NT7: AMP/CQG 6E Rollover problems

[svrz]

Greetings

Today I attempted to rollover 6E 06-19 to 6E 09-19. Unfortunately the attached image was the result. As it can be seen, there is a large spike of price which seems to be the adjustment from the old contract price to the new one. This is something that I have only seen in the past year or so during the rollover periods. Previous to that, I don't recall seeing this issue.

Please advise.

Thanks in advance.

[NinjaTrader_ChrisSch]

Hello svrz,

Thank you for your note.

This typically can occur with an early rollover, could you please try modifying the rollover date to 6/13/2019?

You can do this by navigating to Tools > Instrument Manager > 6E > Misc > Scroll down to Contract Months > 09-19 > change Rollover date to 6/13/2019 > select OK > right click on Chart > Reload Historical Data.

Please let us know if we may assist further.

[svrz]

Hello Chris

Yes, your solution fixed the problem.

Thank you very much for your prompt attention to this matter.