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Query re RollOver dates

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    Query re RollOver dates

    Question:
    The rollover for ES changed the contract date
    from 12-16 to 03-17. Same for TF.

    But the currencies (6A, 6B, 6C etc.) changed from
    12-16 to 09-17.

    September 2017!? Is that correct?

    sandman

    #2
    Thank you for your post.

    You are correct about the rollover dates for the ES and TF futures instruments, the current contracts rolled over from 12-16 to 03-17.

    However, the currency instruments you list should also have the 03-17 rollover date. To find out the next rollover date for any given instrument, go to the instrument manager. From the NinjaTrader Control Center, Tools>Instrument Manager.

    Next, search for the desired instrument, and click Edit. Navigate to the Misc tab, and scroll all the day down to Contract months (expirations and rollover dates). Click the cell that says "52 contract months defined," and then click the "..."

    Next the Contract Months window will open, and on the left you will see the rollover dates, both past and future. For example, for the 6A currency instrument, once you find the 12-16 date, you can see the next date above it is the 03-17 contract. Then, the following date would be 06-17, then 09-17, etc.

    Please follow the instructions below to roll over the expiration date of a futures contract.
    • From within the NinjaTrader Control Center window select the menu Tools> Instrument Manager
    • Highlight the contract you wish to rollover on the left side of the Instrument Manager window
    • Press the '>' button (the instrument will disappear from the list)
    • Press the '<' button and the instrument should re-appear with the front-month expiration date
    • Select 'OK'
    • Select the updated contract in the Instrument drop-down menu within your currently opened windows (Charts, SuperDOMs, etc).

    I have provided a link below to our Help Guide that goes over rolling over a futures contract.

    To view contract rollover, expiry dates, and other trading events click the link below.

    Please let us know if we may be of further assistance.
    MicahNinjaTrader Customer Service

    Comment


      #3
      Dear Micah,

      Thanks for the instructions which I am familiar with. Step 4 above
      "Press the '<' button and the instrument should re-appear with the front-month expiration date
      Select 'OK'" is what leads to the 09-17 expiry date for the currencies. Thus I have to manually select the new expiry date because NT's default is set up wrongly. But only for currencies because as I mentioned already ES and TF lead to the correct new expiry date.

      sandman

      Comment


        #4
        Hello sandman,

        Thank you for your reply. May I ask which version of NinjaTrader you are using? This is found by clicking Help>About from the NinjaTrader control center. You will see a line that looks like this: NinjaTrader 64-bit 7.0.1000.32

        I look forward to your reply.
        .
        MicahNinjaTrader Customer Service

        Comment


          #5
          Wrong year in expiry date

          This problem appears to be due to the 06-2017 and 09-2017 contracts having expiry dates with 2016 as the year rather than 2017. If you change the years to 2017 for these front months, it appears to correct the problem. As stated before, this only seems to apply to currency futures.

          Comment


            #6
            Control Center-->File-->Disconnect. Go to Control Center-->Tools-->Options-->Data-tab and click Reset Instruments. restart NinjaTrader

            Comment


              #7
              Micah,

              My NT version is 7.0.1000.32

              sandman

              Comment


                #8
                Sandman, thank you for updating me with the version of NinjaTrader you're currently using.

                jaggy_d53, thank you for posting. I do not experience the same issue on my end, but an instrument reset should fix the issue you're having with the expiry dates of the 6A, B, C, etc.

                Thank you also to easyfying for suggesting an instrument reset in your post.

                To reset your instruments please follow the steps below.
                • Disconnect from your data feed: NinjaTrader Control Center> File> Disconnect> Select your data feed.
                • Reset your Instruments: NinjaTrader Control Center> Tools> Options> Data tab> Reset Instruments>OK.
                • Restart NinjaTrader> Connect (NinjaTrader Control Center> File> Connect> Select your connection.


                Please let me know if I may be of additional assistance.
                MicahNinjaTrader Customer Service

                Comment

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