How to get front contracts dates?

[Leeroy_Jenkins]

I have list of futures like this:
NQ,CL,GC

I need to convert it into front contracts:
NQ 03-22,CL 03-22,GC 04-22

Would be great if it can be done via NinjaScript.
Thanks.

[NinjaTrader_BrandonH]

Hello Leeroy_Jenkins,

Thanks for your post.

If you are trying to add additional data series to a custom NinjaScript, you could do so by calling AddDataSeries() and specifying the instrument and contract date of the instrument. For example, see below.

//Add a 5-minute series for NQ 03-22 instrument
AddDataSeries("NQ 03-22", BarsPeriodType.Minute, 5);

See this help guide documentation for more information: https://ninjatrader.com/support/help...dataseries.htm

Note that there are no documented means for converting, for example, NQ to NQ 03-22

Let us know if we may assist further.

[Leeroy_Jenkins]

I'm trying to make list of symbols that I'm gonna trade. Because this list changes a few times in a week, I though it would be great if NT just parses from file my symbols.

Note that there are no documented means for converting, for example, NQ to NQ 03-22

That's the problem. Even though it's possible to access to contract rollovers via RolloverCollection, there is no way to get current front contracts.

Or If I try to import symbols manually it doesn't convert NQ to NQ 03-22.

And there is no way to create instrument list via NinjaScript.

Dead end.

[NinjaTrader_BrandonH]

Hello Leeroy_Jenkins,

Thanks for your note.

It might be possible through unsupported code to add an entire instrument list through the code. However, this would break the warning we provide in the Help Guide linked and listed below.

As stated in the AddDataSeries() help guide page: Arguments supplied to AddDataSeries() should be hardcoded and NOT dependent on run-time variables which cannot be reliably obtained during State.Configure (e.g., Instrument, Bars, or user input). Attempting to add a data series dynamically is NOT guaranteed and therefore should be avoided. Trying to load bars dynamically may result in an error.

AddDataSeries(): https://ninjatrader.com/support/help...dataseries.htm

This thread will be open for other forum community members to share their insight.

Let us know if we may assist further.

[jeronymite]

You can use NinjaScript to determine the Instrument associated with the "Next Expiry" date of the MasterInstrument as follows:

string MasterName = "ES";    // For example
Instrument CurrentContract = Instrument.GetInstrument(MasterName + Instrument.GetInstrument(MasterName+" ##-##").MasterInstrument.GetNextExpiry(DateTime.Now).ToString(" MM-yy"));

Running this today produces ES 03-22.

Hope that helps.

Thanks.