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.
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Corn rollover
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.Tags: None
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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.
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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.
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So I have to monitor volume manually. Especially with low volume products where slippage is much bigger problem compare to NQ/ES.
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