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VX futures rollover offset

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    VX futures rollover offset

    Hi,

    The 11/21 rollover offset for VX futures is displaying N/A. Please update the value for offset for the rollover on 10/18

    Thanks

    #2
    Hello derivtrader,

    Thank you for reaching out.

    NinjaTrader 8 calculates the rollover based on the close price of minute bars the day before rollover.

    The Offset will be updated closer to the rollover date.

    Thank you for your inquiry.
    Jermaine S.NinjaTrader Customer Service

    Comment


      #3
      Thanks for the reply. The rollover date was two days ago (10/18/2021) according to the properties for the 11/21 contract.

      Comment


        #4
        Hello derivtrader,

        Thank you for your reply.

        I have provided a link to the NijaTrader 8 Help guide covering the Offset value of instruments.

        https://ninjatrader.com/support/help...tMonthsSection

        Please let us know if we may be of further assistance.
        Jermaine S.NinjaTrader Customer Service

        Comment


          #5
          Hi Jermaine,

          I attached an image of the properties for VX futures 11/21 contract. The rollover date was 10/18/21. The Nov contract is now the front month. Therefore the offset value should have been calculated on the close of 10/17/21. Why is the offset showing N/A?

          Comment


            #6
            Hello derivtrader,

            Thank you for your reply.

            I apologize if I was not clear in my previous responses.

            For the VX 11-21 instrument, N/A means that there is not an offset for the current front month.

            Thank you for your note.
            Jermaine S.NinjaTrader Customer Service

            Comment


              #7
              Respectfully you're not getting this. I will fix it manually on my end but you should know X front contact settled at 19.53 and the V contract at 15.96 yesterday on CBOE site. Someone should fix it on NT.

              Comment


                #8
                Hello derivtrader,

                Thank you for your note.

                Thanks for making us aware we fixed the offset data on the affected server. Please restart NT8 for it to become effective.

                Feel free to write in if you have any additional questions.
                Heath R.NinjaTrader Customer Service

                Comment


                  #9
                  Your welcome Heath..What is the offset value on NT as I manually inputted my own based on settlements?

                  Comment


                    #10
                    Hello derivtrader,

                    Thank you for your note.

                    I've included an image of the updated offset settings below:

                    Click image for larger version

Name:	offset.png
Views:	55
Size:	38.1 KB
ID:	1175812

                    Please feel free to write in if you have additional questions.
                    Heath R.NinjaTrader Customer Service

                    Comment

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