Instrument Selector Not Providing Latest Future Expiry

[jeronymite]

NT 8.0.24.2

In an AddOn, an Instrument Selector has M6A typed into it and the M6A Instrument in the list double-clicked. The current M6A expiry dated Instrument (M6A 06-21) is correctly selected.

In the same Instrument Selector, type M6C and double-click produces M6C 12-20 ... which, obviously, is not correct. Several other Future Instruments behave similarly (e.g. M6J, M6S).

The same behaviour occurs in the Instrument Selector of a Basic Entry window.

The same (mis-)behaviour also occurs programmatically with:

Instrument.GetInstrument(<Future Symbol>+" ##-##").MasterInstrument.GetNextExpiry(DateTime.Now).ToString("MM-yy")

Why? Is this an issue that requires a correction to the relevant MasterInstrument data?

Thanks.

[jeronymite]

A quick test of all Future Instruments in the MasterInstrument List produced the following list of 24 incorrect Future Expiry dated Instruments (using the code above).

• BANKNIFTY 12-20
• BGI 12-20
• BHARTIARTL 12-20
• CCM 11-20
• DD 12-14
• DDI 12-20
• DJ 12-20
• EUR 12-20
• HP 11-20
• ICF 12-20
• ISP 12-20
• J 12-20
• M6C 12-20
• M6J 12-20
• M6S 12-20
• MPP 12-17
• NIFTY 12-20
• RC 12-20
• RF 12-18
• TF 06-18
• TRE 12-20
• WBG 12-20
• WCF 12-20
• Y 12-20

Definitely an issue with the MasterInstrument List, I think. [And this was after updating the Database with the latest Future Expiry dates.]

And this is repeatable in a Basic Entry window.

Thanks.

[NinjaTrader_ChrisSch]

Hello jeronymite,

Thank you for your note.

The symbol M6C, along with others on this list, have been delisted by the CME, which is why there is not a current expiry for those symbols in the database. I wouldn't expect the code to be able to programmatically access a contract month that does not exist in the database.

The appropriate symbol for M6C, for example, is MICD 06-21. Instruments that are not delisted and have yet to be updated to the current expiry can always be rolled over via Tools > Database Management > Rollover.

Should you still need help from our NinjaScript Support team regarding your code, please let us know and I'll have a representative reach out for further assistance.

Let us know if we may assist further.

[jeronymite]

Thanks, Chris. That's very helpful! I hadn't realised those had been delisted.