Unable to load data for TW futures contract using IB data

[Jasper99]

Hi, I'm new to NT so please forgive my ignorance. Checked some other posts but couldn't find an answer. Am trying to load data for Taiwan futures (contract TW in NT and STW in IB) which is on the Instrument List and mapped for IB symbol, however it doesn't load any data. The chart tab shows "TW 12-18" which is last years Dec contract. I am subscribed to SGX Derivatives data with IB. Are you able to assist? Please let me know what information you require, thanks.

[NinjaTrader_ChrisSch]

Hello Jasper99,

Thank you for your note.

You will need to manually add the contract months past 12-18 to this instrument in order to load successfully. To do this, please navigate to Tools > Instruments > TW > Edit > Scroll down to Contract Months > select Add from the left panel and then you'll need to add 03-19, 06-19 and onward. I believe the current front month should be TW 12-19. Once this has been completed, you should be able to load the data on the chart.

Please let us know if we may assist further.

[Jasper99]

Thanks, this helped. Excuse my ignorance but how does one determine the correct rollover dates historically and going forward? Also, is there an option to select a volume-based rollover? Thanks

[NinjaTrader_ChrisSch]

Hello Jasper99,

Thank you for your note.

There is actually not a universally agreed upon rollover date for most futures instruments, they are merely suggestions. I believe historically our development team has chosen suggested rollover dates based on historical trading volume. For adding these contract months, I'd recommend basing the rollover dates on the rollover dates for the preceding contracts of that given month. There wouldn't be an option for volume-based rollover at this time but I've submitted your inquiry to our development team as a feature request.

Please let us know if further questions come up.