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CL 07-20 chart problem

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    CL 07-20 chart problem

    Everyday I get such chart gap on CL 07-20 when creating it.

    #2


    Hello,


    The CL 07-20 doesn't rollover in NinjaTrader until the 05/14. If you want to rollover before that and continue to merge past contracts, you will need to adjust the rollover date to any date prior to today. See the video below on how to do this:
    If you do not want your charts to merge back past contracts, you can change your merge policy to Do Not Merge under Tools> Options> Data

    Below I have provided a link to the Understanding Merge Policies section of the help guide.
    Don't hesitate to write in with any additional NinjaTrader items we may assist with.
    Ryan S.NinjaTrader Customer Service

    Comment


      #3
      Hello,

      just a question about these rollover dates..
      Is there a rule Ninja use to set these dates? For example: 5 days before contract expiration, etc.? or these dates were decided by CME and published in same web page?

      Thanks for the clarification.

      Comment


        #4
        Hello,
        The dates were decided using the historical averages for when volume would become greater on the back month contract, though this may vary due to market conditions. Due to extreme market conditions in CL the volume shifted to the 07-20 much earlier than it has historically.

        Please let us know if you have any other questions.
        Ryan S.NinjaTrader Customer Service

        Comment


          #5
          Thank you for your reply, just a last question:
          When these dates are updated? Every day during a server connection? After installation a new version?
          If I install NinjaTrader from scratch, I'll still see 05/14 for this expiration or you've updated it using another date?

          Thanks again.

          Comment


            #6
            Hello,

            Roll dates are set when a contract is added to the database, typically around 6 months prior to expiration. These are automatically downloaded from our server if they are not already in your database.

            Please let us know if you have any other questions.
            Ryan S.NinjaTrader Customer Service

            Comment

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