Using Far-Away Future Contracts

[Joerg]

Hello,

is it possible to use f.e. ES 12-12 contract with MergePolicy and NT automatically uses the actual ES 03-11 (and back) for a chart? So, a chart with an ending contract far in the future (which is not supported by the data provider at the moment)?
I just like to use it for charting and data collection, not for trading. It would save some work with rollovers.

Thanks a lot.

Joerg

[NinjaTrader_Jason]

Hello Joerg,

This is possible, however you will not receive any real-time data this way, since it is trying to receive real-time data for an expiry month that is not supported yet.

You will load historical data as per the rollover dates that are setup for each expiry providing you enable 'Merge policy'.

Please go to Control Center-->Tools-->Instrument Manager and highlight the instrument in question and click Edit. Select the Misc-tab and scroll to the bottom. Select the 'Contract months' row and click the '...' button that appears. It will list all expiry months and their rollover dates.

[Joerg]

Hello,

I am using the setup described above since 2011 and always was able to load historical data from IB via using Far-Away futures contracts. Since the last rollover date this does not work anymore for some ECBOT Symbols: ZB, ZN, ZF, ZR, ZS, ZT (maybe more which I don´t use).

The reason seems to me that there are no further expiry months available in the Instrument Manager. Normally NT downloads them at the program start from NT-servers, as I understood? Are these contracts missing on the server or do I have a problem in my side? Any idea would be helpful.

Thanks a lot.

Joerg

[sledge]

Hello,

I am using the setup described above since 2011 and always was able to load historical data from IB via using Far-Away futures contracts. Since the last rollover date this does not work anymore for some ECBOT Symbols: ZB, ZN, ZF, ZR, ZS, ZT (maybe more which I don´t use).

The reason seems to me that there are no further expiry months available in the Instrument Manager. Normally NT downloads them at the program start from NT-servers, as I understood? Are these contracts missing on the server or do I have a problem in my side? Any idea would be helpful.

Thanks a lot.

Joerg

Set your system clock to previous years, they will be available.

Don't forget to change it back!

[Joerg]

Dear sledge,

there is a misunderstanding: I am talking about the current contract which should be used out of a far away future expiration month, i.e. ZB 12-14 should bring up data of the current contract ZB 12-13 because NT uses the rollover data which are stored in the instrument properties. And exactely these properties were not updates for the mentioned symbols above and I have no idea why.

Thanks a lot anyway.

Joerg

[sledge]

Sorry for misunderstanding..


Does changing your system clock to 2014 help?

Dear sledge,

there is a misunderstanding: I am talking about the current contract which should be used out of a far away future expiration month, i.e. ZB 12-14 should bring up data of the current contract ZB 12-13 because NT uses the rollover data which are stored in the instrument properties. And exactely these properties were not updates for the mentioned symbols above and I have no idea why.

Thanks a lot anyway.

Joerg

[NinjaTrader_Jason]

Hello Joerg,

Unfortunately they will only have expiries defined up to 2014 at this time. You could manually add future expiry months if you like.

[Joerg]

Dear Jason,

on my PC the expiry months end by 12-13. I also checked on a second PC. It also seems to be the case for any symbol I have and the failure occures for these symbols which already should use the last defined contract 12-13.
For other symbols like i.e. ES the failure does not occur but it will roll in the next days into 12-13.
What could be the reason for the missing symbols for 2014?

Thanks a lot.

Joerg

[NinjaTrader_ChelseaB]

Hello Joerg,

Thanks for your note.

Please ensure that you have the latest version of NinjaTrader installed.

You can check this by clicking Help -> About...

If your version is below 7.0.1000.15 please upgrade by clicking the link below.
http://www.ninjatrader.com/download-registration.php

Once you are on this version please reset your instruments.

To do this:

• Disconnect from all providers (File -> Disconnect)
• Click Tools -> Options... -> select the Data tab -> click Reset Instruments
• Restart NinjaTrader

Please let me know if this does not correct the issue.

[Joerg]

Dear Chelsea,

thank you for your quick reply. I have an orlder version installed on both PC and will update.

Does the "reset instruments" process effect the historical database or the possibility to display merged continous charts?

Thanks a lot.

Joerg

[NinjaTrader_ChelseaB]

Hello Joerg,

The reset instruments will affect the historical database in a way. The upgrade and reset will update the rollover dates for all future instruments. This may change some of the dates data will appear on a chart which may affect a charts view with historical trades on it.

This will not remove any historical trade data from your database.

This will not affect continuous charts also, other than the days they merge.

This should only affect future expiry dates, but occasionally, there are some past expiry months that have been modified and will get updated.

[Joerg]

Thanks again. To reset the instruments helped for some symbols but not for ZT & ZR. There are no contracts available for 2014.

I ever thought the new contracts would be automatically downloaded during the program start. Do I have the reset the instruments everytime I like to get the contracts database updated? Or was there something wrong with my installation?

[NinjaTrader_ChelseaB]

Hello,

With NinjaTrader 7, the reset instruments must be done to update the database with new rollover definitions.

As a test, I would like you to try renaming your database file and having NinjaTrader recreate this.

Do keep your old database file so that we may return to this if this is not the issue.

To rename the database:

• Shutdown NinjaTrader.
• Open the Documents > NinjaTrader 7 > DB folder.
• Right click on NinjaTrader.sdf and select "Rename." *
• Rename the file 'OLDNinjaTrader.sdf'.
• Finally, restart NinjaTrader.

Once you have done this, please reset the instruments again and restart NinjaTrader.

Let me know if the rollover dates do or do not appear.

[Joerg]

Hello Chelsea,

I recreated the .sdf file like you described and it solved the problem. The problem I have now is: Can I merge somehow this new symbol database with the database I had before?
Because I made a lot of custom settings (custom symbols, rollover dates etc.) in it over the years.

Let me ask one further question, maybe I can avoid such situations in the futures by that way: Are the data of the symbol database included in the "configuation files" which are chooseable during the backup wizard via File\Utilities\Backup?

Thanks,

Joerg

[NinjaTrader_ChelseaB]

Hello Joerg,

How large is your database file (the old one)?

Please shutdown NinjaTrader, then remove the new database file NinjaTrader just created and re-name your old database file back to NInjaTrader.sdf.

After this restart NinjaTrader.

Then repair the database and try resetting the instruments again.

To repair the Database:

• Click Tools -> Options... -> select the Data tab -> click Repair DB
• Then click Reset Instruments
• Restart NinjaTrader