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Entering non front month futures contracts not pulling right data.

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    Entering non front month futures contracts not pulling right data.

    I am using the latest version of Ninja 8 64bit.
    I am connected to ninja brokerage using that data feed.

    When I tried to pull up the June contract for lean hogs HE 06-21.
    I get April data.

    Even if I go to add a symbol under instruments and add he 06-21. It still pulls up 04-21 data.

    Thoughts?


    #2
    Hello philli4093,

    Thank you for your post.

    The HE 06-21 doesn't rollover in NinjaTrader until 03/19/2021. 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 'HE' > Edit
    • Scroll down and select 'Edit rollovers'
    • Select the '06-21' 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.
    Please let me know if I could be of any further assistance.




    Shawn B.NinjaTrader Customer Service

    Comment


      #3
      ah..

      I thought I could just bring up the right contract I wanted to see..

      So sounds like I need to turn off global merge policy in order to pull up 06-21 or 09-21 then. I'll try that..

      I've always implicitly put in the contract for each period like 03-21 06-21 when they roll,

      Sounds like with merge policy on, you can't specify the expiration month..

      Thanks for the clarification..

      Comment

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