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Futures rollover - how to add forward contract?

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    Futures rollover - how to add forward contract?

    Hello,
    GC has rolled over by volume. It does not appear in the 'automated rollover system' which is date based. How do I add the June contract please? I had a quick look at the 'obvious' and how it works in NT7 but not same or obvious
    Kind regards

    #2
    Hello,

    Thank you for your post. To change the chart, select then type "GC 06-18" > Press Enter.

    The GC 04-18 doesn't rollover in NinjaTrader until 3.30.18. If you want to rollover before that and continue to merge past contracts, you will need to adjust the rollover date:

    Control Center > Tools > Instruments
    Locate and select 'GC' > Edit
    Scroll down and select 'Edit rollovers'
    Select the 06-18 contract from the 'configured' list
    Edit the 'rollover date' to any date prior to today > OK > OK > Close
    Right-click on your chart and select 'reload all historical data'
    To change the chart, select then type "GC 06-18" > Press Enter.

    If you do not want your charts to merge back past contracts, you can change your merge policy to 'Do Not Merge' under Control Center > Tools > Options > Market Data > Global Merge Policy.

    Below I have provided a link to the Understanding Merge Policies section of the help guide.
    https://ninjatrader.com/support/help...rge_policy.htm

    Let us know if we may assist further.
    Eric B.NinjaTrader Customer Service

    Comment


      #3
      Hello Eric and thanks.
      (BTW FYI 04 Contract has 22k, 06 has 125k and 3 more trading days before 3rd).
      Could you tell me how to get the 06 in my Instrument List? It's not quite the same as 7, the ability to manually select which Contract months to add doesn't seem to be there. Having changed the date, the 06 does not appear in my list automatically. Adding GC to my List doesn't give me a choice of which contract, and adds 08 not 06, so I end up with 04 which I can't see how to remove and is obsolete, 08 which is not current month, and no 06?

      Kind regards

      Comment


        #4
        Thank you for your reply.

        To manually switch the chart, first select the GC chart with a single left-mouse click. Next, type "GC 06-18" > Press Enter. Once complete, the contract will then list from all Instrument drop-down menus.
        Eric B.NinjaTrader Customer Service

        Comment


          #5
          Hello Eric and thanks.
          I don't know if we are talking at cross-purposes here, I am misunderstanding you, am doing something wrong or haven't made clear....

          I can do what you say, have done so, but as far as I can see, yes that loads the 06 contract into that chart window, and it puts it in the '6 most recently used' list at the top of an instrument drop-down menu. It is subsequently available in all Instrument drop-down menus'. But once it is superseded by other more recently used instruments it no longer occupies that list and is thus unavailable.

          What I asked about was not switching chart, but adding to my Instrument List. Manually switching chart makes it appear in the most recently used list, but not in my Instrument List. Once it has gone from the most recent list, I have to type to get it, rather than select from List. If I Add, it adds 08 to my list. What I asked about was getting 06 in my List?

          Kind regards
          Last edited by brucerobinson; 03-28-2018, 08:05 AM. Reason: correction/typos

          Comment


            #6
            Hello,

            Thank you for your reply.

            To add an instrument to an instrument list please follow the steps below.
            -Go to Tools>Instrument List
            -Select the List you would like to add your instrument to or click add to create a new list
            -Once you have an instrument list selected or created on the right you may use the add button to add instruments to that list
            -Click OK

            Please let me know if I may be of any further assistance.
            Dennis E.NinjaTrader Customer Service

            Comment


              #7
              Originally posted by brucerobinson View Post
              Hello Eric and thanks.
              What I asked about was getting 06 in my List?
              Hello Dennis,
              Ninja says GC won't be rolling over until 3rd Apr. Well as of now there's 46k on 04 contract and 270k on 06 so I beg to differ.
              Bring up an 04 chart with VOL and see....
              I've changed the date on the 06 contract to yesterday.
              I proceed as per your instructions to add to my Futures list so I can access the 06.
              Unlike NT7 there is no option to select a Contract MONTH during this step.
              NT8 adds to my Futures list - but it adds the 08 - ZERO EIGHT Contract. So, I have the 04 contract in my list which is no longer being trade, and I have the 08 in my list, but not the 06

              I've already written all this.

              Either I'm doing something wrong, or it is a bug. Please roll over manually as I have done, and try to replicate.

              Thanks
              Kind regards

              Comment


                #8
                Hello,

                Thank you for you post.

                I am not seeing the same behavior you are describing on my platform.

                Below I have posted some screenshots for exactly how I was able to add GC 06-18 to my instrument list.

                In the first screen shot I do not have any GC instruments in my list.



                In this second screen shot I will click add and type in GC 06-18 then press enter.



                In the last screen shot GC 06-18 is now added.



                If you are still unable to add this instrument please write in to [email protected] to schedule a remote support session for assistance.

