Future ZS 09-21 not loading

[Joerg]

Hello,
for ZS contract (soybeans) I like to load the Sept-contract. Since it is not part of the regular expiration cycle (where already November is currently the leading contract) I added the Sept. expiration in the Instruments manager manually. My data provider CQG delivers data for the Sept. contract but I am not able to load the data in NT8 whereby for November it works fine.
What can I try?

Many thanks

[NinjaTrader_ShawnB]

Hello Joerg,

Thank you for your post.

This is not possible as the ZS does not use September as a contract month in NinjaTrader. We can confirm this by seeing that there aren't any preloaded 09 contracts in the contract months window for this instrument.

You can also view contract rollover, expiry dates, and other trading events by clicking the publicly available link below.

• http://ninjatrader.com/blog/trade-desk-calendar/

Please do not hesitate to contact us for any other NinjaTrader inquiries you may have.

[Joerg]

Hello Shawn,
Not sure if I understand right. The 09-21 contact I added and saved manually and it exists at the exchange and at my data provider.
Do you mean it is generally not possible to get these data into NT8? Or is there another way for doing this?
Many thanks

[NinjaTrader_ShawnB]

Hello Joerg,

Thank you for your post.

NinjaTrader is using 5 contract months for the trading year. Each day of the year is accounted for already with these 5 contract months. If you want to add a 6th and use an 09 contract. You will need to adjust the rollover dates of the 09 contract so that it rolls over on any day before today's date. And then adjust the rollover date of the 07 contract so that its rollover date is more than 30 days before the rollover date you set for the 09 contract month. However, doing this will likely cause historical data issues when loading dates from the 07 contract.

Please do not hesitate to contact us for any other NinjaTrader inquiries you may have.

[Joerg]

Hi Shawn,
I tried as described and also some other possibilities. Additionally I changed the merge policy to "do not merge" but it still does not load the ZS 09-21 data.
Do you see any other reason which could cause the problem?
Many thanks

[NinjaTrader_ShawnB]

Hello Joerg,

Thank you for your post.

In this case, you would need to use the Merge Back Adjusted, Merge Policy.

This will merge the historical data from previous front months into the current front month so it functions as de facto continuous contract with NinjaTrader Continuum data. You can find this option in the Control Center under Tools > Options > Market data > Ensure Merge Back Adjusted is selected for the Merge Policy. Then right-click in your chart and select reload all historical data.

Please see the Merge Policy Help Guide for more information on Merge Policies.

Please do not hesitate to contact us for any other NinjaTrader inquiries you may have.

[Joerg]

Hi Shawn,
We misunderstand each other: my point is to get data for ZS 09-21 at all in NT. Therefore I created that expiration manually and to be sure it tries to load exactly the September contact I switched off the merging.
But it still does not store any data in the database or shows any chart for 09-21 whereby the other expiations work as expected. I tried to display a chart and also used the download function in the historical data window. Does it work on your side for this specific contract?
Many thanks

[NinjaTrader_Zachary]

Hello Joerg,

Thank you for your inquiry.

ZS 09-21 is not recorded on the NinjaTrader historical data server, and so historical data for this specific contract would not be visible. This is because of the low volume of this particular expiry. Most traders choose to forego trading 09-21 and use the 11-21 contract instead. Your charts should still build in real-time, even with 'Do not merge' selected. You just won't be able to load historical data or any data outside of the time that you first opened the chart.

Please let us know if we may assist you any further in the future.