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Rollover rules and continuos contract

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    Rollover rules and continuos contract

    Good morning everyone,
    I have a question.

    what is the algorithm / rule(s) used to chart a continuos data in NT8?
    I mean, I am comparing NT8 and NT7 (0318 expiry and ##-##).

    NT8's continuos data is identical to NT7 for both expiry 03-18.
    If compared to the continuos ##-## in NT7 I do have an evident shift (due to roll?)

    If the NT8 data is back adjusted and so I am expecting this to be identical to NT7 ##-##, while it is not.

    Am I missing something?
    Which king of algo is used to plot NT8's continuos chart? (like charting 6E for 300 days back)

    Any suggestion is appreciated
    Thanks
    Marcello
    Attached Files
    Last edited by MrBaffalo; 01-15-2018, 12:48 PM.

    #2
    Hello MrBaffalo,

    Thank you for your note.

    There is no algorithm used for the data, NinjaTrader displays the data how it is received from the data provider. There are some platform settings that can alter the way this data is displayed.

    What data provider are you currently connected to and what exactly is the difference you are observing? Please include the exact time and time zone.

    I look forward to your reply.

    Comment


      #3
      Thanks Chris
      I am connected to rithmic for both NT7 and NT8
      The snapshots show the difference between both

      Thanks for your time
      regards
      Marcello

      Comment


        #4
        Any new about this?
        Thanks
        Marcello

        Comment


          #5
          Hello MrBaffalo,

          Thank you for your note.

          Please follow the steps below to manually attach your log and trace files to an email to platformsupport[AT]ninjatrader[DOT]com with "ATTN CHRIS S" in the subject line 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.

          I look forward to your reply.

          Comment

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