Trading RB

[ksaunders71]

I have a strategy running on RB (Unleaded gas).

The strategy is running on RB 12-12 but is placing orders on RB 11-12.

Is this a mapping issue in which Ninja is trying to address the fact that the DEC energy contracts expire in NOV?

Do i need to set it to RB 01-13 to get trades in the DEC contract and if so what data is being read? The DEC contract or the JAN contract?


regards,
Kevin

[NinjaTrader_Bertrand]

Hi Kevin, you execute with IB here connected to NT?

Correct, there's a special mapping in place here to account for nominal vs expiry month naming differences.

To use IB's Dec contract, work on the NT 01-13 one - the data would be taken then from this contract as well (provided DoNotMerge is used as merge policy setting).

[ksaunders71]

Thanks for the clarification.

If I am trading IB, and pulling data from IB then what is ninja reading as a dec 12 contract?

Ie I ask for dec 12 in ninja, I get nov 12 data from IB as if I asked for nov 12 in the TWS?

[NinjaTrader_Bertrand]

Your understanding is correct, we map for IB to the prior month - cause they name the contracts after the month in which they expire.

[ksaunders71]

Ok, here's the problem, I have RB 12-12 up on ninja and it is displaying the same data as the RB Dec contract on IB TWS. So the strategy will take a signal from that data set and then fire an order into the previous months contract (in this case, NOV).

So, unless I'm mistaken, it is reading dec data and trading nov.

[NinjaTrader_Bertrand]

Which rollover policy setting are you working with on NT?