False rollover dates

[Harry]

For both NinjaTrader 7 and NinjaTrader 8 the preset rollover date for FDAX 03-17 is December 8, 2016.

However, the FDAX never rolls along with the US index futures, but rolls on Friday, usually one week later.

Please change the preset rollover date for FDAX 03-17 to December 16, 2017.

Please change the preset rollover date for the Mini DAX FDXM 03-17 to December 16, 2017 as well.

[NinjaTrader_PatrickG]

Would this be the case for all rollovers, or is it specific to the December to March rollover?

[Harry]

Rollover rules for EUREX index futures have not changed over the last ten years. You simply need to apply them.

Rollover day is the last day of trading.

You have correctly applied the rules for FESX. No idea while all of a sudden you change them for FDAX.

[NinjaTrader_PatrickG]

Thanks for the clarification, Harry.

I'll make sure to forward this information to the Development Team.

[oliver1337]

This is true for the GLOBEX FX Futures as well. Please forward to fix for next release

[NinjaTrader_PatrickG]

This is true for the GLOBEX FX Futures as well. Please forward to fix for next release

Lets use 6E as an example. The rollover date to 6E 03-16 within NinjaTrader was 12/09/16. The settlement date for 6E 12-16 was 12/19/16. The rollover date within NinjaTrader is based on when volume switched historically and is not necessarily the actual settlement date.

Can you give an example or resource similar to what Harry provided so I can provide some context to the Development Team with your request to adjust the built-in rollover dates?

Also, keep in mind that you may 'rollover' to an active contract at any time. You are not restricted by the built-in rollover date.

[JerryWar]

Rollover rules for EUREX index futures have not changed over the last ten years. You simply need to apply them.

Rollover day is the last day of trading.

You have correctly applied the rules for FESX. No idea while all of a sudden you change them for FDAX.

Rollover Date can mean several things. The Platform Rollover date does not necessarily agree with the Volume ChangeOver to the new contract although this should be an option. In Ninja it is based on a theoretical day the exchange determines that they anticipate most traders will rollover. I as a trader do not rollover on the rollover date unless the volume of the new contract exceeds that of the prior contract.

It is ABSOLUTELY NOT the last day of trading for the prior contract. You are confusing it with the maturity date which is the drop dead date where you will be stuck with delivery of the underlying.

Jerry