Welcome to NexusFi: the best trading community on the planet, with over 150,000 members Sign Up Now for Free
Genuine reviews from real traders, not fake reviews from stealth vendors
Quality education from leading professional traders
We are a friendly, helpful, and positive community
We do not tolerate rude behavior, trolling, or vendors advertising in posts
We are here to help, just let us know what you need
You'll need to register in order to view the content of the threads and start contributing to our community. It's free for basic access, or support us by becoming an Elite Member -- see if you qualify for a discount below.
-- Big Mike, Site Administrator
(If you already have an account, login at the top of the page)
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
Can you help answer these questions from other members on NexusFi?
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.
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.
