View Full Version : Continuous contract for OpenTick
zoltran
03-20-2007, 11:58 PM
Hello
Opentick supports continuous contracts using the sharp symbol.
How do I use this in NT 6.09 ?
(Opentick reference http://www.opentick.com/forum/viewtopic.php?t=139&highlight=continuous (http://www.opentick.com/forum/viewtopic.php?t=139&highlight=continuous%C2%A0%C2% A0%C2%A0) )
NinjaTrader_Ray
03-21-2007, 02:01 AM
Zoltran,
At this time, they are not supported. Have added to list.
Ray
NinjaTrader_Dierk
03-22-2007, 12:58 AM
OpenTick does not support continous contracts.
zoltran
03-22-2007, 04:17 AM
Dierk
Yes they do!
Just use the # (sharp) prefix as per the link in my 1st note here.
I have downloaded a year or more of minute data this way using their batch cmdling tool
NinjaTrader_Dierk
03-22-2007, 04:21 AM
I see. Next beta/release of NT6 will support continous contracts for OpenTick.
tradewiz
12-25-2007, 04:33 AM
hi, is the contineous contract from opentick now supported in ninjatrader? is so how do i use it? thanks.
NinjaTrader_Ray
12-25-2007, 11:00 AM
Should be. Create instead of adding a contract such as "ES 03-08" in to the Default list in the Instrument Manager, when you select the expiration date, select "##-##" so you would have "ES ##-##".
I just tried this and it works quite nicely.
Using ZenFire, I am unable to get daily charts on the S&P 500, but by connecting to OpenTick, I can now do so, and by using "ES ##-##", I can get it to go back over several contracts (all the way back to Aug 2003 for ES.)
Very nice indeed!
zoltran
12-26-2007, 07:57 PM
Just be aware with opentick...
- Continuous contracts are not 'adjusted' at roll-over time.
.... So for example, if on roll-over day Dec 13/07 ...
........ YM Sept 07 was at 13500 and YM Jan08 was 13580
........... - your chart will show a gap in prices. This may or may not be a problem for you
- It is un-filtered data .. so if the exchange throws a bad quote .. you will have than in your data.
- They used to have an exceptional amount of of bad-ticks in data prior to Sept 06. These errors are sometimes easy to see ... they have and high/low much larger than normal, or a low that's the same price over many bars..
From what KBJ posted, the bad data may be fixed now.
I guess the message I'm trying to make is to check your data to make sure it's what you expected and is within norms.
iwannatoscript
01-23-2010, 02:03 AM
Opentick now has good data before 2006?
Ricam
01-23-2010, 01:03 PM
Opentick now has good data before 2006?
Opentick no longer exists, so their data are not so good.
Harry
02-05-2010, 04:56 AM
As OpenTick moved into the Happy Hunting Grounds in April 2009, may I suggest to modify the connection setup of NinjaTrader not to include OpenTick.
NinjaTrader_Kyle
02-05-2010, 07:25 AM
Hi Harry,
Thank you for your post.
This has been taken care of in NinjaTrader 7.