Rollover Problem

[BGWTEX]

Greetings,

I rolled over the ES on Friday. It appears as though historical data is from the prior contract (09-16), and current data is from the current contract (12-16). Merge policy is set to "UseGlobalSettings", Options/Data is set to "MergeBackAdjusted". Also, when I load my Workspace, it appears to freeze on "loading data". The observations are made by opening a New Chart in a new Workspace.

Thanks,

Bruce

[NinjaTrader_ChristopherD]

Hello Bruce,

Thank you for your post

The gap that you see in the data is being caused by the incorrect rollover date within the NinjaTrader Instrument Manager. NinjaTrader is still downloading historical data from the 09-16 contract based on the incorrect rollover date.

To properly roll over to ES 12-16, you will need to manually adjust the rollover date within NinjaTrader. This will apply to other index futures, including NQ and YM. See the advisory below for instructions on how to make this adjustment:

http://ninjatrader.com/Advisories/CME-9-16-2016

Here is a video detailing these steps: https://www.youtube.com/watch?v=jVJh...ature=youtu.be

Let me know if I may be of further assistance.

[BGWTEX]

Good job Christopher D.,

Did I miss an advisory or something, what I do wrong ? This won't be a problem next rollover, will it ?

Thanks for the fast response !!

[NinjaTrader_ChristopherD]

Hello Bruce,

There would have been an in-product advisory within NinjaTrader when we first became aware of the discrepancy in the rollover dates. We do not expect this to occur again at the next contract rollover.

Feel free to contact us if you are ever in need of support.

[aligator]

This issue did not exist before, what happened (caused it)? Are we supposed to go through this process for rolling over every single contract for NT7?

[NinjaTrader_ChristopherD]

Hello aligator,

The rollover dates for certain index futures were set up incorrectly within NinjaTrader. You can find more information, including the affected contracts, at the link below:
http://ninjatrader.com/Advisories/CME-9-16-2016

[DreamerJ]

same issue here

[NinjaTrader_ChristopherD]

Hello DreamerJ,

This issue will affect all NinjaTrader users who trade the E-mini index futures. Please follow the original instructions that I provided to BGWTEX to resolve this behavior:

Hello Bruce,

Thank you for your post

The gap that you see in the data is being caused by the incorrect rollover date within the NinjaTrader Instrument Manager. NinjaTrader is still downloading historical data from the 09-16 contract based on the incorrect rollover date.

To properly roll over to ES 12-16, you will need to manually adjust the rollover date within NinjaTrader. This will apply to other index futures, including NQ and YM. See the advisory below for instructions on how to make this adjustment:

http://ninjatrader.com/Advisories/CME-9-16-2016

Here is a video detailing these steps: https://www.youtube.com/watch?v=jVJh...ature=youtu.be

Let me know if I may be of further assistance.

[markus3500]

The video posted doesn't work. What is the correct rollover date for the ES and what is the exact offset value?

[NinjaTrader_ChristopherD]

Hello Markus,

The correct rollover date is for ES 12-16 is September 8th. You will not need to change the offset value.