Equity (ES, NQ) futures roll date

[habibalex]

The CME has updated their roll dates for equity indices to the following: https://www.cmegroup.com/trading/equ...rolldates.html
It is now 9/12/2022 not 9/9/2022. Please update NT8 to reflect this change.
Also when the platform gets updated it overwrites all the roll values and dates and I have to change all of them again. Please fix this.

The CME white paper official roll offset uses prior settlement which is VWAP of the last 30 seconds. NT8 uses close to close roll offset which is a fair approximation. However, if users are updating to official values and NT8 keeps overwriting them, it's not helpful.

[aviat72]

Yes please. These are basic hygiene tasks.

Earlier this year we had the case where the holiday calendar was not updated and the charts were not loading.

NinjaTrader_Brett Please do put some resources on keeping up to date with these changes at least in principal exchanges. I do realize that you support a huge amount of exchanges and products but we also rely on these things working.

I had to redo my charts on startup to roll back the rollover and was frozen out for 15 minutes as the tick based charts updated....

Also the June NT release did not have much feature addition.

For example there are very simple changes like having two separate options for showing text in volumetric bars (one for summary and one in the bar) which can be implemented very quickly which never see the light of the day.

Another big one is MBO data.l other platforms like Sierra Bookmap are now supporting it.

I am currently paying $155 pm to Bookmap to get access to Rithmic MBO data and have to toggle between workspaces to get access. Would really like this integrated in NT/Kinetick or via the Rithmic connector.

[Bidder]

According to this chart the period between roll and expiry shrank beginning last June. However, there is no textual explanation or indication whether this is a permanent change. I do not see any other references to this situation on CME or elsewhere.

Can anyone from NT shed some light on this?

[Bidder]

https://www.cmegroup.com/notices/electronic-trading/2022/06/20220606.html

[NinjaTrader_Jim]

Hello everyone,

Thanks for your posts and report.

It is not the clearest on why the change was made, but we will make changes to reflect CME.

The changes to instrument definitions should be done later today.

Thank you again for reporting.