Rollover Best Practices

[RK_trader]

Hi Support,

What are the best practices for futures contract rollover? Can you please suggest in the following:

1) Is it like a good idea to merge the data of previous months contract to upcoming month contract? Or Is it best to load the future month contract independently. I know it might be a personal preference, but what is like best practice thats commonly done?

2) In Ninja 6.5, is it a good idea to create a new workspace when a futures rollover occurs. Say something like Sept_workspace,March_workspace,..etc?

Also, is there any way to view continuous futures contracts like for last 3 years in Ninja 6.5? Which datafeed supports it with Ninja?

Thanks
RK

[NinjaTrader_Jason]

Hello RK,

If you like have historical data displayed from previous contracts month, you would want to merge contracts to create a continuous contract. You can find instructions on how to merge contracts at the link below.

http://www.ninjatrader-support.com/HelpGuideV6/Merge.html

If you only want to display data for the current contract independently, you only have to rollover the contract to the current month. This way will reduce the loading time in your charts, ince you are requesting less historical data. You can find step by step instructions on how to rollover a contract at the following link.

http://www.ninjatrader-support.com/HelpGuideV6/RollingOverAFuturesContract.html

I like your idea to create a quarterly workspace when futures rollover. I suggest to try it out.

This should be possible if you have access to 3 years of historical data and merge all contracts of the past 3 years. I'm not sure which data feeds provide 3 years of historical data. However, you can find a full list of all supported data feed provider and the services they offer at the following link.

http://www.ninjatrader-support.com/HelpGuideV6/HistoricalData.html

[RK_trader]

Thanks Jason.

Thanks
RK