CL 08-14 Serious rollover issue

[ScottB]

Hi,

I have been trying to roll CL to August. The DOM is fine but the charts are stuck on July prices even though they show CL 08-14. I have restarted, deleted the charts, reloaded, I even deleted the data cache.

I have had this issue in the past and one of the above always fixed it. I have no idea how to get this fixed.

Edit - the chart now has the right closing price but is treating it as a $0.80 bar i.e. the bar starts out priced as CL 07-14 but ends priced as CL 08-14. Any thoughts on that?

Best regards,
Scott

[NinjaTrader_Kyle]

Hello,

Thank you for your post.

CL is set to move to the 8-14 contract on the 18th of June. As you intend to make this change early you will need to take the following steps:
Open the Instrument Manager by clicking Tools > Instrument Manager.
In the Manager, select CL from the list on the right then click Edit to open the Instrument Editor.
In the Editor, navigate to the Misc tab and scroll down to the Contract Months section - select that property then click the '...' button which appears.
In the Contract Months menu, select 08-14 and change the rollover date to 6/11.
Click OK to exit the Contract Months menu.
Click OK to exit the Instrument Editor.
Click OK to exit the Instrument Manager.
Restart NinjaTrader.

After restarting you should see CL 08-14 charts load normally.

[ScottB]

Kyle,

Thank you; that fixed it. I have rolled contracts early before but never had to do what you suggested (I have never had two months up at the same time though). Is that because I am more than a couple of days early?

In general if you are doing calendar spreads, do you have to go through the equivalent of this each month (for CL)?

I also rolled 6E but had no issues with that.

[NinjaTrader_Kyle]

Hello,

Each future which you'll find configured in the Instrument Manager has pre-set dates for an automatic roll over of merged data however as you've said, if you roll over earlier than that date it would require the type of adjustment we've made here.

[ScottB]

Kyle,

That certainly seems reasonable. I don't normally roll early on CL but for some reason my firm decided to this period.

Thanks for your help and quick responses.

[sledge]

Kyle,

That certainly seems reasonable. I don't normally roll early on CL but for some reason my firm decided to this period.

Thanks for your help and quick responses.

Really? Did they email you?

Maybe they got scared today?

[ScottB]

Lol, I trade for a prop firm out of Chicago; if these guys ever get scared, I can say I have never seen it.