Deferred Contracts

[tradersdata]

Is there a way to add more delivery months? The Eurodollar futures (GE) trade back months as far as 10 years, with the first 5 years fairly active. Counting only the March delivery cycle (ignoring the serial months), the last delivery month currently available to me in NT is the ninth contract (June 2010) and I'd like to be able to trade out to 5 years, or 20 contracts (March 2013).

[NinjaTrader_Dierk]

Unfortunately you only can add the expiries available on the instrument manager.

[tradersdata]

Thanks for the response. I'll add it as a suggestion to the thread about Eurodollar packs and bundles in the feedback and suggestions section.

[JRCibula]

Calender Spread

I created a Spread Oscillator Indicator to look at the difference between the prices of a commodity during different months. I added the deferred month (November Beans) to my instrument manager and attempted to load it onto the front month's chart. It first showed the exact same chart and price (which I knew was wrong). It then adjusted the back month to the correct price but just showed a giant red candle. Obviously there is an error with the data. I tried refreshing the historical data and it returned the back month chart to mimicking the front month. Is there a way to get an accurate chart of a deferred contract in NinjaTrader? I attached an image of the chart. The deferred month should be over two dollars less. Thanks

[NinjaTrader_ChelseaB]

Hello JRCibula,

If your merge policy is set to MergeBackAdjusted, this will cause NinjaTrader to load data based on the rollover dates.

The 11-14 contract has not rolled over so it is still showing the data from the 07-14 contract.

To view the data from the 11-14 contact you will need to change your merge policy to DoNotMerge.

• Click Tools -> Options... -> Data -> change Merge policy: to DoNotMerge
• Click OK
• Right-click chart -> Reload All Historical Data

[JRCibula]

Thanks. I did what you said and it seems to work except it only loaded data from the beginning of May for the back month. I elected to load 365 days of data and refreshed historical data. Still only data from the beginning of May. Is there a way to see all the data from when the contract begins?

[NinjaTrader_ChelseaB]

Hello,

This will depend on the data provider and when they started recording for this instrument.

With Kinetick I am able to load over a year of ZS 11-14 data.

Who are you connected to?

[JRCibula]

Topsteptrader Data feed. They use Ritmic papertrading 101. I am using simulated data for now to setup a plan. That could be the problem.

[NinjaTrader_ChelseaB]

Hello JRCibula,

I've tested this using Vision (does your Control Center show as connected to Vision in green in the lower left corner?) and found I was only able to load back to April 28th for minute and day and April 27th for tick.

You may have more luck with Kinetick.

[JRCibula]

Thanks. I disconnected from Rimic and connected to Kinetick end of day feed and it worked. Appreciate the help.