(and that results in wrong rollover offset price)
I think it should be set to 14.september 2012
(that is Friday = last trading day before weekend and following expiry)
It is is set to wrong 10.september 2012
(this is Monday, what is out of sync with many previous rollover dates and date, which NinjaTrader uses in other contracts)
Have a look at other similar september contract months to see the inconsistency:
- 12.9.2014 - also Friday
- 13.9.2013 - also Friday
- -----> here is the bad Monday (10.9.2014), that should be 14.9.2014 Friday
- 16.9.2011 - also Friday
- 10.9.2010 - also Friday
Please fix ASAP - it causes whole series of derived bugs like:
Wrong rollover data -> causes wrong merged data -> causes wrong rollover price offset -> causes wrong executions & wrong values of short-term indicators...
This affects also other major currencies like 6J ...
Best regards
Misova
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