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CL rollover problem

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    CL rollover problem

    CL rollover has been working fine over the last few cycles. I loaded beta 14 yesterday and when changing the chart to the current new front month, CL 06-10, I get a massive spike at the point I make the changeover from the old lower price of CL 05-10 to CL 06-10. I haven't changed anything except upgrade from 13 to 14. Any ideas?

    -thanks

    edit- is there a way of reloading beta 13?
    Last edited by laparker; 04-16-2010, 06:17 AM.

    #2
    Hello laparker,

    Due to the current trading contract being CL 05-10 this is expected behavior. If you would like to view the CL 06-10 contract please use the steps I have provided below to change the Merge Policy. Keep in mind this will not merge the previous contract with this setting.
    • Tools
    • Instrument Manager
    • Select CL within the Available master instrument list
    • Edit
    • Definitions tab
    • Merge policy
    • Set to "DoNotMerge"
    Please let me know if I may be of further assistance.
    Christopher J.NinjaTrader Customer Service

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      #3
      But rollover was yesterday. Looks like you have 4/20 as the date. The volume moved to the June contract yesterday, as expected.

      edit - ok I've found out how to fix it. Go in and manually change the rollover date to the correct one on the Instrument Manager.
      Last edited by laparker; 04-16-2010, 06:58 AM.

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