Continous contract

[chumpsky33]

Hi

Couple days ago i got notification about updating the rollover, i did not understand it will very well. But now the old charts from the previous contracts are changed. I can see they are changed because my analysis has changed place. I am sure there is a good explanation for it, but can you tell what is happening and how i can make go back to normal.

The reason for asking is i backtest manually and the charts have to be accurate. I use renko bars.

thanks

[NinjaTrader_Giovanna]

Hello,
Thanks for writing in.
Rolling over is required when the current futures contracts are expired. However, the auto rollover notification may appear once the newest contract is available for trading. It's up to you if you want to start trading on the new contract or if you want to trade the current one until it's expired. There may be differences in volume and data for each contract as people transition into trading the newer contract.

You can go back to the old contract if it is still active by manually changing your charts. This can be done by manually typing in the contract expiry in the instrument selector.


Below I have linked some publicly available articles that explain what a rollover is and why it's necessary:

https://ninjatrader.com/blog/what-is-futures-rollover/
How do futures contracts roll over?

Please let us know if you have further questions.

[chumpsky33]

Hi
can you tell why the price has changed for the prior contracts. Is it because their is something wrong with my datafeed? I use continuum.

[NinjaTrader_Giovanna]

Hello chumpsky33,

Thanks for your note.
Can you provide a screenshot of what you're seeing?

In addition to this, please send me your log and trace files

• You can do this by going to the Control Center-> Help-> Email Support
• Ensuring 'Log and Trace Files' is checked will include these files. This is checked by default.
• Please reference the following ticket number in the body of the email: 3183409 Giovanna

Thanks in advance.

[Adam3123]

@chupsky33, price has changed because of rollover. Your charts are now showing what price was for the Sept Contract while the June contract was still the front month.

To update this you need to go into the Control Center->Tools->Options->Market Data. Under the "Historical" drop down look for "Global merge policy". Select it to be "merge non-back adjusted". That will keep your data correct.