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Exit on close not working with new CME times.

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    Exit on close not working with new CME times.

    Hello,

    As I'm sure everyone is (hopefully) aware of, CME is now closing many markets 15 minutes earlier starting this week, however the Ninja instruments don't appear to have adjusted to this change. I am now stuck in several overnight margin positions because the algos did not exit on close properly in accordance with the new times. Is this something Ninja is working on, or is there something I need to do on my end to reflect the new closing times across the affected markets?

    #2
    Originally posted by LightWeight View Post
    Hello,

    As I'm sure everyone is (hopefully) aware of, CME is now closing many markets 15 minutes earlier starting this week, however the Ninja instruments don't appear to have adjusted to this change. I am now stuck in several overnight margin positions because the algos did not exit on close properly in accordance with the new times. Is this something Ninja is working on, or is there something I need to do on my end to reflect the new closing times across the affected markets?
    Did you edit the relevant Session Templates so as to reflect the changed times?

    Comment


      #3
      Originally posted by koganam View Post
      Did you edit the relevant Session Templates so as to reflect the changed times?
      I'm not sure what that means, especially since I never edited anything in the first place to get them to exit on close at the appropriate times -- the appropriate times are already built into the system. I have as many as 90 algos running across 4 different VPS, so going in and trying to manually edit my own instrumetns or session templates would be quite a *****, I imagine. I would think this is something core that should be handled on Ninja's side to reflect the appropriate end of session times for the instruments and markets being affected, and was really hoping they would have done so knowing well in advance this was coming.

      Comment


        #4
        Originally posted by LightWeight View Post
        I'm not sure what that means, especially since I never edited anything in the first place to get them to exit on close at the appropriate times -- the appropriate times are already built into the system. I have as many as 90 algos running across 4 different VPS, so going in and trying to manually edit my own instrumetns or session templates would be quite a *****, I imagine. I would think this is something core that should be handled on Ninja's side to reflect the appropriate end of session times for the instruments and markets being affected, and was really hoping they would have done so knowing well in advance this was coming.
        Yes, but NT reads that information from somewhere: it is not exactly magical. That somewhere is the Session Template.

        You only need to edit the relevant templates. NT will read it from there: there is no need to edit your instruments.

        NT put out an Advisory about it, and it kept popping up in the Platform so that we would not miss it. I guess you probably dismissed the notice without reading it, and told the Platform to stop bothering you with the popup?

        ref: http://ninjatrader.com/Advisories/Advisory25
        Last edited by koganam; 09-22-2015, 08:27 AM.

        Comment


          #5
          Originally posted by koganam View Post

          NT put out an Advisory about it, and it kept popping up in the Platform so that we would not miss it. I guess you probably dismissed the notice without reading it, and told the Platform to stop bothering you with the popup?

          ref: http://ninjatrader.com/Advisories/Advisory25
          That.....is exactly what I did lol. I guess my confidence in Ninja is high enough I didn't actually think I'd have to do anything on my end to switch it over. Anyway I get it now, thanks for the info!

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