CL Data Gap

[laocoon]

Hello

I just switched from the 12-12 to the 01-13 contract in CL futures and there's a big gap in my chart.
I tried to "reload all historical data" but it's still there. Restarting and creating a new chart also doesn't work.
I'm on Zen-Fire. Thanks for any pointers on how to resolve the issue.

Regards

[sandman]

Same here except I use CQG. 12-12 and 01-13 contracts both result in 1Min charts which show almost only DoJis. Pretty unusual for CL.

sandman

[NinjaTrader_Jason]

Hello laocoon and sandman,

The CL 01-13 expiry is setup by default to rollover on 11/21/2012. Please go to Control Center-->Tools-->Instrument Manager. Highlight the CL 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 the 01-13 expiry month and you will see the rollover date listed. Historical data before this date is loaded from the 12-12 expiry and so on.

This means that if you currently create a CL 01-13 chart, it will receive real-time data from the 01-13 expiry, but historical data is loaded from the 12-12 expiry. Because there is a difference in price between these two expiries you see the large candle. If you let the chart run for a while and reload historical data in the chart, you will see that data changes as well.

You can change the rollover date to an earlier date. Please remove and re-add the CL 01-13 from your instrument list after you made the change. Instructions can be found at the link below.

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

[laocoon]

Perfect, thanks a lot Jason!

Have a nice day.

[NinjaTrader_Jason]

You are welcome. Have a nice day as well!

[sandman]

Under the Misc tab:
Which date does it need to show in the Contract month row?
Which date does it need to show in the RollOver date row?

if I want the 01-13 contracts to show up properly in the charts.

PS: Sorry if I am a bit slow this morning - I need some more coffee first.

sandman

[NinjaTrader_Jason]

Please set the Contract month row to the 01-13 expiry. Subsequently select yesterday as rollover date (November 15th).

No worries, enjoy the coffee!

[lurefo]

Hello,

I made the changes you mentioned below: changed the 01-13 Rollover date to yesterday in the Misc tab, changed the expiry date from the Details section / Instrument Manager Window to 01-13 , removed the instrument from the list, re-added, closed NT and saved All, reopened it. I tried a few times but It seems the changes are not saved ( Rollover and expiry dates go back to the previous settings) and my charts are still messed up. What am I missing?

Thanks!
Lurefo

[NinjaTrader_Jason]

Hello Lurefo,

Did you click Ok in the Instrument Manager once you removed and re-added the CL 01-13 or could it be you clicked Cancel?

Can you please change the rollover date once more and check again.

[lurefo]

Yes, tried again, clicked OK everywhere and still no changes.....

[NinjaTrader_Jason]

Can you please try the following. Please rename your database with the following steps:

•Shutdown NinjaTrader and Go to the Start Menu
•Select My Documents--> NinjaTrader 7--> DB--> NinjaTrader.SDF.
•Right click on NinjaTrader.SDF and select "Rename." *Name it "OLDNinjaTrader.SDF."
•Then restart the software and NinjaTrader will create a fresh database file to use

The database contains ATM Strategy templates, Session templates, Instrument Lists/Custom Instruments and Historical trade execution data.

Make the change once more and check if the change remains. Subsequently check if the chart loads data as expected.

[lurefo]

Yep the new database thing does the job. I lost my settings but the charts are clean. How can I avoid changing database when I do that again next month?

[NinjaTrader_Jason]

You should not have to rename the database each time an instrument is rolled over. For some reason the changed rollover date did not hold as per the old database.