Edit Rollover Date via code depending on historical volume of each contract

[KirkHammett]

Hi!

I have 2 questions:

1. How can I access data of the same day for 2 contract months via code?
   • I want to compare the Volume of one contract month to the Volume another contract month for the same day. I want to do this for all contract months of a specific instrument. So AddDataSeries is not an option here because I would have to have an AddDataSeries for each month. So I would have hundres of BarSeries, which I am not even sure is possible.
2. How can I edit the Rollover Dates via code in a strategy for historical data?
   • I want to set the Rollover Dates depending on the Volume of each contract month.

The result should be something like something like:
If Volume[0] of contract month x+1 > Volume[0] of contract month x then set Time[0].Date as Rollover Date.

It is very burdensome to go through each contract, compare the volumes and than change it in the Instruments settings manually.

Thanks in advance!

Kirk

[NinjaTrader_ChrisL]

Hi Kirk, thanks for writing in. You would need to use AddDataSeries or do a BarsRequest to get another data series added in the script, there's no other way to access historical and real-time data through a script unless you use a REST API to access the data from another source. You can call AddDataSeries as many times as your computer CPU/memory will allow. Use this overload to minimize the performance impact:

AddDataSeries(string instrumentName, BarsPeriod barsPeriod, [B]int barsToLoad[/B], string tradingHoursName, bool? isResetOnNewTradingDay) We will want to minimize barsToLoad for maximum performance.

Kind regards,
-ChrisL

[KirkHammett]

Thank you for the quick response. Is there a solution to my 2. quesiton (edit rollover date via code - see above)?

[NinjaTrader_ChrisL]

Hi Kirk, sorry I missed that question. You can use the C# function SendKeys() and use the feature where when input from the keyboard is ditected the intrument selector is activated:

https://docs.microsoft.com/en-us/dot...owsdesktop-6.0 (publicly available)

You can not re-call AddDataSeries with new parameters once a script has started, so you would need to do it in a new BarsRequest as another alternative.

Kind regards,
-ChrisL