                I look forward to your reply.
                Dennis E.NinjaTrader Customer Service

                Comment


                  #9
                  Hello Dennis and thanks.
                  That is helpful.
                  The difference is in procedure.
                  I do not type in the Contract GC 06-18 in the search field at your second step, I click the magnifying glass then select GC from the Instruments dialogue Window list. Doing so does not give an option to select a contract month. In NT7, at this point, it is necessary to choose the contract month to add. In 8, this is not available and NT8 is adding the 08 Contract, which in and of itself doesn't seem to make sense.
                  I expect you will be able to replicate this behaviour. You may have to roll over GC manually for it to happen, I don't know.
                  What I am doing is 'logical' - using the search facility to identify the instrument I want to Add to the Instrument List - and it allows me to do it, with unexpected results.
                  But at least I now have a solution, thanks

                  Comment


                    #10
                    The exact problem is occurring for me. I add GC to the Instrument List. If I try to add GC 06-18 it reports invalid contract. It will accept GC unspecified, which then appears in the list as 04-18. I click to edit, click the pulldown, click 06-18. It shows. I click apply. The list continues to show 04-18. I have tried to edit to the right month, deleted and reentered -- nothing will allow me to add June. żQue esta pasando aqui?

                    Comment


                      #11
                      Originally posted by brucerobinson View Post

                      I can do what you say, have done so, but as far as I can see, yes that loads the 06 contract into that chart window, and it puts it in the '6 most recently used' list at the top of an instrument drop-down menu. It is subsequently available in all Instrument drop-down menus'. But once it is superseded by other more recently used instruments it no longer occupies that list and is thus unavailable.
                      Use the pin function.

                      Comment


                        #12
                        Thanks for the helpful suggestion, however I don't want to pin it to my most recent, I want to add it to my Instrument List. There are ways I can workaround including as Dennis suggested.
                        But what I want and is reasonable, is for it to work as expected and the way in which it should, and not spend hundreds of hours finding it doesn't and working around which is my entire experience thus far.
                        I've just spent 3 months on lagging problems entirely NT issues. The next thing is a contract rolls over but the 'new rollover' method doesn't roll it over, I still have to check volume otherwise I'd be waiting until mid next week. Pointless. I roll over manually as per NT7, and it doesn't add to the instrument list correctly.

                        This it the very 'next thing' I've tried to do after 3 months of frustration, and guess what, it doesn't work.

                        Excuse my rant

                        Comment


                          #13
                          Hello Brucerobinson,
                          I wanted to share with you a video that I made on this topic that hopefully explains the logic of the search function as well as why when you use the magnifying glass it does not pull up any contract months.

                          Please feel free to write into platform support for any additional questions.
                          James G.NinjaTrader Customer Service

                          Comment


                            #14
                            Hello James and thanks.

                            I appreciate the support and your time in creating the video. Yes, that is how I was adding GC.

                            Man, this has been torture. I was on a pre-release 13 build due to problems in 12.0 and it had an incorrect Contract date for 08-18 (03/30/2017 instead of 2018)
                            Updated Futures Expiries to Server settings, changed GC 06-18 Defined Rollover date to 03/27/2018 and it sees it as the 'Current Contract' and automatically adds it to the Instrument List using the Search method - expected behaviour.

                            But there is a 'bigger issue' here with the 'automation' of rollover.

                            NT8 says the 'current' contract is 04-18. Pull up a chart - you'll see there is no volume on 'the current' 04-18 contract. But Database Management Futures Contract Rollover won't roll it over until 30th.
                            So yesterday and today colleagues using NT8 had GC 04-18 contract charts with no volume, but Database Management Rollover did not show GC to be rolled over.
                            Kind regards

                            Comment


                              #15
                              Hello,
                              The current contract month for the GC is 04-18 the 06-18 contract does not rollover until tomorrow, 03-30-18. There was a shift in the market and the majority of traders moved over to the 06-18 contract before we roll over the contract in the platform.
                              If you wish to use the GC 06-18 contract before it rolls over in the platform please follow these steps.
                              The GC 06-18 doesn't roll over in NinjaTrader until 03-30-18. If you want to roll over before that and continue to merge past contracts, you will need to adjust the rollover date:

                              Control Center > Tools > Instruments
                              Locate and select 'GC' > Edit
                              Scroll down and select 'Edit rollovers'
                              Select the '06-18' contract from the 'configured' list
                              Edit the 'rollover date' to any date prior to today > OK > OK > Close
                              Right-click on your chart and select 'reload all historical data'
                              If you do not want your charts to merge back past contracts, you can change your merge policy to 'Do Not Merge' under Control Center > Tools > Options > Market Data > Global Merge Policy.

                              Below I have provided a link to the Understanding Merge Policies section of the help guide.

                              James G.NinjaTrader Customer Service

                              Comment

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