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Brent Historical Data

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    Brent Historical Data

    Hi,

    I can't access ICE Brent historical data after 29/01/2016 using my AMP/CQG connection. I've tried to install the latest version and reset instrument database but that didn't help.

    The expiry date rule has changed for Brent recently. Is this causing some problem?
    Should I change instrument definition manually?

    Thank you
    sb

    #2
    Hello,
    Please send us your log and trace files so we may investigate this further.
    You can do this by going to the Control Center-> Help-> Mail to Platform Support.

    Please reference the following in the body of the email: http://ninjatrader.com/support/forum...230#post447230
    Cody B.NinjaTrader Customer Service

    Comment


      #3
      Hello,

      Do you have any info when this problem is going to be fixed?

      Thank you
      sb

      Comment


        #4
        Hello,
        This will be fixed in the next version of NinjaTrader. There seems to be some errors with the historical data and the rollovers that are associated with this instrument are going to be addressed on the next update. In the meantime, you would have to adjust the rollover dates for the BRN instrument to troubleshoot this. Please see the following steps to troubleshoot:

        * Navigate to the Control Center -> Tools -> Instrument Manager...
        * Search BRN
        * Double click on BRN below search field to open the instrument editor window
        * Navigate to the Misc tab
        * Scroll to the bottom of this window and select the row Contract months and click on... (ellipsis)
        * Select the 04-16 contract and then change the Rollover data to 1/29/2016
        * Select the 05-16 contract and then change the Rollover data to 2/29/2016
        * Select the 06-16 contract and then change the Rollover data to 3/31/2016
        * Click OK

        Next, take out the BRN contract and add the BRN 04-16 contract back to the default instrument list. You may not see update historical data, but you should see the last price.
        Cody B.NinjaTrader Customer Service

        Comment


          #5
          Thanks a lot. The workaround has worked.
          sb

          Comment

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