RBOB Pricing Incorrect

[aarone]

Yesterday I charted RBOB Gasoline Futures and found that the pricing did not match my broker(IB) data, or DTNProphetX data. It was about 7 cents higher, thou the movements and chart formations were identical to the other charting recources. Is this still the same contract? Any idea why the price was off? What are the live trade implications if I wanted to trade from NT(ie entry price form NT chart or actual broker traded price)? Anything I can do to correct this?

Keep in mind, to get RBOB thorugh Interactive Brokers, I had to edit the instrument and used RBOB Gasoline, NYMEX, with IB set to RB. I also tried to set the financial futures as well as the GAS contract in NT, but could not get any data for those through IB. I only have DTN at work, so that's not a connection option right now. Admittedly, I don't know what that 'GAS' contract is either? 100 lot?

Any help appreciated... Thanks!

[NinjaTrader_Kyle]

Hello aarone,

Thank you for your post.

I am not seeing the same when connected to IB and loading RBOB data here - Last price looks to match. Are you able to recreate this issue currently? If so, could you please provide me with an image?

To send a screenshot press Alt + PRINT SCREEN to take a screen shot of the selected window. Then go to Start--> Accessories--> Paint, and press CTRL + V to paste the image. Lastly, save as a jpeg file and attach it to your next post.

[aarone]

Yes, still having the same problem. The instrument charts the same whether I use the RT Financial future or UHU RBOB Gasoline future. Under instrument manager, Misc, I set IB to RB.

See attachments for both NT and IB chart.

I think that it is showing only the front month, RT 07-12. But I have it set to RT 08-12. Is there a way to correct this?

Thanks

[NinjaTrader_Jason]

Hello aarone,

The RT is setup to rollover to the 08-12 expiry on 7/12/2012.

You can check the rollover date as follows. Please go to Control Center-->Tools-->Instrument Manager. Highlight an instrument in the 'Available master instruments' section and click Edit.

Subsequently select the Misc-tab and scroll to the bottom. Select the 'Contract months' row and click the '...' button that appears. Select an expiry month and you will see a rollover date listed.

Because the RT is rolled over earlier than the rollover date setup, the following occurs in the charts. It will receive real-time data from the 08-12 expiry, but historical data will be loaded from the 07-12 expiry.

So if you right click in the chart and select 'Reload All Historical Data', all data will be loaded from the 07-12 expiry. Subsequently real-time data you receive is from the 08-12 expiry.

If you like to load only 08-12 data in the chart, please select the instrument in the Instrument Manager again. In the Definition-tab, please set 'Merge policy' to DoNotMerge and click OK. Subsequently remove and re-add the instrument to your instrument list for the change take effect. Instructions can be found at the link below.

http://www.ninjatrader.com/support/helpGuides/nt7/instrument_lists.htm

[aarone]

Very Good! Thank you for the detailed response!