GetNextRolloverDate isn't working properly for CL 09-20

[ntdev]

Seems that I found a bug but it only happens for one instrument and it first happened today...

Instrument tmpInstrument = Instrument.GetInstrument("CL 09-20");

DateTime rolloverDate = tmpInstrument.MasterInstrument.GetNextRolloverDate(new DateTime(2020, 9, 1));

Returns 9/17/2020 12:00:00 AM << seems logical but possibly wrong

Run the same code for {CL 10-20 Nymex} and it returns the same thing, 9/17/2020 12:00:00 AM. << makes no sense


I also tried adding CL 09-20 to the Market Analyzer, which failed. And I strangely got it in a state where I couldn't add CL 10-20 to the list because NT said it was already there but it wasn't displayed.

Yes, I updated my database and latest roll-overs.



See that CL 10-20 shows only 9 days remaining in the Market Analyzer.

PS I'm using CQG.

[NinjaTrader_Kate]

Hello ntdev,

Thank you for your reply.

GetNextRolloverDate() would not be documented, so would not be officially supported, however, my understanding is that this returns the next rollover date for that particular instrument, not the rollover date for the particular contract.

Please let us know if we may be of further assistance to you.