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How to Copy Instrument?

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    How to Copy Instrument?

    Is there a way to make a copy of an instrument definition in Instrument Manager with a different symbol?

    I would like to make a copy of the CL (crude oil) instrument with a different symbol but all characteristics the same such as the Kinetick symbol, tick size, and so on.

    The purpose is to have one CL defined with the MergeBackAdjusted policy and another (say "CL1") defined with the DoNotMerge policy (actually copying roll dates is not need for CL1 obviously).

    Then I can chart the CL front month and a CL1 deferred month at the same time without strange rollover artifacts on the deferred chart. I realize that the deferred month chart will just be a single contract if this works.

    Do I have to create the new "contract" by hand?

    And if I do this either by copy or manually, will there be any conflicts between "CL" and "CL1"?

    #2
    Hello MSEtrader,

    You will not be able to receive data for multiple instruments using the same symbol mapping for your data provider.

    You can use the ##-## for a continuous contract.

    To do this you will want to go to Tools > Instrument Manager, search for the CL, select it, set the Expiry drop down to ##-##, press the < button and press OK.

    When connected to Kinetick and using the ##-## for a continuous contract, the rollover dates used will come from the Kinetick server.
    Christopher S.NinjaTrader Customer Service

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      #3
      Thanks.

      Will I be able to trade on the CL ##-## chart using ChartTrader?

      Comment


        #4
        Hello MSEtrader,

        Yes, you should be able to place trades while charting the ##-##.

        You will want to make sure that the contract month you want to place the orders on is the current contract month when using the ##-##.
        Christopher S.NinjaTrader Customer Service

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          #5
          Not quite sure what your reply meant, but I tried it and it does not work. The order showed up with a yellowish/gold handle on the chart and did not pass through to the broker (Interactive Brokers), and the order would not cancel -- had to close and restart NT to clear the order from NT.

          This is not a major issue for me, but it would be better if we were able to use MergeBackAdjusted more selectively, say on a chart basis instead of globally by instrument.

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            #6
            Hello MSEtrader,

            You will not be able to place trades on the ##-## with Interactive Brokers.

            You will need to have the contract month selected you want to place the orders on.

            I can forward your suggestion to have the Merge Policy setting available for individual charts.
            Christopher S.NinjaTrader Customer Service

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