How to set up Ultra Bonds

[Harry]

UB (Ultra Bonds) is not yet included with your default list. As there is significant volume - > 30k per day - would appreciate, if you added this.

Tried to set it up manually. Worked with the special ECBOT setting also used for ZB, but when I had entered rollover dates for prior contracts and tried to display it as MergeBackAdjusted, NT crashed when trying to retrieve the non-existing contract UB 05-10.

How do I tell NT that I only want tri-mensual contracts for UB?

[NinjaTrader_Bertrand]

Harry, this is about to be added to the default instrument setup in NT. I'll set this up here on my end on IB and test - did you try excluding the 05-10 contract that would not exist (I believe it shares the ZB schedule for rolls).

[Harry]

I think it shares everything with ZB. How can I exclude a contract month?

Harry, this is about to be added to the default instrument setup in NT. I'll set this up here on my end on IB and test - did you try excluding the 05-10 contract that would not exist (I believe it shares the ZB schedule for rolls).

[NinjaTrader_Bertrand]

Just don't set a rollover for this then, UB would use the quarterly cycle anyways...

[Harry]

No merging necessary yet....

I was a bit fast here to want to merge it - there is no contract prior to rollover date, as Ultra Treasury Bond Futures were only introduced by CME on last rollover date in February 22.

For the short period the futures contract exists, trading volume is already significant.

Just don't set a rollover for this then, UB would use the quarterly cycle anyways...