Corn futures chart

[jo12208]

Hi

I am trying to load the December 2015 corn futures chart. I have used the instrument manager to add the December chart to the menu but when I try to get the chart I am receiving the September futures corn chart. I have deleted and added the chart a few times but with the same result.

Can you help? thanks

[GlennL]

I have in fact just had a similar issue.
Check to see if you have the Merge Policy set to something other than "Do Not Merge". This could be under the instrument settings or on under Tools>Options>Data.
If you have the data merging and you have the standard contract merge settings, then right now it is selecting the September contract. The selection of which contract to use is based on settings under Instrument Manager, Misc tab, down the bottom.
Good luck

[jo12208]

Wow..that worked. Thanks a lot.

[jo12208]

Thank you also for your prompt response.

[Harry]

Then you do not have a merge-back adjusted chart. You can also build a merge-back adjusted chart with NinjaTrader that switches correctly from the July to the December contract but it is a bit tricky.

Solutions that do not work (explanation necessary to understand the solution that works):

(1) Open instrument manager -> edit ZC -> Misc -> contract months, then delete contract ZC 09-15. Solution does not work, because NinjaTrader will restore the month 09-15.

(2) Open instrument manager -> edit ZC -> Misc -> contract months, then change rollover date ZC 12-15 to June 24. Also set offset for ZC 09-15 to zero. Solution does not work, because NinjaTrader will automatically override the zero offset with the value stored on the NinjaTrader servers. This will result in a false backadjustment.

Only solution that works:

(3) Open instrument manager -> edit ZC -> Misc -> contract months, then change both rollover dates for ZC 12-15 and ZC 09-15 to a new date, for example June 23. You may not use the original rollover date suggested by NinjaTrader. Then enter the offset zero for the contract ZC 09-15. Do not enter an offset for ZC 12-15, as NinjaTrader will calculate it automatically from the closing prices taken from the last working day prior to the newly selected rollover date. In this case NinjaTrader will not override the zero offset for ZC 09-15 (because for the newly selected rollover date no value is stored on NinjaTrader servers). You will see a correctly backajdusted chart with direct transition from the July to the December contract.

Yes, it is painful, but it works.

If you are doing some backtests over a longer period, you will need backadjusted charts. And this is the only way to get there.

[jo12208]

corn charts

Thanks for taking the time to reply with a detailed answer.