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Rollover screwup

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    Rollover screwup

    Hi,
    There appears to be a problem with the futures rollover for the ES and YM June contracts. Never had this problem before.
    I use the "seconds" time frame for ETH and the "minutes" time frame for RTH, e.g., 5 min = 300 sec. This allows me to draw separate channels for ETH and RTH.
    Today is rollover day and so I switched to 6/16 earlier this evening. Now every time I open NT, draw some channels and then close NT, when I open it again, the 10 point bar moves to the new opening time. So when I closed NT and reopened it, the bar moved from 19:15 to 21:50 (SS1). Presumably this bar represents the change in contract values but I've also not seen this behavior before. When I go to "Data Series" the end date is 3/9/2016 and if I change it to 3/10 2016 nothing happens (I thought that there might have been an end date problem).
    There is also a "ghost effect" (SS2) which shows that the "spike" bar has shifted to the right and left a residual from a prior set of channels.
    Any thoughts?
    TIA
    Attached Files

    #2
    Hello ljyoung,

    By default, NinjaTrader automatically merges data from previous expiry months in charts. If you create an ES 06-16 chart before 10/03/2016, historical data is loaded from the 03-16 expiry. Realtime data is received from the 06-16 expiry. There is a price difference between these two expiry months which results in the large price bar. If you reload historical data, the large bar shifts to the current bar. This is because realtime data received for 06-16 is replaced by historical data from 03-16.

    This should not happen anymore as it is now 10/3/2016. If you now create an ES 06-16 Seconds chart, do you still experience the issue?
    JasonNinjaTrader Customer Service

    Comment


      #3
      Hello!

      I do not know if I have put here... if no, pelase move other topic.

      In each end of contract and do Rollover, if I have 4 charts, it is not possible to change all with one "click"? I have to change one to one?

      And if I have a strategy that one of the parameter are, example ES 03-16 and I want change, i have to do manually? Of course if I have many

      Thanks

      Comment


        #4
        Unfortunately you will need to change instruments in the charts individually.

        Yes, you will need to change it manually for the strategy as well.

        This has been improved in NinjaTrader 8 where you can update all instruments with one click.
        JasonNinjaTrader Customer Service

        Comment


          #5
          Rollover screwup

          Thanks NT Jason,
          Yah. I rolled over too early. Everything (including the "seconds" charts) looks to be OK now. If there are any problems I'll let you know. Thanks again.

          Comment


            #6
            Rollover screwup

            Sorry meant to ask. What is the earliest time I can rollover? I'm in the Pacific Time Zone. I rolled over about 6 PM PST which is some 3 hours after the 'new day' begins for CME Globex futures like ES and YM. Should I wait till it's after midnight in my time zone or what?

            Comment


              #7
              Please roll over after midnight CST, so that would be after 10:00 PM PST.
              JasonNinjaTrader Customer Service

              Comment


                #8
                Rollover screwup

                Got it. FYI all is back to normal. The "seconds" workaround is a great way to allow simultaneous charting on ETH and RTH, compliments of another Hershey trader. For those of you who don't know Jack passed on late last year. R.I.P. - definitely ahead of his time.

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