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Instrument Expiry Error

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    Instrument Expiry Error

    Hi All,
    I would like to see the exact instrument expiration (I am trading futures only) in the market analyzer. That's why I was adding a column called "Maturity". The code is attached.
    I have two issues now:
    1) Even when I set the expiration to the correct date. The instrument attribute "expiry" always shows the 1st of the selected month
    2) When the instrument expiration is set to the correct date the data series is not constructed correct as shown in the attachment

    I could probably use the rollover date to solve the first issue (I did not check that yet) but I would like to see the correct instrument expiration in the market analyzer.
    Anybody having any idea?
    I did not check the behaviour in NT8 yet but I will and repost it there if it also occurs there.
    Cheers,
    Klaus
    Attached Files

    #2
    Hello Klaus,

    The Instrument.Expiry property will only contain the information of the current front month and does not have the exact date.

    The exact date is contained within the Instrument.MasterInstrument.RollOverCollection[monthIndex].Date where monthIndex is the index of that rollover month.

    An example of this is found in the RolloverIndications indicator downloadable on the forums.
    Chelsea B.NinjaTrader Customer Service

    Comment


      #3
      Hello Chelsea,
      thanks for your reply. I will have a look into the indicator.
      Klaus

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