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Rollover Dates and Instrument Availability

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    Rollover Dates and Instrument Availability

    Hello,

    I just noticed that your rollover dates for Brent/ICE BRN for months 08-20 - 12-20 and for the Ultra 10y Treasury Note/CBOT TN are wrong.

    Also, i couldn't find the Stoxx E600 Banks/Eurex FSTB and the OMX Swedish 25/Eurex FFOX on the platform.
    How can i get them? It would be nice to have them available since they belong to the high volume Futures in Europe.

    Thanks,
    JenZi

    #2
    Hello,

    Thank you for your post.

    The roll dates in the platform would be based on a variety of factors which would include historically when more volume of trading has moved to the next contract expiration. You can manually change this to your desired roll date, however:
    • Control Center > Tools > Instruments
    • Locate and select 'xx' > Edit
    • Scroll down and select 'Edit rollovers'
    • Select the 'xx-xx' contract from the 'configured' list
    • Edit the 'rollover date' to any date prior to today > OK > OK > Close
    • Right-click on your chart and select 'reload all historical data'

    If you do not want your charts to merge back past contracts, you can change your merge policy to 'Do Not Merge' under Control Center > Tools > Options > Market Data > Global Merge Policy.

    Below I have provided a link to the Understanding Merge Policies section of the help guide.

    NinjaTrader comes preloaded with the most commonly traded instruments. Should you wish to add an instrument to your database that is not located in the preloaded lists, please follow these steps:
    • Navigate to the Control Center > Tools > Instruments window.
    • Left-click on the ‘add’ button that appears near the lower right-hand corner of the Instruments window.
    • Enter instrument-specific symbol mapping, exchanges, and other information on the Instrument editor that appears. This information will largely depend on your broker or data feed provider’s specific settings regarding the instrument in question.
    • Left-click the OK button once each field has been filled out with correct information.

    The new instrument has now been created in your database. Should you wish to add this instrument to an instrument list:
    • Navigate to the Control Center > Tools > Instruments Lists window.
    • Left-click to select the instrument list that you wish to add this instrument to in the left panel, then left-click on the ‘add’ button at the bottom of the right-hand panel.
    • Type the name and (if applicable) front month of your instrument in the search field that appears. Press the Enter button on your keyboard to confirm this change.
    • Left-click the OK button to close the Instrument Lists window.

    Your new instrument is now added to the instrument list of your choice.

    Please let us know if we may be of further assistance.

    Marco G.NinjaTrader Customer Service

    Comment


      #3
      Hello,

      thanks for your help.

      Entering the new instruments did work.

      Regarding the rollovers, i don't think that rollover dates in the past or volume distributions like this are the inventor's purpose. The Ultra 10y should be in line with the other Treasury Notes, but it is off by a few weeks.

      Best,
      JenZi

      Comment

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