Lme

[trend]

Hi,
how do you subscribe to an LME/e-Signal instrument for base metals
trading the forward?
Thanks,

[NinjaTrader_Kyle]

Hello Trend,

Thank you for your post.

Unfortunately the London Metal Exchange is not supported.

[trend]

Kyle, thank you for the response.

Now is there a way to create a custom symbol
with Default Exchange in order to retreive the LME data
from e-Signal?

[NinjaTrader_Jason]

Hello trend,

Please the information below to setup new instruments with eSignal as data feed in NinjaTrader when the exchange is not supported.

To support a futures instrument XXX Z8-YYY, whereas XXX is the eSignal instrument name and YYY is the eSignal exchange name, then you need to check this on instrument manager:

- ‘Default’ exchange should be assigned. If the instrument is traded on a different connection, then the native exchange needed to be assigned too

- Set rolling period accordingly

- Set mapping to XXX|YYY. This would be translated to XXX Z8-YYY for the Dec 08 expiry

[trend]

Hi Jason:

I am having problems with e-Signal (Futures Source).
I receive the following message

Message
"Error on loading chart data for KC ##-## Nybot': Error-105 on requesting bars"

Besides the message I do get the data (KC ##-##) plotted on the chart.

But there are some symbols where no data plot on the charts
For example Euribor on the LIFFE exchange
Symbol: I on NT mapped to I|EIR for e-Signal
I get the I 09-09 but not the I ##-##

Now in regards to the LME where no exchange is listed on NT,
I designated a Name CAD (futures) and
I set CAD|LME on the Misc for e-Signal
Note that in e-Signal the symbol plotted is CAD M3-LME
for the 3 month forward. Then I tried to bring CAD ##-## on NT
but no data plot on the chart.

Also, what are the parameters to rollover in the case of ##-##.
Does user has any options to set these parameters?

Thanks,

[NinjaTrader_Kyle]

Hi Trend,

Thank you for your reply.

1.) Please disconnect from eSignal, repair the NinjaTrader database using the steps below, restart the software and let me know if the issue persits.

To repair the database:
From the Control Center, click Tools > Options > Misc Tab > Repair DB.

2.) You will need to confirm with eSignal that a continuous contract is supported for Euribor and CAD.

3.) There is no roll-over in the case of a continuous contract.

[trend]

Hi Kyle,
I'm able to bring LME in as an index.
Note that it is a 3 month forward.
I specify CAD M3-LME under Misc for e-Signal.
The problem now is that I can not change the point value
from 1 to 25 (greyed out). Any hints?

Thanks,

[NinjaTrader_Kyle]

Hi Trend,

Thank you for your reply.

In the case of equity instruments, this is as expected.
Unfortunately, no work-around exists.

[trend]

Well,
as a suggestion you should include forwards
in your asset class list as well, which are closer to
futures in their specs (they need a pointvalue different
than one!)

Thanks,

[NinjaTrader_Kyle]

Hello Trend,

Thank you for your reply.

I will forward this on to my development team for further consideration.

Please let me know if I may be of further assistance.

[trend]

Hi Kyle,
I am trying to plot a continuation chart for a futures
symbol BAX (ME-Montreal excange).
I mapped BAX|MX for e-Signal.

I can plot BAX 09-09, but I get nthg for BAX ##-##

In e-Signal you can plot the continuation as %BAX 1!-MX

Thanks,

[NinjaTrader_Jason]

Hello trend,

Can you please try the following symbol map:
BAX|MX #F

If that does not work, please try:
%BAX 1!|MX

[trend]

Hi Jason,
Tried both in the Misc tab for e-Signal
Still receive a chart with the tick size 0-0.01 and no data

[NinjaTrader_Kyle]

Hi trend,

Thank you for your reply.

What symbol mapping are you using when receiving BAX 09-09 data?

[trend]

Well,
I get the plot for BAX 09-09 even with
no mapping in the e-Signal row!

[NinjaTrader_Kyle]

Hi trend,

Thank you for your reply.

That's interesting. This occurs when you are connected only to eSignal, correct?

[trend]

Well,
I get a plot on BAX 09-09 even when I am not connected.
So for example, when I restart Ninja and before establishing
any connections I still get a plot of BAX 09-09

[NinjaTrader_Kyle]

Hi trend,

Thank you for your reply.

This is most likely historical data saved in the NinjaTrader database.

Do you receive live data for this instrument in the superDOM?

[trend]

I don't receive live data,

[NinjaTrader_Kyle]

Hi trend,

Thank you for your reply.

Are you using another data feed as well?

[trend]

no i don't

[NinjaTrader_Kyle]

Hi trend,

Thank you for your reply.

In your chart, please right click and select reload historical data.

Does data reload in the chart?

[trend]

Data reload for BAX 09-09
Not for BAX ##-##
I mapped to
BAX
BAX|MX
BAX|MX #F
%BAX 1!|MX
%BAX 1!-MX
but nthg

Actually, it seems that I don't get continuation charts
in any foreign exchange (only US markets) ?

[NinjaTrader_Kyle]

Hello trend,

Thank you for your reply.

I'm not sure whether or not eSignal provides continuous contracts for non-US instruments. I suggest contacting eSignal to find out.

[trend]

Hi Kyle,
apparently there is no #F for non US contracts.
You could use %GB 1!-DT which is daily - not intraday.

When I try %GB 1!-DT as mapping I still don't get the chart, though.

Now in e-Signal you have various options to create a daily
continuous contract. For example, %CL 2!;10M specifies
continuation of the second contract crude oil, rolled 10 days
before expiration. Is there any way to create a custom symbol
(not necessary as a futures but also as an index, or stock) that
maps into a specific e-Signal continuation?

Thanks,

[NinjaTrader_Kyle]

Hi trend,

Thank you for your reply and the information.

It is possible to create a new instrument within NinjaTrader. However, the created instrument must be classified as a future, forex, equity or index instrument upon creation.

Please follow the instructions below to add an instrument in the Instrument Manager.

From the NinjaTrader Control Center window select the menu Tools > Instrument Manager
Press the "New" button
*Enter in instrument specific information and select the appropriate exchange (add Default exchange for equities in addition to the actual exchange)
Fill in any relevant information under the "Misc" tab such as symbol mapping for your target connectivty provider
Press the "OK" button * If you wish to add an equity, this can be accomplished without following the steps above. Just open a chart (for example) and start typing in the symbol and a new instrument is automatically created.
The instrument is now added to the master instrument list. Please follow the instructions below if you want to add this instrument to an instrument list.

Select the instrument list you wish to add the instrument to via the "Instrument lists" drop down list in the upper left hand corner
Select the exchange (Default recommend for equities) as this will route orders to your broker smart routing system
Select the appropriate expiration date if this is a futures instrument
Press the "<" button to add the instrument to the list You are now complete and can press the "OK" button.

[trend]

Hi Kyle,
once you update an instrument list with custom symbols,
or alter specs on existing symbols (e.g. wrong point value
for a futures contract) how do you backup the updated
instrument list so that you could restore if needed?
Under Utilities/Backup there is no specific option to
backup the instrument list,

Thanks,

[NinjaTrader_Kyle]

Hi Trend,

Thank you for your reply.

The instrument list is saved as part of the NinjaTrader database.
To create a backup, please use the steps listed at the following link: http://www.ninjatrader-support.com/HelpGuideV6/helpguide.html?CreatingABackupArchive