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Exporting rollover dates from NT


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Updated by Sawyer
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Exporting rollover dates from NT

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  #1 (permalink)
Berlin, Germany
 
Experience: None
Platform: IB
Trading: Stocks
 
Sawyer's Avatar
 
Posts: 131 since Jul 2012
Thanks: 42 given, 50 received

Hi, I was wondering if it is possible to export the futures rollover dates from NT into a CSV (just the dates and the symbols, no price data) to look something like this:

2020-12-20,ZW-2020Z,ZW-2021H

Any ideas on how to do this?

Kind regards

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  #2 (permalink)
Orange County, CA, USA
 
Experience: Intermediate
Platform: NinjaTrader
Trading: ES
 
Posts: 20 since Sep 2018
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I don't know about NT7, but you can get to this information in NT8 by following the steps below. But I don't know if there's a way to easily export all of it into excel.

In NT8:
Tools -> Instruments
Select your desired instrument, click edit
In Properties windows scroll down to Contract Months and click on the rollovers
Then you can look through the various contract months and their rollover date.

If you're familiar with NT8 programming interface, this might give you a way to programmatically get to the same info.

https://ninjatrader.com/support/helpGuides/nt8/?rollovercollection.htm

Hope this helps.

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  #3 (permalink)
Berlin, Germany
 
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Platform: IB
Trading: Stocks
 
Sawyer's Avatar
 
Posts: 131 since Jul 2012
Thanks: 42 given, 50 received


Thanks, this helps a lot!

I'm not familiar with NT's programming interface, unfortunately. But maybe I can find someone who is and point him in the right direction!

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  #4 (permalink)
Orange County, CA, USA
 
Experience: Intermediate
Platform: NinjaTrader
Trading: ES
 
Posts: 20 since Sep 2018
Thanks: 16 given, 20 received

The code is super simple. Here it is. Just import this into NT8 and add it to a chart as an indicator.
The output will show up in the NinjaScript Output window.

To import:
Tools -> Import -> NinjaScript Add-on
and then point to the zip file. Don't unzip the file.

To open an NS Output window:
New -> NinjaScript Output

Then just add the indicator called ShowRollovers to a chart of a Future product and it should work.
I only tested it on ES. Should work on other products too as long as the info is available in NT.

Enjoy

Attached Files
Register to download File Type: zip ShowRollovers.zip (1.5 KB, 5 views)
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  #5 (permalink)
Berlin, Germany
 
Experience: None
Platform: IB
Trading: Stocks
 
Sawyer's Avatar
 
Posts: 131 since Jul 2012
Thanks: 42 given, 50 received

Oh wow, I wasn't expecting that! Thank you so much!

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