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Problem with CL 12-12 not updating

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    Problem with CL 12-12 not updating

    I am experiencing a problem with CL 12-12 , data stopped at 11-16 and don't update real time.
    I get 01-13 data but not the front month which is still 12-12.
    The data for 12-12 stopped on 16 of November.
    I am with ampfutures (demo) , i have mergebacknonadjusted as settings for CL (next rollover 11-21-2012), tried to download the missing data at no avail, same for fixing DB.
    Please help

    #2
    Hello max1ci6,

    The CL 12-12 expired and explains why you do not receive real-time data.

    Yes, the CL 01-13 expiry is setup by default to rollover on 11/21/2012, but this is incorrect. 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 a gap. If you let the chart run for a while and reload historical data in the chart, you will see that data disappears as well.

    Please change the rollover date to 11/15/2012. 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/h...ment_lists.htm
    JasonNinjaTrader Customer Service

    Comment


      #3
      Thanks Jason

      of course that fixed the problem

      Regards

      Comment

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