Bug?: Rollover missing day.

[shawnj]

The default rollover date for the NG 2-2011 contract is (I think) 12/29/2010. My volume analysis however shows the actual rollover day was 12/28/2010 - yesterday morning the 2-2011 volume exceeded the 1-2011 volume. So I changed the rollover day for the NG 2-11 contract to 12/28/2010. Low and behold, this morning, my NG chart was missing all the price data for the trading day 12/28/2010. This is what the attachment shows. Notice there is no 12/28 and the giant gap is where the 12/28 data is supposed to be.

Either I don't understand this "feature" of NT or this is a bug.

To Reproduce it:

Change the NG 2-11 Rollover date to 12/28/2010.
Open a 60 minute NG 2-11 chart.
Change the Session template to Default 24/7. This seems to be the key to the bug. If the Session template is <Use instrument settings> the data for 12/28/2010 magically appears.

shawnj

[NinjaTrader_RyanM1]

Hi Shawn,

I'm not seeing this issue here and the rollover day for this instrument and month was already defined as 12 / 28 / 10.

I would verify that you are looking correctly at the rollover for the 2-11 contract.

If you made any changes to the rollover date, you can restore by resetting instruments.

Disconnect from any connections.
Click Tools > Options > Data tab
Click reset instruments

Please let us know if you run into the same thing when working with default rollover definitions.