Back Ajusted Problem

[blar58]

Today is the roll for E Mini SP contract. I have switch from June to September expiration.

My problem is that Ninja doesn't adjust for the spread between June and September.

In my Tools --> Options --> Data --> Merge Policy is set to MergeBackAdjusted...

What could be wrong ?


Thanks

[NinjaTrader_RyanM1]

Hi Blar,

For adjustment you should have an offset defined of -15. To check this: Click Tools > Instrument Manager. Search for ES and Edit > Then Misc tab. Scroll to the bottom contract months and click the [...] button. For 09-11 should be -5.25 on 6/9/11.

These offsets should be supplied for you automatically. I would check version you're using. (Help > About) and if there are any messages in log tab regarding connection.

[blar58]

Hi Ryan

My version is : NinjaTrader 7.0.1000.5

I have no message in the log window.

My Offset was at 0... so I changed it to -15.

Now it seems that the chart is still wrong. Are you sure that -15 is good.
The spread this morning was more aound -6

[NinjaTrader_RyanM1]

Thanks for the reply. Yes, sorry -15 offset is not right. It should be -5.25 on 6/9/11.

[blar58]

Ryan

Thanks. Now why it did not adjust the price automatically ?

Will I have to do it manually every time ?


Thanks very much

[NinjaTrader_RyanM1]

No, there is an issue here on our side, only affecting ES. We will get this resolved soon, and you will typically not have to input offsets manually.

[blar58]

OK

Many thanks