Adding Bar objects

[MM345]

The help file https://ninjatrader.com/support/help.../nt7/?add3.htm has this example:

protected override void Initialize()
{
    // Add a 5 minute Bars object - BarsInProgress index = 1 
    Add(PeriodType.Minute, 5);
 
    // Add a 100 tick Bars object for the ES 12-06 contract - BarsInProgress index = 2 
    Add("ES 12-06", PeriodType.Tick, 100); 
}

This obviously would work back when the "ES 12-06" contract was active, but is there anyway to simply refer to the lead contract automatically? Otherwise, the source code needs to be manually updated every few months

[NinjaTrader_ChelseaB]

Hello MM345,

There is no documented way of adding a future and having it automatically select the currently traded expiry.

You could use a string input to allow the user running the script to enter the symbol and expiry.

I am currently inquiring with development to see if it is possible to get an instrument object and loop through the rollover dates in NinjaTrader 7.

(This is possible in NinjaTrader 8 with GetInstrument())

[NinjaTrader_ChelseaB]

Hi MM345,

The following code is not documented or supported, but may help you find what you are looking for.

To find the current expiry for a future:

In #region Variables:
private RollOver rollOver;

In Initialize():
Instrument anInstrument = Cbi.Instrument.GetObject("ES 03-15");
Print(anInstrument.FullName);

bool found = false;
			
for (int i = 1; i < anInstrument.MasterInstrument.RollOverCollection.Count; i++)
{
	if (found == false && anInstrument.MasterInstrument.RollOverCollection[i].ContractMonth > DateTime.Now)
	{
		rollOver = anInstrument.MasterInstrument.RollOverCollection[i];
		found = true;
	}
}

if (found == true)
	Print(rollOver.ToString());

Add(string.Format("ES {0}", rollOver));