eSignal & continuous EUREX future contracts

[Nathamus]

Hi!

Can anybody tell me if it is possible to get a continuous EUREX future contract data (FDAX for example) from esignal? How to create this contract in the NinjaTrader Data Manager?

eSignal provides Continuous Contracts (#F symbols) for the US-based futures contracts only: http://kb.esignalcentral.com/display/2n/kb/article.asp?aid=1412&link=

thx a lot

[NinjaTrader_Dierk]

- you can create continuous contracts in NT by selecting '##-##' in the expiry box of the instrument manager.
- pulling continuous contract data from eSignal should work
- link you posted is dead

[Nathamus]

Hi Dierk,

I have a working FDAX 2007-06 future contract symbol with data from eSignal. When I open a daily chart of 365 days I get data starting from 2006-09-19 (less then 365 days, but is ok for the single contract).

So I select Tools / Instrument Manager - and add the FDAX Symbol with Expiry ##-## to my default list.

When I open this symbol in a chart with the same settings mentioned above (daily, 365 days), nothing is displayed in the chart.

Did I get something wrong?

The link is workring in my FireFox but not in my IE, cache maybe. You can find the Information using http://kb.esignalcentral.com then "Quotes and Data" in the tree on the left and "eSignal - Continuous Contract Symbols (Using #F)".
eSignal posts "#F symbols are available for US-based futures contracts only". So I guess I will not get any continues no-US contracts following the method you described.

Any other idea?

[NinjaTrader_Dierk]

Which symbol name have you selected in eSignal as you open a chart?

[Nathamus]

Which symbol name have you selected in eSignal as you open a chart?

??? I am not sure if I am getting you right.
I do not use eSignal. I only use the eSignal Data Manager.
In the NT6 Instrument Manager I have one FDAX Future underlying, which uses the AX|DT under Misc / Symbol Map / eSignal.
Based on this one underlying I create two entrys in my default list with different expiries:
a) FDAX 06-07 => I get data
b) FDAX ##-## => I do not get data

Problem 2:
By the way, when I try to open a chart using FDAX 03-07, I do not get a chart, allthough the data is my local database (I used this contract until expiry) => I cannot merge data

[NinjaTrader_Ray]

1) Can you try ES ##-##, do you get any chart data?
2) Can you try Tools > Historical Data > Export, select FDAX 03-07, export data for the month of February, does this work?

[Nathamus]

1) Can you try ES ##-##, do you get any chart data?
2) Can you try Tools > Historical Data > Export, select FDAX 03-07, export data for the month of February, does this work?

1) I do not have a subscription for ES.
2) 01/01/2007 to 03/01/2007 of FDAX 03-07 with tick or day data => "No histrical data found." I did not expexted this. Maybe this is because I used the NT6 beta in March and my database was killed on installing the final version? It stays the same when I try to reload the historical data.

[NinjaTrader_Ray]

1) OK
2) Then for sure the data does not exist in your database, likely due to a new data base.

Please send an email to support at ninjatrader dot com and reference this post. We will provide further instructions.

[Nathamus]

At this time it is not possible to get continuous future contract data or expired future contract data for European / EUREX futures from eSignal as a data provider. It looks like this is available for US traded future contracts only.

If somebody knows a data provider that offers historical European future data (continuous or expired), I would be happy if you would let me know. I am especially looking for FDAX ticks, prior to 2007.
Thx,
Nathamus

[pavelevap]

Hello,
I received answer from eSignal, that continuous symbol is possible.
Example for FDAX (DAX Futures) is AX 1!-DT.
I tried to add this symbol to NT, but with no success.
And also FDAX ##-## does not work for me.
Is it possible to use this continuous symbol in NT?
Thank you for your help...

[NinjaTrader_Dierk]

We are in touch with eSignal support to clarify. Thanks for your patience.

[ssierra]

At this time it is not possible to get continuous future contract data or expired future contract data for European / EUREX futures from eSignal as a data provider. It looks like this is available for US traded future contracts only.

