Corn rollover

[Leeroy_Jenkins]

Hi,
I've noticed that the Dec corn contract has a higher volume than Sep (161k vs 109k). However, NT8 still uses ZC 09-23. I checked rollover date within NT and it's 8/21/23. I used to think NT automatically rolls over when the next contract volume exceed the current one if it happens before rollover date.

[NinjaTrader_Jason]

Hello Leeroy_Jenkins,

NinjaTrader Desktop uses the rollover date that is configured in the instrument settings. You can manually change it in the 'Contract months' window. Please select the 12-23 expiry month and then select the rollover date you like on the right. Click OK-->OK-->Close.

I will let my superiors know that the December contract has more volume than the September contract. Thank you for reporting.

[NinjaTrader_Jason]

When I further investigate, it shows the 12-23 has more volume than 09-23 for most days. I created the attached chart (Merge policy = Do not merge) which has the VOL indicator applied to both data series. The blue bars are from the 09-23 expiry month, the red bars are from the 12-23 expiry month. The 12-23 expiry month has more volume for most days.

[Leeroy_Jenkins]

So I have to monitor volume manually. Especially with low volume products where slippage is much bigger problem compare to NQ/ES.

[NinjaTrader_Jason]

This seems to be specific for the ZC futures. When I search online, it is mentioned that most traders focus on the December contract when the July contract expires (as the majority of corn is harvested after the September contract expires).