If my understanding is correct, the roll dates in NT differ to those in IB and https://www.barchart.com/futures/fut...ons/currencies.
Announcement
Collapse
No announcement yet.
Partner 728x90
Collapse
NinjaTrader
Soybean futures (ZS) - Roll dates
Collapse
X
-
Hello Shansen,
Thanks for posting.
The predefined roll date for the 01-19 ZS contract is today, October 22nd. However, you can change this date in the window in the screenshot you provided to a different date if you would like.
Please let us know if you have any further questions.Ryan S.NinjaTrader Customer Service
-
Hello Shansen,
ZS volume has not shifted yet today nor does it look likely (see attached).
There is a long-standing Feature Request for Volume-based rollover functionality as offered by other platforms (search the Forum for 'volume based rollover'). If of interest for your trading style. kindly ask for your vote to be added, FWIW.
Kind regards,
Comment
-
Please find attached a comparison of rollover dates for ES (SP500 emini) and ZS (Soybean) contracts.
The ES seems reasonable, rollover eight days before expiry.If my analysis is correct, the ZS is excessive, rollover 84 days before expiry.
Please confirm or advise where I have gone wrong.
Comment
-
Hello Shansen,
The roll date for the 01-19 contract is displaying when the default date is to roll from the 11-18 contract to the 01-19 contract. The last trade date for the 11-18 contract is November 14th, at which point all trading will move to the 01-19, or other further dated contracts.
Please let me know if you have any further questions.Ryan S.NinjaTrader Customer Service
Comment
-
and ZS still hasn't rolled by Volume, which further demonstrates how a rollover by default date (whatever those are supposed to be) alone is inadequate.
Please vote for a volume-based addition dear readers.....
Comment
Latest Posts
Collapse
Topics | Statistics | Last Post | ||
---|---|---|---|---|
Started by WHICKED, Today, 02:02 PM
|
0 responses
1 view
0 likes
|
Last Post
by WHICKED
Today, 02:02 PM
|
||
Started by selu72, Today, 02:01 PM
|
0 responses
0 views
0 likes
|
Last Post
by selu72
Today, 02:01 PM
|
||
Started by f.saeidi, Today, 12:14 PM
|
8 responses
21 views
0 likes
|
Last Post
by f.saeidi
Today, 01:55 PM
|
||
Started by Mikey_, 03-23-2024, 05:59 PM
|
3 responses
49 views
0 likes
|
Last Post
by Sam2515
Today, 01:47 PM
|
||
Started by Russ Moreland, Today, 12:54 PM
|
1 response
7 views
0 likes
|
Last Post Today, 01:01 PM |
Comment