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Trading wrong expiry

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    Trading wrong expiry

    Hello,
    I am using Tradestation connected to NT. I have written my code using the DLL (not email).
    I have been trading emini SP's from my laptop successfully for the last week, using ticker symbol @ES.D.
    Today I decided to switch to my more powerfull desktop and now when it trades, it trades the Sep's instead of the correct Jun's.
    I looked in the instrument manager, and I cannot find an option to tell it which expiry to use if using a continuous contract chart from TS.

    Any ideas?>

    #2
    Hello,

    During contract rollover period the continuous contract with TradeStation does not function correctly, which causes you to get fills and executions in the incorrect contract month.

    You will need to run your strategy directly within the contract month.

    1) Open a TradeStation chart for the direct contract month for example (ESH08) for the March s+p emini, or (ESM08) for the s+p June emini.


    2) Apply your TradeStation Easy Language strategy directly to the month chart.


    3) From NinjaTrader go to the contract symbol mapping and set it to just the contract for example external = ES


    4) Everything else is the same with the email interface.

    The continuous contract will go back to normal after the rollover.

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