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VX Futures not defined correctly

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    VX Futures not defined correctly

    Hi NinjaTrader Support Team,

    Can you please update the contract months of VX futures (https://markets.cboe.com/tradable_pr...pecifications/). There is a new contract every month, but starting February 2021, NT 8 is set up for quarterly only.

    Thanks in advance!


    #2
    Hello Cyberjoe,

    Thank you for your note.

    These expires will be added to the database automatically as the expiry draws closer.

    You may also add these expiries manually if you wish by left-clicking on the 'add' button and setting the month and year and roll-over date.
    Spencer F.NinjaTrader Customer Service

    Comment


      #3
      Hi Support team,
      The rollover contracts are missing 03/21 and still reflect the initial post .Thanks
      Attached Files

      Comment


        #4
        Hello derivtrader,

        Thank you for your post.

        I am following up with our Development Team and I will follow up here once I have more information.

        Thank you for your patience.
        Spencer F.NinjaTrader Customer Service

        Comment


          #5
          Hello derivtrader,

          The missing contracts have been added to the NinjaTrader 8 database.

          Please restart your platform if you have not done so already to add these contracts.

          If you do not see these contracts you may also reset your instruments using the steps below:
          • First, disconnect from any data providers by navigating to the Control Center > Connections menu, and left-click on “disconnect” that appears to the right when hovering your mouse over any active connection
          • Next, reset your instruments by navigating to the Control Center > Tools > Database Management
          • In the Database Management window, under the “Update instruments” section, ensure that “General properties”, "Futures expiries" and “Symbol mappings” options are checked and then click Update
          • Lastly, restart NinjaTrader for the changes to occur
          Spencer F.NinjaTrader Customer Service

          Comment


            #6
            Thanks for updating the contract months. Can you also update the 3/21 contract rollover offset as that contract became front on 2/15/21 and the offset field is blank. Thanks

            Comment


              #7
              Hello derivtrader,

              I was able to confirm in my platform, that the rollover date for the VX 03-21 is set to 2/15/21 and the offset its set to 4.35.

              If you have not done so I would recommend resetting your instruments with the steps above and if you are still seeing the same after then I would recommend removing the 03-21 expiry and resetting your instruments once more.
              Spencer F.NinjaTrader Customer Service

              Comment

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