Rollover function not working correctly

[goldtrader]

The rolled over contract in ES is off by a tick. The data from 3/10/2011 onwards is correct, however, the rolled over data from the March contract is off by 1 tick. For instance the high of the year is at 1338.25 instead of 1338.

Some advice on how to fix this, would be appreciated.

[NinjaTrader_Chip]

Hello goldtrader,

Thank you for your post.

What is the date of the high(s) you reference?

What data provider are you connecting to?

What is the exact version # of either NinjaTrader 6.5 or 7 that you are using?

[goldtrader]

I am using version 7.0.1000.1
My data feed is currently zenfire.
The day of the yearly high i referenced was 2/18/2011. All adjusted days, i.e. the days prior to rollover day on 3/10/2011, are off by one tick. This seems to be simply an adjustment issue. Instead of adjusting for 5 points, it seems as if it only adjusted for 4.75 points.

[NinjaTrader_Brett]

Hello,

There is an offset feature that you can apply to adjust the data. the Offset is automatically calculated however.

Goto Control Center->Tools->Instrument manager->Edit the instrument->Misc Tab->Edit the Rollover dates and offsets and increase the offset by a tick if this what you need.

I look forward to assisting you further.

[goldtrader]

I followed the instructions posted and changed the rollover amount manually. However, when exiting the platform, click 'yes to all' to save, but the change does not stay. I have to go in and change it manually every time i open NT. Please tell me how to make the change stay.

Thank you.

[NinjaTrader_Brett]

Hello,

When you make the change. Then click ok then re open the offset and rollover manager. Is it still the correct value or has it changed already?

I look forward to assisting you further.

[goldtrader]

Thanks for responding.

No, it does not change right away. After i click 'okay', I have to reload data on the chart for the correction to take effect. So if I open the instrument manager back up, it will still be changed. However, after I exit the workspace and re-enter it, or exit NT and then open it back up (despite saving workspace), that is when the offset changes back to what it was before i changed it. Does this clarify?

[NinjaTrader_Brett]

Hello,


So that I can test this on my side. Who are you using for data and your connection.


Also, what instrument is this occuring on?


I look forward to assisting you further.

[goldtrader]

ES 6-11
Feed is CQG. People I know using other feeds such as zen fire are also having the same issue.

[NinjaTrader_Brett]

Hello,

Thanks for this information.

I will test this and get back to you. As the value should remain when changed and not recalculate.

[NinjaTrader_JoshP]

goldtrader,

Since you are not changing the date on the rollover you are constantly redownloading the offset from the server. If you want to use a custom offset you will need to change the date so it doesn't get overwritten by what is downloaded from the server.

[goldtrader]

What date are you referring to? The rollover date, or the contract date? Another question I have is why is the rollover amount wrong? Do i need to take this issue up with my data feed provider?

[NinjaTrader_Brett]

Hello,

This is downloaded from the NinjaTrader data server. This is automatically calculated by the server.

To get this to stick on your side you will need to goto Control Center->Tools->Instrument Manager->edit the ES goto the MIsc tab and open the offset settings.

Then change the rollover date to yesterday or one day forward and then change the rollover offset. Now the offset will stay instead of getting replaced. You must change the date also so that it does not get auto redownloaded from the server since this is how NinjaTrader knows that you have made a manual change.

Thanks.

Let me know if I can be of further assistance.

[goldtrader]

Thank you, Brett,

I will give that a shot after the market closes. In the meantime, somebody should contact the necessary person to have the error corrected on the server's end. It's only a minor mistake, but they should get it right.

[NinjaTrader_Brett]

Hello,

I will check into this. How are you calculating it off. Are you calculating that its off due to the Globex session hours or the regular trading hours?

I look forward to assisting you further.