Contract Rollover on GOLD (GC)

[pmaglio]

It looks like nobody trades the Ocober contract on GC ; at least this year, like on 2009 all volume changes from August to December contract.
Is it possible on Ninja 7 Instrument Manager to define a way to avoid October contracts and jump to December when using MergeBackAdjusted setting ?

[NinjaTrader_Jason]

Hello pmaglio,

By default there is no October expiry defined as per the GC in NinjaTrader. It will jump from August to December.

Please go to Control Center-->Tools-->Instrument Manager, highlight the GC and click Edit. Select the Misc-tab and scroll to the bottom. Click the 'Contract months' row and a '...' button will appear on the right side. Click the button and a new window will open that will list all expiries. You will see that there is no October expiry defined - it will go from 08-10 to 12-10.

[pmaglio]

I have :
10-10 with rollover date = 30/07/2010 Offset = 1.3
12-10 with rollover date = 30/09/2010 Offset = (empty)

How can I fix it ? Should I just remove the 10-11, 10-10 , 10-09...and so on
Should I modify the rollover date for 12-xx Months ?

[NinjaTrader_Bertrand]

Can you try resetting instruments under Tools > Options > Data and restarting NT7 then afterwards?

Thanks

[pmaglio]

Thanks Bertrand, that worked ok...
btw now I get a hole in data between 8-29-2009 and 10-14-2009. May be a hole in zenfire data ?

[NinjaTrader_Jason]

Can you please right click in the chart and select 'Reload All Historical Data' - does it load data for the gap?

When I create a CL 10-10 30 minute chart for 400 days back, I do not see a gap for these dates - data is loaded as expected, see screenshot. I was connected to Zen-Fire.

[pmaglio]

Doing a reload doesnt get that data . I had it before doing Instrument Reset, so may be that is what happens to you; it is on your machine cache not on the ninja servers ?

Btw with the new Merge Policy, 10-10 doesnt exist on Gold

[NinjaTrader_Jason]

My mistake, I replaced CL for GC.

When I create a GC 12-10 chart for the same amount of historical data, I experience the same gap.

Unfortunately the missing data is not available on the server.

Could it be you retrieved the missing data using a different connection, since you had it before?