Contract rollover with Esignal

[trader9]

Hello Sir,

I am using esignal as my Data feed, how do i set USDINR|MCX symbol contract rollover?

USDINR currency pair contract expires every month on prior to two working business days at 12:15 P.M. (Like current contract expired on 29-10-2013 at 12:15 P.M.)

USDINR currency pair traded between 9:00 A.M. to 5:00 P.M. (GMT+ 05:30)

I used Ninjatrader trader help guide to rollover symbol manually , but data is not loading perfectly.

is there anything i am missing? and which date should i use as rollover date while manually setting rollover date ? 28-10-2013 or 29-10-2013 (as 29-10-2013 at 12:15 P.M. contract expired) ?

Please help.

Thank you.

[NinjaTrader_Kyle]

Hello,

Thank you for your post.

You mentioned that 'data is not loading perfectly' however I am not sure what behavior you are seeing based on this. Can you please elaborate?

[trader9]

I only get one day of data in new contract month and , and today i only get data from the time i have started ninja trader. like market open at 9:00 am, and i have started ninja trader at 10:20 am, i am getting data of last day and from 10:20 from todays session, although i have last month contract data in my system, as ninja trader stores it as historical data.

but i am not getting that last month data, that means there some problem in rollover.

[NinjaTrader_Kyle]

Hello,

Which contract is the current contract?

Which roll over dates have you added for the instrument?

[trader9]

Symbol : USDINR|MCX

Current Contract : 11-13

Old contract : 10-13

10-13 contract expires on 29-10-2013 at 12:15 P.M.

[trader9]

I have added 29-10-2013 as rollover date in manually rollover menu, and offset field is 0.

Thank you

[NinjaTrader_Jason]

Hello trader9,

Can you please use a rollover date of 10/30/2013 and check if data is loaded.

You mention it trades between 9:00 AM and 5:00 PM, but it rolls over at 12:15 PM. Unfortunately you cannot configure a rollover time, only a date. So a rollover date of 10/30/2013 causes all historical data before this date to be loaded from the 10-13 expiry. This means data between 12:15 PM and 5:00 PM will be loaded from the 10-13 expiry as well.

Once you changed the rollover date, please remove and re-add the USDINR 11-13 to your instrument list for the change to take effect.

[trader9]

while doing that , i am getting data of historical (expired month) correctly in the chart, but today's data from morning is not loading, and market starts from current moment, although market is started since 9:00 a.m.

[NinjaTrader_Jason]

Does it make a difference if you right click in the chart and select 'Reload All Historical Data'?

Do you see historical data for today as per the 11-13 expiry at Control Center-->Tools-->Historical Data Manager-->Edit-tab?

[trader9]

i have tried loading " reload historical data button"

and i have check using control center > historical data manager > edit > ....it gives USDINR 11-13 > last> octber 2013 > 30/10/2013 > 2:00 pm only , Since i started Ninjatrader.

then again i have reload hitorical data, but market starts from that moment in current date.

[NinjaTrader_Jason]

Can you please disable the merging of data and check if you load historical data before 2:00 PM.

Go to Control Center-->Tools-->Instrument Manager, highlight the USDINR and click Edit. Subsequently, set 'Merge policy' to DoNotMerge. Click OK. Remove and re-add the USDINR 11-13 to your instrument list and create a new chart. It will now only load historical data from the 11-13 expiry in the chart.

[trader9]

now i am getting today's data from morning but not getting historical data of previous contract.

[NinjaTrader_Jason]

If you now switch back Merge policy to MergeBackAdjusted, do you load historical data before 2:00 PM? Make sure to remove and re-add the USDINR 11-13 to your instrument list after you changed the Merge policy.

[trader9]

i have changed to merge back addjested , but now it gives live data from current moment in the chart, and now i am getting historical data of previous contract.

i have also tried Merge non back adjested , but same problem with option too.

both time i have reload contract in instrument list.

[NinjaTrader_Jason]

What session template do you have selected in the chart? Does it make a difference if you select the 'Default 24/7' session template?

I assume you currently load historical data from the 10-13 expiry for 10/29/2013. If you switch back the rollover date to 10/29/2013, am I correct you load 10-13 data up to 10/28/2013, you miss data for yesterday and today and data for today only starts from the moment you are connected?