time shift about 6 hours. I have set rollover date for TF 09-12 to 11.6.2012. In my opinion, the chart should show TF 06-12 data on 8.6.2012 and older, and TF 09-12 on 11.6.2012 and newer. Unfortunately, 8.6.2012 is shown with 09-12 data, older data are displayed OK. When using ETH template, or Default 24/7, data are displayed OK. When I set rollover date to 12.6.2012, RTH template shows correct chart, but ETH of course still shows 06-12 on 11.6.2012, which I don't want.

I have a suspicion the rollover date set in Contract months instrument properties is taken in local timezone, not in the session template timezone. Is this a bug or a feature? Any ideas for a solution here, how to display both RTH and ETH templates correctly?
Thanks for any help, Petr

[NinjaTrader_Jason]

Hello Petr,

When I test it on my end, I cannot reproduce it. Data for 7/6/2012 is loaded from the 06-12 expiry when I create a chart for the TF 09-12 after changing the rollover date to 11/6/2012. This is using the RTH session template. There is no data after 7/6/2012 loaded yet in the TF 09-12 chart.

What time zone is used by your PC clock? Can you please check if you can reproduce it after setting your PC clock to US MDT time zone. Make sure NinjaTrader is shut down when changing your PC clock.

[mantak007]

I forgot to mention I use MergeNonBackAdjusted policy, so even in the 09-12 chart you should se some data. Please check this. I'll try the time zone change tomorrow, I'm already preparing for the trading session. My time zone is UTC+1, we have DST. It's currently 14:37 at my side.

[NinjaTrader_Jason]

I tested it using MergeNonBackAdjusted as well. That way I could easily determine if data was loaded from the 06-12 or 09-12 expiry.

Yes, I now have data loaded for today in the TF 09-12 chart upon using the RTH session template. This is data from the 09-12 expiry.

One correction to my previous post, I meant to state "There is no data after 8/6/2012 loaded yet in the TF 09-12 chart.".

All historical data before 6/11 is loaded from the 06-12 expiry.

Sounds good, please let me know the outcome tomorrow.

[mantak007]

No idea why, but everything looks OK today. Maybe Ninja needs to draw at least one bar from the new expiry? We'll see at the next rollover if the bug still hides there :-). Thanks for your help anyway, I think there is nothing to do now.

[NinjaTrader_Jason]

Good to hear all works today.

Please let me know if you experience any issues during the next rollover period.