Instrument Manager defaulting to expired contract (ZS)

[willehm]

In my Instrument Manager, the ZS contract (CBOT Soybeans) is defaulting to the May 2011 contract under 'Expiry'. This is causing problems with charting, because if I select any later months, NT will not load or save/cache the data (i.e., when I switch to another instrument on a chart and then switch back, all of the candles disappear and start charting again only from the current minute forward).

I removed the May contract months ago from my default list, but Instrument Manager seems out of date. I'm not having the problem for other grains (ZC, ZW) or other futures. I'm running NT 7.0.1000.6.

[NinjaTrader_Brett]

Hello,

Thanks for the forum post and welcome to our forums.

In our release of NT 7.0.1000.6 we had all the grains contracts expiries slightly off which are causing these issues. If you use these contracts and want to use auto merge you will need to go into the instrument manager. Instead of deleting the contract however which still may cause issues. Simply change the roll over date for the current contract to the correct date. Which will be about the day that the new contract started and the old one no longer had volume on it. This will resolve the issue on these charts. We plan to update these values in a future release of NinjaTrader.

Let me know if I can be of further assistance.

[willehm]

Simply change the roll over date for the current contract to the correct date.

Thanks for the quick reply, Brett, but I guess I wasn't clear about the problem. Yes, I can select the current contract from Instrument Manager, add it to my instrument list, and open it in charts and my DOM -- that all works fine. What I'm saying is that because NT views the old contract as still open, it does not save the data for any later contracts, so charting is disrupted. This has actually been a problem since May, so not just with the .6 release (I think it goes back to .3 -- I've just been lazy reporting it).

And this is only with ZS -- if I select ZC, for example, Instrument Manager defaults to the (correct) 09-11 expiry, loads and saves the data, and that persists from session to session, so I can switch charts without losing data. This is not a problem (for me) with the entire grain complex, only ZS.

[NinjaTrader_Brett]

Hello,

Correct. this is the exact issue as I describe. This has to do with the roll over date and the roll over date needs to be changes so that NinjaTrader no longer things the current contract has just started and tried to merge in the old contract data right away which will leave you with a gap in your charts.

Let me know if I can be of further assistance.

[willehm]

the roll over date needs to be changes so that NinjaTrader no longer things the current contract has just started

I'm not clear on the fix you are asking me to make. Within Instrument Manager, I clicked Edit on the ZS master instrument, chose the Misc tab, chose the Contract Months option, changed the 09-11 contract rollover date to 2011-06-29, saved everything, restarted NT, and still have the same problem. My global merge policy is set to MergeBackAdjusted.

[NinjaTrader_Brett]

Hello,

Just to be clear its the ZS 09-11 your charting right? With this setting when charting the ZS 09-11 contract you will see the 09-11 contract until 2011-06-29 then it would start pulling in the previous expiry. Is this what you want?

Finally, a restart most likely not good enough. Need to right click on the chart and select reload historical data.

I look forward to assisting you further.

[willehm]

Ok, I have set the ZS rollover dates for the 05-11 through 12-11 contracts to the same dates as ZC and ZW (which have always worked), and now I'm able to switch between ZS and other symbols without having the chart start over from the current tick.

I'm still concerned about the wonky default rollover dates and how they work. Both ZC and ZW (and now ZS) have rollover dates of 6/30 for the 09-11 contract, for example. That would seem to me that they shouldn't work today (7/1), but they do.

[NinjaTrader_Brett]

Glad to hear you got it working.

Yes you need to set these dates to a more appropriate date. We plan on resolving this in future versions of the software.

Let me know if I can be of further assistance.