historical data merge policy for FX futures should be revised

[bltoby]

FX futures trading volume shift only from THIRD friday but not as index futures from second thursday on rollover month.

[NinjaTrader_Jason]

Hello bltoby,

You can change the rollover date as follows. Please go to Control Center-->Tools-->Instrument Manager, highlight the instrument and click Edit. Select the Misc-tab and click the 'Contract Months' option at the bottom. Click the '...' button that appears. Select the 06-12 expiry month and change it to a different date.

Click OK. Remove and re-add the instrument in your instrument list now that it has modified settings and click OK in the Instrument Manager.

Create a new chart and check if historical data is loaded and merged as you like.

[bltoby]

thanks for reply, I will try.
But anyway it's take quite some trouble to edit every FX FUT instrument for every expiration manually. It would be more graceful if NT can set them correctly at first.

[NinjaTrader_Jason]

I will forward your feedback to set the rollover date to the 3rd Friday instead of the 2nd Friday for currency futures by default. Thank you for your feedback.

[NinjaTrader_Jason]

There will be an update of rollover dates with 7.0.1000.10. This version is not released yet. Please check the rollover dates once you have this version installed.