• If this is your first visit, you will have to register before you can post. To view messages, please scroll below and select the forum that you would like to visits. Questions? Be sure to check out the Forum FAQ.

Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

is it possible to have the contracts rolled but not changing values on prev contract

Collapse
X
  • Filter
  • Time
  • Show
Clear All
new posts

    is it possible to have the contracts rolled but not changing values on prev contract

    june 13th low on ES 06-19 M contract was 2867.25 on U contract ES 09-19 is 2871.50 , i like to see the low unchanged and my ES 09-19 show the exact value for ES 06-19 .
    Is that possible ?

    Thanks

    #2
    if i use do not Merge data ,will that solve my problem ? right now im using Merge non back Adjusted

    Comment


      #3
      Hello,

      Setting the platform to 'merge back adjusted' means you will be viewing 09-19 data starting 6/13 and 06-19 data before that, adjusting for the offset between contracts.

      Merge back non-adjusted is the same only the offset between contracts is not applied.

      Do not merge will show data only for the contract you have loaded. This means loading a 09-19 chart will only show data for the 09-19 contract.


      Can you elaborate on exactly what you are trying to do if these options are not what you are aiming for?
      Ryan S.NinjaTrader Customer Service

      Comment


        #4
        Originally posted by saeed View Post
        if i use do not Merge data ,will that solve my problem ? right now im using Merge non back Adjusted
        You are using the correct setting for the description of what you say that you want to do.

        Comment


          #5
          June 12th low on ES 06-19 M contract was 2867.25 on U contract ES 09-19 is 2871.50 , i like to see the low unchanged and my ES 09-19 show the exact value for ES 06-19 .
          Attached Files

          Comment


            #6
            Hello Saeed,

            Merge back non adjusted will merge the contracts on the roll date, but will not apply the offset to prior contracts. This means on June 12th you will be looking at unaltered data for the 06-19 contract.

            Please let me know if you have any other questions.
            Ryan S.NinjaTrader Customer Service

            Comment


              #7
              thats what i thought but apparently this is not the case . take a look at june 12th globex low : 2867.25 on M contract and on U contract is 2871.25 so i have as merge back non adjusted , picture above .
              Attached Files

              Comment


                #8
                Hello Saeed,

                Thanks for the note.

                Who is your data provider? Have the charts been reloaded since making the change to the merge policy?

                Also, are both charts of 09-19 or is one of 06-19?

                I look forward to your reply.
                Ryan S.NinjaTrader Customer Service

                Comment


                  #9
                  Hedge-to-arrive (HTA) contracts came into use in the western Corn Belt in the early 1990s, but have been used much longer in the eastern Midwest. There are four main types of futures-based HTAs, ranging from a relatively simple two-decision version to much more complex types that require several decisions after the contract is initiated. Potential market and non-market risk exposure increases dramatically with the more complex HTAs, particularly where rolling futures positions between crop years is permitted. The four basic types of HTAs are:
                  • non-roll
                  • intra-year rolling
                  • inter-year rolling involving one year's production
                  • multi-year rolling
                  router-login.info
                  This blog cover almost all router and model login guide and how to set up and reset the router password and manage easily.

                  Comment


                    #10
                    Ryan Hi

                    First chart is 06-19 and the second chart is 09-19 my data provider is Continuum , when you say have i reloaded data since the roll over what do you exactly mean ?

                    Comment


                      #11
                      Hello,

                      You can reload data by right clicking the chart and selecting 'reload historical data'.

                      Does the issue persist on a new chart, with the interval set to daily?

                      What interval chart are your screenshots of?
                      Ryan S.NinjaTrader Customer Service

                      Comment


                        #12
                        30 MIN / 120 MIN / 60 MIN and daily basically on all time frames

                        Comment


                          #13
                          Hello,

                          The data point in question is on June 12th, but technically in the June 13th session as it occurred after June 12th at 6pm EST. This is the roll date in the platform, so starting at 6pm EST on June 12th, ES 09-19 data is displaying, which is the reason for the discrepancy between charts.

                          Please let me know if you have any further questions.
                          Ryan S.NinjaTrader Customer Service

                          Comment

                          Latest Posts

                          Collapse

                          Topics Statistics Last Post
                          Started by ballboy11, Today, 01:04 PM
                          0 responses
                          1 view
                          0 likes
                          Last Post ballboy11  
                          Started by ntbone, Today, 12:15 PM
                          1 response
                          12 views
                          0 likes
                          Last Post NinjaTrader_Jesse  
                          Started by ballboy11, Today, 12:32 PM
                          1 response
                          2 views
                          0 likes
                          Last Post NinjaTrader_Jesse  
                          Started by brownsfan019, Today, 12:04 PM
                          1 response
                          6 views
                          0 likes
                          Last Post NinjaTrader_PatrickG  
                          Started by x86231933, Today, 10:48 AM
                          2 responses
                          20 views
                          1 like
                          Last Post TopGunNote  
                          Working...
                          X