HG contract rollover schedule

[Ralph]

Hi,

I merged the HG contracts for the last year and found the intraday data looking strange periodically.

The reasons are the rollover dates as defined in NT7's contract rollover table. NT7 defines the rollover as a date appr. one week before expiration. But the real rollover regarding volume happens one month earlier for HG. And therefore I see periodically very low volume activity for one month.

Here is a comparison between the rollover dates defined by NT7 and the dates as identified by myself based on volume:

Month | NT7Rollover | myRollover
07-09 | 2009/05/25 | 2009/04/27
09-09 | 2009/07/27 | 2009/06/29
12-09 | 2009/09/21 | 2009/08/28
03-10 | 2009/12/28 | 2009/11/27
05-10 | 2010/03/22 | 2010/02/24

I am wondering if you could modify/improve your HG rollover schedule generally?

Regards
Ralph

[NinjaTrader_Jason]

Hello Ralph,

You can modify the rollover dates for the HG in the Instrument Manager. Highlight the HG in the 'Availale master instruments' section and click Edit.

Select the Misc-tab and scroll to the bottom and click the 'Contracts months' row. Subsequently click the '...' button to modify the rollover dates.

[Ralph]

Jason,

I forgot to mention that I did already what you are proposing. My question was rather if you could improve the NT7 rollover schedule because it is not reflecting the reality (appr. 4 weeks too late).

Regards
Ralph

[NinjaTrader_Jason]

I see, I will forward your inquiry to our development team and ask them if they can add this to the list of future considerations for the software.

Thank you for your feedback.

[Harry]

This should not be a future consideration, but it is simply a bug. It is easy to enter the correct rollover dates, just copy them from Silver futures. It does not help anybody, if rollover dates are 1 month off for HG.

I had already communicated this a month ago, but so far my suggestion has been ignored. Thanks Ralph for confirming it again.

See post #9 of the following thread:

http://www.ninjatrader.com/support/forum/showthread.php?t=27045&highlight=rollover

I see, I will forward your inquiry to our development team and ask them if they can add this to the list of future considerations for the software.

Thank you for your feedback.

[NinjaTrader_JoshP]

Harry,

Not sure what you mean. Bertrand has already mentioned we have made the changes. It would not be possible to see any changes until another beta version is released.

[Harry]

Sorry Josh,

Bertrand confirmed changes for GC, HG was confirmed by Austin on April, 11 -> not yet implemented for release of BETA 15 on April, 29 -> this made me mention the problem again

Same thread/minor problem -> false point value BC (Brent Crude) 10 versus 1000, communicated on March 19, just a reminder.

Harry,

Not sure what you mean. Bertrand has already mentioned we have made the changes. It would not be possible to see any changes until another beta version is released.

[NinjaTrader_JoshP]

Harry,

Please note you have to actually reset your instruments to see changes made to the Instrument Manager.

[Harry]

If I reset instruments, I am afraid that all rollover dates, offsets, session templates under instruments will disappear. Then need to enter everything again manually. Or is possible just to reset individual instruments?

Harry,

Please note you have to actually reset your instruments to see changes made to the Instrument Manager.

[NinjaTrader_JoshP]

Harry,

Unfortunately not. If you have your instruments already setup the way you like it I suggest you to not touch it. It will be available for users that Reset Instruments or cleanly install NT.