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2 gold futures contracts with different expiries in Instrument Lists at the same time

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    2 gold futures contracts with different expiries in Instrument Lists at the same time

    Hi,

    I'd like to have the gold futures for august 22 and october 22 in the instrument list at the same time.

    When I try to add the october contract to the Instrument Lists, "it says Instrument(s) already exists in the instrument list".

    How can I resolve this?

    Regards
    Kay Wai

    #2
    kaywai If you add GC 08-22 to an Instrument List and then edit that GC entry, you see all available contracts in a dropdown. Interestingly, there are no October contracts (10-22 and 10-23, for example). Something for NinjaTrader to investigate.

    Trying to add it explicitly ("GC 10-22") causes an "Invalid Instrument name." error. However, adding GC 12-22 (December) works as expected.

    Thanks.
    Multi-Dimensional Managed Trading
    jeronymite
    NinjaTrader Ecosystem Vendor - Mizpah Software

    Comment


      #3
      Hello Kay Wai,

      The October expiry month is not added as it has low volume. The December expiry month currently already has more volume than the October expiry month.

      You could add the October expiry month as follows.
      • Please go to Control Center-->Tools-->Instruments.
      • Double click the GC futures.
      • Scroll to the bottom in the new window that opens and click the 'Contract month' field.
      • Click add on the left under Configured.
      • Select the 10-22 expiry month on the right.
      • Select a rollover date that is between the 08-22 and 12-22 roll over dates (27 May 2022 and 27 July 2022).
      • Click OK-->OK-->Close.
      Attached Files

      Comment


        #4
        Thank you for your help gents! Much appreciated.

        Comment


          #5
          Hi Jason,

          I just tried to download GC 12-22 EOD data from Kinetick. Do you know why it isn't available for download? I couldn't get any data and didn't receive any error message either.

          Regards
          Kay Wai

          Comment


            #6
            When I test a daily chart for the GC 12-22 while connected to the free Kinetick EOD connection, it loads the requested data as expected.

            Can you please tell me what rollover date you have selected for the 10-12 expiry month.

            Try the following.
            • Go to Control Center-->Tools-->Instruments.
            • Double click the GC futures.
            • Set 'Merge policy' to 'Do not merge'.
            • Click OK-->Close.
            • Right click in the GC 12-22 chart and select 'Reload All Historical Data'.
            Check if the requested data is loaded.

            Comment


              #7
              Hi Jason,

              That did it! Thx much

              Regards
              Kay Wai

              Comment

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