importing a prebuilt futures continuous contract

[davidib2001]

I have a prebuilt continuous futures contract. We use our own roll dates/rules when building this hence the need to build the contract outside of ninjatrader ans import as one big file
I cannot import as a new futures instrument as I need at least one futures contract; I cannot import as a stock as the tick value seems fixed at .01. I tried as a CFD but this did not work either

Any help appreciated. Thanks in advance
David

[davidib2001]

I have a prebuilt continuous futures contract that I am trying to import into ninjatrader. We use our own roll dates/rules when building this hence the need to build the contract outside of ninjatrader and import as one big file I cannot import as a new futures instrument as I need at least one futures contract; I cannot import as a stock as the tick value seems fixed at .01. I tried as a CFD but this did not work either

Any help appreciated. Thanks in advance
David

[NinjaTrader_LuisH]

Hello davidib2001,


Thank you for posting on the NinjaTrader forums.


Do you get an error message when importing your contract? Generally we are pretty hands off with the information that should be listed in the required fields when building an instrument in the NinjaTrader local database.


Please advise how we can assist further.

[davidib2001]

Hi Luis,
Thanks for the reply. There is no error message when I do the import. Per the attached screenshots, I created a new CFD called AAZZ (just used that symbol as its easy to find). The data is actually one minute 6E (ie CME Euro dollars futures contract) bars. The file I imported is a continuous contract

I used CFD as the instrument type as it allows me to define a tick size and point value, while not requiring me to specify the contract (which I would have to do if it was a Futures).

In any case the import did import the data, but the prices have all been rounded to 2 decimal places (ie a price of 1.09980 gets rounded to 1.10)

I've attached two screen shots,
-one shows how AAZZ was defined as an Instrument (ie CFD, tick size of .0005, point size of 125000 etc)
-the other screen shot shows the prices in the raw import file (on the right side of screen in notepad++) and the resulting historical prices that ended up in ninjatrader

Thanks in advance for any help

David

[NinjaTrader_LuisH]

Hello davidib2001,



I'd like to test with this data to see if I can get it to not round like you're displaying.


Please email us at clientservices@ninjatrader[dot]com with 'ATTN LUIS' in the subject line. In the body of the email please add the URL to this forum post.


Thank you!