Adding futures instruments

[Konoakapen]

Hi, I'm trying to add some futures that have data in Kinetick, but are not already in Ninjatrader, such as the Helsinki 25 index futures. The contract month field is not populating so the data is not usable on a chart. Do all the contract months have to be added manually?

[NinjaTrader_Jason]

Hello Konoakapen,

You do not have to add each contract month in your instrument list. Did you set 'Instrument type' to Futures in the Definition-tab when you created the new instrument?

[Konoakapen]

Yes, I did. But I go to Contract Months under the Misc tab and there are 0 defined.

[NinjaTrader_Jason]

Thank you for clarifying.

Unfortunately, this is as expected for newly created instruments. You will need to add old contracts months manually.

[Konoakapen]

Thanks. Is there a recommended way to do that, i.e. a table of rollover dates somewhere? Also will the offset values at least be calculated automatically in accordance with my merge policy?

[NinjaTrader_ChelseaB]

Hello Konoakapen,

To set the rollover dates:

• Click Tools -> Instrument Manager... -> search for the Instrument -> click the Edit button
• In the Instrument Editor window select the Misc tab -> scroll to the bottom
• Click the value for Contract months
• Add the rollover dates here by clicking the New button

Yes, the rollover offsets will be calculated by NinjaTrader automatically when the instrument reaches the rollover date for the new expiry.

[Konoakapen]

Sorry, what I meant was, is there a good place to get rollover information tables to base the contract month settings on? What do you guys use as a reference when you set it?

[NinjaTrader_ChelseaB]

Hello Konoakapen,

This information has to be obtained from the exchange website.

I'm not certain about the instruments you are custom setting, but below is a link to cmegroup's website for the ES as an example.
http://www.cmegroup.com/trading/equi...fications.html

NinjaTrader sets the rollover date a week before the last trading day. (So if the last trading day is the 3rd friday, then NT's rollover date is the 2nd thursday, 1 week before the last trading day)