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Bug?: Rollover missing day.

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    Bug?: Rollover missing day.

    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
    Attached Files

    #2
    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.
    Last edited by NinjaTrader_RyanM1; 12-30-2010, 08:57 AM.
    Ryan M.NinjaTrader Customer Service

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