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Wrong contract month charted with IB

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    Wrong contract month charted with IB

    Dear Support,

    I'm connecting from NT 7 to IB TWS. What I noticed is that NT is requesting wrong contract month from IB. I have configured "HE 10-12" in my default instrument list and the quotes are displayed correctly in the Orders tab of Control Center when I select my instrument. However when I look at the chart of "HE 10-12", NT shows "HE 08-12" data instead of "HE 10-12". This can be confirmed by looking at the trace file:
    ========
    2012-08-01 09:58:27:272 (IB) Data.Bars.GetBarsNow: instrument='HE 08-12' from='2012-07-31' to='2012-08-01' period=1 Min splitAdjusted=False dividendAdjusted=False bars=0 session='CME Commodities RTH'
    2012-08-01 09:58:28:599 (IB) IB.HistoricalDataRequest.Send: last=8/1/2012 instrument='HE 08-12' from='2012-07-31' to='2012-08-01' period=1 Min splitAdjusted=False dividendAdjusted=False bars=0
    2012-08-01 09:58:28:599 (IB) IB.HistoricalDataRequest.Send: request='HE;FUT;201208;0;;;GLOBEX;;USD;;;1 min;5 D;0;TRADES'
    2012-08-01 09:58:29:249 (IB) IB.HistoricalDataRequest.Process: itemCount=5385 instrument='HE 08-12' from='2012-07-31' to='2012-08-01' period=1 Min splitAdjusted=False dividendAdjusted=False bars=0
    ========

    I'm using default instrument definitions. Also tried "Reload All Historical" data but the results are same.

    Thanks,
    Eugene

    #2
    Hello,

    Thank you for your post.

    The rollover date for the HE contract is not scheduled until 8/14/2012. Please use the steps I have provided below to change the rollover date within NinjaTrader:
    • Tools
    • Instrument Manager
    • Select HE
    • Edit
    • Misc tab
    • Scroll to the bottom and left mouse click on the ... box next to 64 contract months defined
    • Select 10-12
    • Change the Rollover date to 8/01/2012
    • Click Ok
    • Right mouse click wiithin your chart and select "Reload all historical data"

    Please let me know if I may be of further assistance.
    Christopher J.NinjaTrader Customer Service

    Comment


      #3
      Thanks Christopher. This helped. I also figured out that to fix my issue it was enough to set "Merge Policy" to "Do Not Merge". This allows me to see the unaltered contract.

      Comment


        #4
        No problem at all, glad to help out.

        Have a great day and Happy Trading!
        Christopher J.NinjaTrader Customer Service

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