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Verifying rollover data

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    Verifying rollover data

    Today I compared the rollover data for MNQ 03-20 on NT7 and NT8.
    I was suprised to find the two systems held very different rollover offsets. Why is this? Which is correct, if either? How do we ensure the systems are updated to the correct value?

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    #2
    Hello bboyle1234,

    An offset of 20.5 in NinjaTrader 8 is provided by NinjaTrader's data servers. The offset in NinjaTrader 7 is calculated. Each time NinjaTrader 8 is restarted, instrument definitions are fetched to be current with our data servers and the offset will be updated.

    You can manually change the offset in NinjaTrader 7 so that it matches the downloaded definitions in NinjaTrader 8.

    More information on offsets and how they are downloaded can be found here - https://ninjatrader.com/support/help...tMonthsSection

    Please let us know if we can be of further assistance.
    JimNinjaTrader Customer Service

    Comment


      #3
      That's good documentation. NT8 documentation is getting better all the time
      Thanks for the feedback Jim, apologies it took me forever to get back to you.
      I have a follow up question about the instances when "NT8 calculates offsets instead of downloads them".
      I believe the calculation, when based on minute bars, takes place at the time of the session close of the instrument's default session.
      Accordingly, then, I assume that if a user changes the instrument's default session template, the results of that offset calculation would change.
      If I'm correct, you may want to consider adding that note to the documentation.

      Comment


        #4
        Problem With MACD

        Could you look at my post? Or have you and you don't know why it's doing this? I've never seen it in NT7. There isn't a way to change it in the options or anything.

        Comment


          #5
          Hello Skyfly1715,

          Since Marco is out of the office at this time, I had responded to your thread. In the future, we would ask that you respond to the current open thread for further assistance. This helps to keep each forum thread on the original topic and also helps so that we do not have multiple technicians working on your inquiry.

          bboyle1234 ,

          The help guide does state that the calculation does follow the default session template. Your understanding would be correct, and this would imply that changing the default Trading Hours template in the instrument definitions will result in a different offset. If you think that this should be clarified further, please let me know and we can ask the Product Management team if they will consider adding a note that is easier to spot.

          •One day prior to the rollover date, calculate the difference between the close price of the new expiry and the close price of the old expiry. This is the Offset value.

          •If you wish to overwrite the calculated Offset value you can input in your own

          •When using minute data, the close price at the ending time as defined in the default session template for the instrument will be used
          I look forward to assisting.
          JimNinjaTrader Customer Service

          Comment


            #6
            Yes, if I were writing the documentation, I would try to make it a little more obvious to the reader that changing an instrument's default session template will change the calculated rollover offset in the rare case the offset is not downloaded from your server. It's starting to feel a little like splitting hairs, the documentation in this respect is already very good and I thank you for it.

            Comment


              #7
              Hello bboyle1234,

              I have emailed the Product Management team to consider adding a note to the Help Guide to help clarify.

              Let us know if there is anything else we can do to help.
              JimNinjaTrader Customer Service

              Comment

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