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Wrong FX Futures Rollover 03-17 to 06-17. also wrong merge (6E, 6B, 6J, 6A, 6C, 6S)

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    Wrong FX Futures Rollover 03-17 to 06-17. also wrong merge (6E, 6B, 6J, 6A, 6C, 6S)

    Hi,

    The FX Futures (6E, 6B, 6J, 6A, 6C, 6S) rollover from 03-17 to 06-17 is working wrongly in NT7.
    More over, NT7 is actually merging the FX 12-16 futures contracts with 06-17 bypassing the 03-17 contract data. This is a big error.
    (As always, I have set merged back adjusted futures contracts. Data from Ninjatrader continuum demo)

    BUGS:
    1- NT automatically selects 09-17 instead of 06-17 as the next FX contracts expiry (instrument manager window)
    2- The offset from the 10-06-17 rollover is set to 0 in the above FX futures contracts.
    3- THIS IS THE MOST IMPORTANT -> actually NT7 is merging 12-16 with 06-17, which is completely wrong, skipping and bypassing 03-17.
    You can test this by opening an hourly 6E 06-17 futures contract chart (365 days) and going back to December 16 in order to see the spotty data.

    Notes FYI: Manually setting data for 10-06-17 rollover offset, does nothing regarding the bypassing of 03-17 contracts.

    This failure disrupts automatic swing trading in NT7 because of the unreliability of the data.
    NT8 is working well though.

    Please have a look into it promptly,
    Kind regards,

    #2
    Hello drecio,

    Thank you for your post.

    We have not seen any rollover issues if you are using the default instrument settings. You can revert to the default instrument settings by using the steps below to reset your instruments:
    • 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

    Does this fix the data that you are receiving for the 06-17 currency futures?

    Comment


      #3
      Hi,

      Thank you Christopher D. It seems it solved every issue.

      I wonder what could have caused that issue. The only things that I changed from standard instrument definitions were Description and Point Value.

      Kind regards,

      Comment

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