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Futures rollover when using external data feed via ntdirect.dll

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    Futures rollover when using external data feed via ntdirect.dll

    How do I roll contracts for the subject circumstance?

    #2
    Hello Atomic,

    You would use the same steps as any other connection to roll over contracts, you can either use the rollover tool that appears when you start the platform or manually change the contract date in any tools you use such as a chart. The incoming data from the external data feed would also need to be pushing data for the new contract, if you are using that library in a custom way you would need to update your external software to include the new contract date.
    JesseNinjaTrader Customer Service

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      #3
      Originally posted by NinjaTrader_Jesse View Post
      Hello Atomic,

      You would use the same steps as any other connection to roll over contracts, you can either use the rollover tool that appears when you start the platform or manually change the contract date in any tools you use such as a chart. The incoming data from the external data feed would also need to be pushing data for the new contract, if you are using that library in a custom way you would need to update your external software to include the new contract date.
      My concern is that, since I am originating orders from a Tradestation platform, and their rollover times are specific to them, I want the NT symbol to be in sync with my Tradestation platform.
      This probably means I will have to manually update the Ninjatrader symbols as I was used to doing with NT7.

      Comment


        #4
        Hello Atomic,

        You can see the NT7 guide on using tradestation and how to map instruments, that is technically not supported any longer for NT8 but is possible to still use it. ,

        NT8 does not have anything to do with the actual rollover you are simply changing the instrument that you are viewing in NT8. As long as the rollovers are defined in the instrument for NT8 which most default instruments are you would just need to change the tool to the new contract in whatever tool is being used. For example in a chart you can just type in the new contract date like ES 12-22
        JesseNinjaTrader Customer Service

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          #5
          Originally posted by NinjaTrader_Jesse View Post
          Hello Atomic,

          You can see the NT7 guide on using tradestation and how to map instruments, that is technically not supported any longer for NT8 but is possible to still use it. ,

          NT8 does not have anything to do with the actual rollover you are simply changing the instrument that you are viewing in NT8. As long as the rollovers are defined in the instrument for NT8 which most default instruments are you would just need to change the tool to the new contract in whatever tool is being used. For example in a chart you can just type in the new contract date like ES 12-22
          With NT7, I was able to pick which contracts I wanted to include in my list of instruments. I could have ES 09-22 and ES 12-22, So when my Tradestation contracts roll, I'd go to the NT7 and change the ES contract to the next cycle. With NT8, I don't quite see how to do that. It does not give me a list of contracts other than the current contract.

          Comment


            #6
            Hello Atomic,

            The instrument selector in NT8 will automatically show the new instruments when you use the rollover tool. You can otherwise use the Tools -> Instrument Lists tool to modify the lists. To enter a specific contract you would need to click Add and then type in the full contract like ES 09-22


            JesseNinjaTrader Customer Service

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              #7
              Originally posted by NinjaTrader_Jesse View Post
              Hello Atomic,

              The instrument selector in NT8 will automatically show the new instruments when you use the rollover tool. You can otherwise use the Tools -> Instrument Lists tool to modify the lists. To enter a specific contract you would need to click Add and then type in the full contract like ES 09-22


              https://ninjatrader.com/support/help...ment_lists.htm
              I tried adding LH 10-22 anywhere I could add, and it wouldn't let me.

              Comment


                #8
                Hello Atomic,

                Have you defined that instrument and added that contract date to the instrument by using the instrument manager?

                LH is not a default futures instrument so you would need to add it and the contract dates.



                You can edit any existing futures instrument to have an example of how contracts are defined in the instrument.
                JesseNinjaTrader Customer Service

                Comment


                  #9
                  Originally posted by NinjaTrader_Jesse View Post
                  Hello Atomic,

                  Have you defined that instrument and added that contract date to the instrument by using the instrument manager?

                  LH is not a default futures instrument so you would need to add it and the contract dates.

                  https://ninjatrader.com/support/help...nstruments.htm

                  You can edit any existing futures instrument to have an example of how contracts are defined in the instrument.
                  One of my reasons for switching the NT8 was I thought managing instruments would be easier. Far from it! I cannot
                  believe how difficult and unintuitive you have made this. I will probably get the hang of it eventually, but it is quite frustrating
                  at the moment. I am not new to this business. I have been using NT7 for over ten years, and Tradestation for 20.

                  I did these steps:
                  Tolls ==> Instruments ==> Future ==> Search HE ==> edit
                  This gives me a panel with the properties for HE.
                  I then click Ok and then add and I now get an empty panel for the HE properties.
                  Why do I have to fill in the properties when they are already known.
                  At that point when I click on add, HE should add, but it doesn't unless I fill in the properties.

                  Last edited by Atomic; 09-20-2022, 11:50 AM.

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