Futures beyond the most recent delivery date don’t fire the OnMarketData.

[jbesada]

Hello,

I want compare two futures in different delivery dates. So for example, NQ 06-12 vs NQ 07-12 but the first one works fine and data is coming through OnMarketData but the second one not.
I can create a chart of both of them, so data is coming, but only the most recent delivery date is firing the OnMarketData event. Is it normal?

Regards

[NinjaTrader_Bertrand]

jbesada, NQ 07-12 would not exist and it not a valid expiry month, the NQ rolls quarterly only.

So the next NQ is 09-12, open for trading as well, but thin...

If you want to access different expiries individually, then please set the merge policy for the Auto Merge features in NT to 'DoNotMerge' - this could be done under Tools > Instrument Manager for each master instrument or under Tools > Options > Data globally.

[jbesada]

Thank you for the answer. You are right, but it was just an example. I still have the same problem. I am running two strategies, one with NQ 06 and another one with NQ 09. First one is receiving data, second one doesn’t.
I can see some data on the chart, so data is coming. Why OnMarketData event is not working in the second case?
I have changed Merge feature to ‘DoNotMerge’ also.

Thank you in advance

[NinjaTrader_Bertrand]

jbesada, the OnMarketData() would be called per unique instrument in your strategy - best would be if I run your scenario on our end, could you please contact me at support at ninjatrader dot com for this?