If somebody knows a data provider that offers historical European future data (continuous or expired), I would be happy if you would let me know. I am especially looking for FDAX ticks, prior to 2007.
Thx,
Nathamus

You can use visualchart.com. It is free for EOD and you can export the continues contract and import it to NT.

I have tried this and it works.

Cheers

[NinjaTrader_Dierk]

I've got official reply from eSignal that continuous contract below is not supported at their API. Please contact eSignal for details.

[Rocket130713]

i have a workaround / solution to solve this problem.

if you want to use continuous contract symbols (like R 1!-EIR) on non-usa exchanges using e-signal + NT, you can run your strategy in e-signal on the R 1!-EIR continuous chart (chart 1), and then record and write your market position in chart 1 and other order details to a file using the file object in e-signal (so when your computer gets switched off over the weekend, your computer will remember your current order details on monday morning), then put your market position in e-signal on chart 1 in a global variable, and then set up another chart (chart 2) in e-signal on an individual contract month like R U8, and then read in the market position from the Global Variable, and make sure that chart 1 and chart 2 are in synch at all times (ie same market position). then also make sure broker account is in synch with chart 2 by using NTMarketPosition command. So you can auto trade using E-signal + NT on non-US exchanges like Aussie bonds, Canadian bonds, Korean Bonds, Aussie stockmarket futures, etc. I hope that this solution can help someone else that wishes to use NinjaTrader and E-signal as data feed (And e-signal as auto robot strategy signal generater via using EFS javascripts). This solution has helped me to diversify and trade as many markets as possible, including markets traded on non-USA exchanges like the EuroNext LIFFE exchange, and others, etc.

Good trading !

Regards

Rodney "Rocket" :D

[ch3nn]

Hello,

is there any possibility to get continiuous data from eurex displayed in NT?
i use GB 1!-DT or AX 1!-DT. Or an workaround? Or will it be possible with the NT7?

[NinjaTrader_Dierk]

Unfortuantely the eSignal API still would not support these contracts.

[canaussieuck]

I too am having trouble getting a continuous contract for FDAX ##-##. I'm using eSignal and i want to understand this correctly.

I have a strategy that i am leasing and it reference s FDAX##-## in the code for a continuous contract. If i pull up a chart of FDAX##-##, no data loads onto the chart. Obviously we are not getting any signals either.

If i use the current contract FDAX 06-12, then i get continuous data going back as long as eSignal supports (i assume about 120 days).

MY QUESTION IS: how can i setup the code in the strategy to reference the current contract, regardless of what month that actually is so that when rollover comes along all i have to do is load the new contract month chart and apply the strategy to it???

Cheers,


CanOz

[NinjaTrader_Bertrand]

CanOz, correct you could not sue the ##-## expiry here - setup a user defined input for the added series so you can point to the current front month as needed - for example currently 06-12 > NT would then merge back as far as the eSignal backfill would allow. I believe with the extended data option that would be 30-40 days for tickdata.

[canaussieuck]

Thanks Bertrand, I'll pass this onto the vendor as well....


cheers,


CanOz

[capstonetrader]

Is there some sample code to use a string variable as an input so that the FDAX symbol could be changed as a user input?

Thanks

[NinjaTrader_RyanM]

Hi capstonetrader,

Could you please create a new thread in the appropriate section of the forums. In the new thread let us know what area of the platform you're working in, like a NinjaScript indicator or strategy.

[capstonetrader]

RyanM,

This is related to the current thread. Hard coded strategy uses a secondary data series FDAX ##-##. If I want to make the data series an input so it will work in E-Signal as this thread is discussing, what is the best way?

public string Data = "FDAX ##-##";

protected override void Initialize()
{
Add(Data, PeriodType.Minute, 5);
}

[NinjaTrader_RyanM]

Yes, that would provide for an input for your secondary series in a NinjaScript indicator or strategy.