Futures Roll Offset Question for NT7

[Vispilio]

Hi,

I'm using different roll offsets from the ones provided by default on the Instrument Manager for the Mar'17 Futures of instruments like NQ and FGBL.

However I see that every night, the roll offset for these expires switches back to the default value. How can I make my custom Roll offset entries persist for these expires ?


Best,
Vispilio

[NinjaTrader_ShawnB]

Hello Vispilio,

Please send an email to platformsupport [at] ninjatrader [dot] com with your log and trace files included as an attachment to the email, so I may investigate this matter further.

• Open your NinjaTrader folder under Documents.
• Right click on the 'log' and 'trace' folders and select Send To> Compressed (zipped) Folder.
• Send the 2 compressed folders as attachments to this email.
• Once complete, you can delete these compressed folders.

Put 'Att Shawn', in the subject field and enable 'Log and trace files'. Also, give a reference of this thread in the body of the email.

[Vispilio]

Hi, we continued this thread via e-mail, and I have one follow up question:

What exact method do you use to calculate the "roll offset" when switching between futures expiries ?

Right now, it seems to be that if for example the Rollover date is on Dec 8 on let's say ES mar'17, the difference between the settlement prices of ES Dec'16 and ES Mar'17 as at Dec 8 is taken into account, while most other data providers would prefer the difference as at Dec 7, if the rollover is happening the next day... Can you confirm ? I guess that's why there seems to be discrepancies in some of the roll offsets provided by Ninja Trader...


Best,
Vispilio

[NinjaTrader_ShawnB]

Hello Vispilio,

Please send an email to platformsupport [at] ninjatrader [dot] com with your log and trace files included as an attachment to the email, so I may investigate this matter further.

• Open your NinjaTrader folder under Documents.
• Right click on the 'log' and 'trace' folders and select Send To> Compressed (zipped) Folder.
• Send the 2 compressed folders as attachments to this email.
• Once complete, you can delete these compressed folders.

Put 'Att Shawn', in the subject field and enable 'Log and trace files'. Also, give a reference of this thread in the body of the email.

[Vispilio]

Shawn did you even read the question ? It has nothing to do with the log and trace files. Plus you already got the log and trace files last week remember ? and you gave us completely irrelevant advice.

I think it will be much better if you just forward this inquiry to someone with a little more experience with futures and rolls in your team.


Best,
Vispilio

[butuhtidur]

hello

how this i dont understand to this forum