Pre 2000 futures deliveries

[dgeidman]

Hello,

According to this thread from 2010 it was impossible to import futures data with delivery dates prior to 2000.
Is this still the situation or was the issue fixed?

Thanks,
Denis

[NinjaTrader_ChristopherJ]

Hello,

Thank you for your post.

Can you please provide a link to the thread you were reviewing so I may look into this further.

[dgeidman]

It was this thread:

http://www.ninjatrader.com/support/forum/showthread.php?t=24368

[NinjaTrader_ChristopherJ]

I am not currently aware of any issues within NinjaTrader 7 as long as the data is in the correct format as referenced at the link below you should not run into any issues:

http://www.ninjatrader.com/support/forum/showthread.php?p=378391#post378391

When importing this data you will need to:

1. Disable the merge policy within the instrument editor, or
2. Import as a ##-## continuous contract, or
3. Go thru and define the rollover dates for these expiries within the instrument editor.

[dgeidman]

I am having trouble importing contract that mature on 12-99,
Even though I defined them in the instrument manager, I get an 'Instrument not supported by repository' error when trying to import the data.
It happens for all symbols. Other maturities are imported with no problems.

Thanks,
Denis

[NinjaTrader_ChristopherJ]

Can you please confirm you have a 12-99 contract expiry created with the steps below:

• Tools
• Instrument Manager
• Select ES
• Edit
• Misc tab
• Scroll to the bottom and left mouse click on the ... box next to xx contract months defined
• If you do not see 12-99 listed in the contract months please click New to add
• Click Ok
• Click Ok

Please let me know if you then can import data successfully.

[dgeidman]

Hello Christopher,
I followed your instructions and got an error message saying:
'You need to set contract months before 01/12/2099'
Does this mean that it is impossible to import contracts that expired prior to 2000?

I was able to manually add contracts that expired before 2000 by editing the 'Instruments.txt' file. I was also able to import historical data for these contracts. The only contracts I had a problem importing data for were the ones expiring on 12-99 (although they were defined in the 'instruments.txt' file).

Thanks,
Denis

[NinjaTrader_ChristopherJ]

I will need to test this on my end and will follow up as soon as I gather additional information.

[NinjaTrader_ChristopherJ]

I have tested this on my end and was able to import and plot data successfully. Can you please attach a screen shot of the window you are viewing when you receive the error message mentioned in your previous post.

[dgeidman]

Hello Christopher
Here is the log tab after I try to import the data:

Note that It only fails to import '12-99' but not '09-99'
Here is a screenshot of the instrument manager that shows that the instrument is defined:


Denis

[NinjaTrader_ChristopherJ]

When setting the rollover date you will need to use a date for when this contract rolled over from 09-99 to 12-99 in 1999 as opposed 2009.

Also confirm your data file is formatted as outlined at the link below:

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

[dgeidman]

I understand. My mistake.
Fixed the rollover dates. But I get the same error message when trying to import the '12-99' contract.
All my data files are formatted according to the guidelines in the link.
All the data is being imported with no problems, except the '12-99' contract.

Denis

[NinjaTrader_ChristopherJ]

Can you please forward this file to Support [AT] NinjaTrader [DOT] com with "ATTN: Chris Jameson" in the subject line so I may attempt to test on my end.

In the message, please include the following:
1.) A link to this forum thread.
2.) The file you are attempting to import