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Rollover offset

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    Rollover offset

    Hi,
    I have issue with contact offset, they don't mach with charts. I use do not merge policy, trading hours <use instrument settings>, hourly charts.

    ES 03-15
    03/11/2015 (day before rollover to ES 06-15)
    Close: 2042.5

    ES 06-15
    03/11/2015
    Close: 2034.75

    Diff: 2034.75 - 2042.5 = -7.75

    Offset for this contract is -7.5 (from instrument rollovers)


    ES 12-21
    12/08/2021(day before rollover to ES 03-22)
    Close 4691.75

    ES 03-22
    12/08/2021
    Close: 4684.75

    Diff: -7
    Offset: -7.25





    #2
    Hello Leeroy_Jenkins,

    Can you please tell me to what broker/data feed you connect in the NinjaTrader platform.

    Do you see the same Close prices in a 1 Minute chart?

    Comment


      #3
      I'm sorry, I've watched wrong prices (close at 00:00 instead of session break). I double checked minute and hourly charts and offsets match with charts. My bad.

      Comment

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