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Australian SPI contract rollover and offset

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    Australian SPI contract rollover and offset

    I'm somewhat confused with the rollover dates and 'offset' settings for the SPI contract that come as default in NinjaTrader 8.
    Rollover is the 3rd Thursday of the month but the default dates within NT8 are always a week earlier or so.
    If I manually set the date, how do I determine the correct value of the offset ?
    I'd appreciate if someone could give me the settings for the last 2 rollovers.
    Any help would be greatly appreciated !!

    Eric

    #2
    Hello Eric M.,

    Thank you for your post.

    The rollover dates are an item of preference, there typically is no agreed upon rollover date for most instruments.

    If manually changing the suggested date, the offset value will be the difference between the close price of the new expiry and the close price of the old expiry, one day prior to the selected roll date. See the below video for how to get to these settings if needed.

    https://youtu.be/zzXBE2Jheog

    See the below section of our help guide for more information.
    https://ninjatrader.com/support/help...nstruments.htm

    Let us know if we may assist further.

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