Market Replay - how to identify active contract on historical dates?

[john_44573]

Hi - I am new to NT and trying to setup and run market replay on past dates. I've watched the videos and searched the forums, but can't find an answer for the question in the title. It appears that NT used to have a continuous contract designation "##-##", but that is no longer supported in NT8. So, if I want to run a market replay on NQ from 3/15/23, for example, how do I know which NQ contract is the active contract? I would like know to which contract to select for a specific historical date. Thanks - any assistance is appreciated.

[NinjaTrader_Jason]

Hello john_44573,

You can find rollover dates in NinjaTrader Desktop as follows.

• Go to Control Center-->Tools-->Instruments.
• Double click a futures instrument.
• Scroll to the bottom in the new window that opens up.
• Click the Contract months field and another window opens up that shows the expiry months and their rollover dates.

For example, the NQ 03-24 expiry month has a rollover date of December 11th 2023. The NQ 06-24 rollover date has a rollover date of March 11th 2024. So the 03-24 expiry month was the front month contract from December 11th 2023 to March 11th 2024.

[john_44573]

Thanks for that reply.

Do I need to use the "active contract" when doing a market replay, or does the current "continuous" contract work the same?

In other words, if I want to run MCL for 2/22/2024 today, can I just download market replay data for MCL 05-24 (which is the current "continuous" contract), or do I need to download replay data for the MCL 04-24 (the active contract on 2/22/2024)?

Edit: I can download market replay data for both MCL 04-24 and MCL 05-24 for 2/22/2024. The market replay data files appear to be in binary, so I can't compare the file data.

[NinjaTrader_Jason]

You can do both, but the 04-24 expiry month was the active contract on February 22nd.

I suggest to select the 04-24 expiry month up to March 17th. Select the 05-24 expiry month for the period thereafter.