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contract month discrepancies


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  #1 (permalink)
 Arch 
W.Coast, USA.
 
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When I roll over the contract month or manually load the next contract, e.g., NQ SEP24, I get the same results returned as NQ JUN24. Anyone else experience this?

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  #2 (permalink)
 Arch 
W.Coast, USA.
 
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gain and cqg are identical (NQ SEP24), while ninjatrader (NQ SEP24) is still loading June expiration. Yes, I set the symbol to NQ SEP24. What am I missing? I rolled over the futures using the database management tool too

gain


cqg



ninja

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  #3 (permalink)
 Arch 
W.Coast, USA.
 
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I found this, which personally I think is insane if we can't manually load the next contract without editing rollover dates. I'll wait until tomorrow to see if it automatically rolls over.

https://forum.ninjatrader.com/forum/ninjatrader-8/platform-technical-support-aa/1307229-rollover-of-contracts

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Doob
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Arch View Post
I found this, which personally I think is insane if we can't manually load the next contract without editing rollover dates. I'll wait until tomorrow to see if it automatically rolls over.

https://forum.ninjatrader.com/forum/ninjatrader-8/platform-technical-support-aa/1307229-rollover-of-contracts

The volume on the June contract - is still a lot larger (near double) than the new Sept contract - and you have until 6-21-24 to rollover. I always change contracts when the Volume on the New Contract is Larger than the current contract. I use CQG data - but that shouldn't matter.

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 Arch 
W.Coast, USA.
 
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Doob View Post
The volume on the June contract - is still a lot larger (near double) than the new Sept contract - and you have until 6-21-24 to rollover. I always change contracts when the Volume on the New Contract is Larger than the current contract. I use CQG data - but that shouldn't matter.

How do you change contracts on Ninjatrader besides manually typing NQ SEP24? When I try that, I still get the june contract data. My post is a complaint on the wrong data being loaded. I tried resetting the DB and reloading historical data. Same result.

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 ThemBones 
Chattanooga, TN
 
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Arch View Post
How do you change contracts on Ninjatrader besides manually typing NQ SEP24? When I try that, I still get the june contract data. My post is a complaint on the wrong data being loaded. I tried resetting the DB and reloading historical data. Same result.

You don't need to do anything (provided you haven't changed some default settings). When you log into NinjaTrader, the latest contract period will be presented in a pop-up box awaiting your approval to rollover to the latest contract. If you don't receive this notification, either you missed it, or the contract is not yet available.

Otherwise, you can manually check for the latest update by clicking TOOLS --> DATABASE MANAGEMENT.

"Rollover futures instruments" is the first option. If there are any updated contacts, they will be listed here. You can manually update them by clicking the "Rollover" button, if you hadn't already updated them when provided with the prompt as mentioned above.

Of course, you can wait to rollover if you like by not approving the initial prompt or going into database management until you're ready.

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  #7 (permalink)
 Arch 
W.Coast, USA.
 
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ThemBones View Post
You don't need to do anything (provided you haven't changed some default settings). When you log into NinjaTrader, the latest contract period will be presented in a pop-up box awaiting your approval to rollover to the latest contract. If you don't receive this notification, either you missed it, or the contract is not yet available.

Otherwise, you can manually check for the latest update by clicking TOOLS --> DATABASE MANAGEMENT.

"Rollover futures instruments" is the first option. If there are any updated contacts, they will be listed here. You can manually update them by clicking the "Rollover" button, if you hadn't already updated them when provided with the prompt as mentioned above.

Of course, you can wait to rollover if you like by not approving the initial prompt or going into database management until you're ready.

Right, but I want to specifically load the next contract NQ SEP24. When I try to do that, the label shows NQ SEP24 but the chart is actually just NQ JUN24 data

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ThemBones's Avatar
 ThemBones 
Chattanooga, TN
 
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Arch View Post
Right, but I want to specifically load the next contract NQ SEP24. When I try to do that, the label shows NQ SEP24 but the chart is actually just NQ JUN24 data

I'm guessing it's just the way the platform was designed to handle stitching one contract to the next. if you type in NQ DEC24, this also shows the same data - place holders, I surmise.

The SEP contract isn't ready (at time of this post in NinjaTrader). [Unless I'm also missing something.]

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  #9 (permalink)
 Arch 
W.Coast, USA.
 
Experience: Intermediate
Platform: Anything
Trading: Emini
Posts: 395 since Jul 2017
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ThemBones View Post
I'm guessing it's just the way the platform was designed to handle stitching one contract to the next. if you type in NQ DEC24, this also shows the same data - place holders, I surmise.

The SEP contract isn't ready (at time of this post in NinjaTrader). [Unless I'm also missing something.]

It's just really odd that the platform forces you to trade just the front month!? CQG and Gain don't have such restrictions.

I found this workaround, which I might consider...

https://forum.ninjatrader.com/forum/ninjatrader-8/platform-technical-support-aa/1098587-opening-follow-up-contract-months-leads-to-wrong-charts?p=1098821

Honestly, NinjaTrader is a decent platform. More performant than some other platforms I use, and plenty of resources available. I like it over SierraChart and TradeStation. But I wish it didn't have these issues/bugs. I personally think tools like Jigsaw and Bookmap are a waste of time, but that's a different topic.

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  #10 (permalink)
 
ThemBones's Avatar
 ThemBones 
Chattanooga, TN
 
Experience: Intermediate
Platform: NinjaTrader 8
Broker: NinjaTrader
Trading: Futures
Frequency: Many times daily
Duration: Minutes
Posts: 67 since Aug 2021
Thanks Given: 381
Thanks Received: 98



Arch View Post
It's just really odd that the platform forces you to trade just the front month!? CQG and Gain don't have such restrictions.

I found this workaround, which I might consider...

https://forum.ninjatrader.com/forum/ninjatrader-8/platform-technical-support-aa/1098587-opening-follow-up-contract-months-leads-to-wrong-charts?p=1098821

Honestly, NinjaTrader is a decent platform. More performant than some other platforms I use, and plenty of resources available. I like it over SierraChart and TradeStation. But I wish it didn't have these issues/bugs. I personally think tools like Jigsaw and Bookmap are a waste of time, but that's a different topic.

Thanks; good find!

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