AUD: AUSTRALIAN DOLLAR
|March 5th, 2016, 06:17 PM||#31 (permalink)|
Sunshine Coast Queensland Australia
Futures Experience: Intermediate
Platform: Ninja Trader, ESP, Hot Trader, DT7.
Favorite Futures: AUD Futures
Posts: 60 since Apr 2013
Thanks: 25 given, 5 received
6A Rollover dates
I have Data for the 6A Futures, back to it's inception in 1987.
It's in a continuous single text file which I have imported into NT.
The problem is with every rollover most of the historical data no longer appears. So what I was doing was at rollover time I would add the last contract data to the text file and move it to the front months data folder in the database.
This is a pain in the butt! I was hoping NT8 would not have this problem but it does.
It would seem what I need to do is define the contract rollovers for each contract all the way back.
NT support said this:
"If the historical data is loaded into NinjaTrader, but is not showing up in your charts, it is likely because the furthest back rollovers are defined is 12/09/2004 . You will need to define new rollovers at the bottom of the misc tab for the 6A instrument in the Instrument Manager if you would like to view your data going back to 1987. Please let us know if we can help with this, or with any other questions you may have".
I had them log on with a support session but the dude that tried to help didn't seem to know what to do?
I only have an idea of what to try, but to do so I need to know the rollover dates of all the contracts from 1987 to now.
I can find the dates for the last few years but no further back so far.
Can anyone assist me with either rollover dates, or even expiration dates back to 1987?
Or if you know of any thing else I could do to get this historical data to always appear on my charts?
Maybe you have historical data going back to 1987 arranged in separate contract files, that you are willing to share?
I have attached my historical data file. Feel free to use it if you wish.
Appreciate any help provided.