Historical rollver: How to skip certain months

[nicbizz]

Hi,

I added, and imported historical tick data, for Soybean futures (ZS) for the following contract months:

01-12
03-12
05-12
07-12
08-12
09-12
11-12

The volume for the Aug and Sept contract is much lower compared to the Nov contract for the intervening months, so I would like to roll directly from the 07-12 contract to the 11-12 contract.

How can I do so? The rollover date for the 07-12 contract is currently set to 6/22/2012.

Thanks.

-Nick

[NinjaTrader_ChristopherJ]

Hello,

Thank you for your note.


To achieve this within the instrument editor please first make note of the Rollover date used for the 08-12 contract.

Next remove the contract months 08-12 and 09-12.

Next select 11-12 and set the Rollover date to the that was previously used for the 08-12 contract then click Ok.

Please let me know if I may be of further assistance.

[nicbizz]

Hi Christopher,

Thanks for your reply.

When you say "remove the contract months 08-12 and 09-12", do you mean remove the contract from the Instrument Manager,

Or deleting the actual data files corresponding to the contracts through Historical Data Manager (or Windows Explorer)?

Thanks.

-Nick

[NinjaTrader_ChristopherJ]

This will need to be done within the instrument editor with the steps provided below:

• Tools
• Instrument Manager
• Select ZS
• Edit
• Misc tab
• Scroll to the bottom and left mouse click on the ... box next to 63 contract months defined and all Contract Months will be listed

Be sure after making changes to click Ok.

[nicbizz]

Hi Christopher,

I've removed the contract months, as instructed above.

However, each time I connect to my data provider, the contract months are automatically added again. Is there a way I can prevent that from happening?

-Nick

[NinjaTrader_Kyle]

Hello Nick,

Please contact me with a note to Support AT NinjaTrader DOT com. In the message, please include a link to this forum thread and a copy of today's trace file.

The file is located in the Documents > NinjaTrader 7 > Trace folder. I would need the 'trace.20130603.txt' file.

Thank you.

[dnoff]

kyle - I want to achieve exactly the same as Nick (I want Soy to to roll from July to November. I have to manually fix this everytime I restart or reconnect which is just waiting for a costly mistake to happen on my part.

I just reconnected tonight to setup for the week, Can I also email you on this?

[NinjaTrader_Kyle]

Hello,

Yes, please do. There's no need to ask for permission before contacting us - we're more than happy to help!

[dnoff]

Thanks Kyle - Just sent a message from within NT

[drecio]

after 3 years, I have the same issue skipping a month in the rollover

After 3 years I have the same problem as nickbizz and dnoff had.

I wanted to rollover ZS (SOY) (merge backadjusted) from 07-16 to 11-16 skipping the next 08-16 and 09-16 low volume and open interest contracts. So I edited the ZS 11-16 rollover date and put the offset, deleted 08-16 and 09-16 contracts, Loaded the ZS 11-16 onto a chart and everything worked fine.

The problem arises when Ninja restarts and connects to NinjaTrader Continuum for instance, it reinstalls the previously manually deleted 08-16 and 09-16 contracts. I have to delete them manually again every time. I'd appreciate a solution for this.

Best regards

[NinjaTrader_EricB]

Hello drecio,

Thank you for your post,

I tested this on my end and I am seeing the same behavior -- the contracts months are an item that is updated when NinjaTrader connects to our servers during the conneciton process, unfortunately there will not be a method to stop this from happening.

Let us know if we may assist further.