Historical Futures Data Import

[dgeidman]

Hello,

I am trying to import daily futures price data.
Since some of the contracts' delivery dates are pre 2005, I followed the instructions in this thread (change my PC clock and update instrument list).
The problem is that after I change the date to somewhere around the year 2005 and start NinjaTrader I get the following error message:
'NinjaTrader is having problems connecting to its' license servers...'
After NinjaTrader is started I can't update the instrument list.
Could the reason be that after I change the date on my PC Ninjas' server thinks that my SSL certificate is expired?
Is there a way around this?

Thanks,
Denis

[NinjaTrader_PatrickH]

Hello dgeidman,

Thank you for your post and welcome to the NinjaTrader Support Forum!

There is no method around this error. However, you should still be able to start NinjaTrader in simulation mode and edit your instrument list.

[dgeidman]

Hello Patrick,

I am able to start Ninja and to edit instruments manually.
What I was hoping to achieve is to automatically update the instrument list to include older deliveries for the existing futures symbols.
Is there a way to retrieve historical deliveries and their rollover dates for the default futures list?
I am trying to import historical data for over 50 contracts and manual editing is not an option in this case.

Thanks,
Denis

[NinjaTrader_PatrickH]

Hello Denis,

Thank you for your response.

The only way to do this would be to set the PC time back to the desired year and then restart NinjaTrader.

[dgeidman]

Hello Patrick,

This brings us to my original problem:
When the PC clock is moved, a connection to the NinjaTrader server cannot be established and the instrument list cannot be updated.
(I've checked this on several PCs and got the same problem)

Thanks,
Denis

[NinjaTrader_PatrickH]

Hello Denis,

Thank you for your response.

Changing my PC date works fine on my end and allows me to change the Instruments in the Instrument Manager even after I receive the same message as you. Please detail the steps you are taking that prevent you from accessing Tools --> Instrument Manager and then editing instruments or instrument lists.

[dgeidman]

Hello Patrick,

As I said, I am able to manually edit individual contracts using the Instrument manager, but it is not what I need since I'm going to need to update all the futures contracts in the list one by one.
What I need is to update the delivery dates and rollover dates for all the default futures contracts, as suggested in the instructions in this thread.
It looks like setting back my PCs clock will update the futures delivery dates for all the default instruments in the instrument list - this is exactly what I need and this is what is recommended in this forum in more than one thread.
The problem is that once I change the PCs clock I cannot connect to the server and update the instrument list.

Thanks,
Denis

[NinjaTrader_PatrickH]

Hello,

Thank you for your response.

The problem is that once I change the PCs clock I cannot connect to the server and update the instrument list.

Please clarify this point, how are you attempting to "update" the instrument list?

[dgeidman]

Hi Patrick,

These are my steps: Tools -> Options -> Data -> Reset Instruments
To my understanding, this action updates the instruments files at:
'C:\Program Files (x86)\NinjaTrader 7\db\Instruments.txt'
What I need is to update the rollover section of this file (section #3) to contain older rollovers.
e.g. I want the line for 6A to be changed from this:
''@RollOver ; 6A ; 0 ; 03-05,20041210 06-05,20050310 09-05,20050609 12-05,20050913 03-06,20051214 06-06,20060309 09-06,20060614 12-06,20060913 03-07,20061213 06-07,20070314 09-07,20070614 12-07,20070913 03-08,20071212 06-08,20080313 09-08,20080612 12-08,20080912 03-09,20081212 06-09,20090312 09-09,20090611 12-09,20090910 03-10,20091211 06-10,20100311 09-10,20100611 12-10,20100910 03-11,20101210 06-11,20110311 09-11,20110610 12-11,20110916 03-12,20111216 06-12,20120316 09-12,20120615 12-12,20120910 03-13,20121214 06-13,20130315 09-13,20130614 12-13,20130913 03-14,20131213 06-14,20140314 09-14,20140613 12-14,20140912'

to something like this:
'@RollOver ; 6A ; 0 ; 03-04,20031210 06-04,20040310 09-04,20040609'

Thanks,
Denis

[NinjaTrader_PatrickH]

Hello Denis,

Thank you for your response.

Reset Instruments will reset the instrument in the NinjaTrader database to their defaults no matter what your PC clock is set to. If you want to change rollover dates, you must do this manually.

[dgeidman]

Thank you Patrick,
Do you know if there's a simple way to calculate all historical rollovers for a list of futures contracts?

Thanks,
Denis

[NinjaTrader_PatrickH]

Hello dgeidman,

Thank you for your response.

Unfortunately, I am not aware of any method to update multiple contract rollovers without manually entering the values one by one.