The FX Futures (6E, 6B, 6J, 6A, 6C, 6S) rollover from 03-17 to 06-17 is working wrongly in NT7.
More over, NT7 is actually merging the FX 12-16 futures contracts with 06-17 bypassing the 03-17 contract data. This is a big error.
(As always, I have set merged back adjusted futures contracts. Data from Ninjatrader continuum demo)
BUGS:
1- NT automatically selects 09-17 instead of 06-17 as the next FX contracts expiry (instrument manager window)
2- The offset from the 10-06-17 rollover is set to 0 in the above FX futures contracts.
3- THIS IS THE MOST IMPORTANT -> actually NT7 is merging 12-16 with 06-17, which is completely wrong, skipping and bypassing 03-17.
You can test this by opening an hourly 6E 06-17 futures contract chart (365 days) and going back to December 16 in order to see the spotty data.
Notes FYI: Manually setting data for 10-06-17 rollover offset, does nothing regarding the bypassing of 03-17 contracts.
This failure disrupts automatic swing trading in NT7 because of the unreliability of the data.
NT8 is working well though.
Please have a look into it promptly,
Kind regards,
Comment