Experience connecting NT 6.0.1000.2 to Opentick-CME-SPU7

[dendy]

Hi,
I am new to Ninja Trader and new to Opentick. I think both have great products/services and cannot wait to get more involved.

My issue:
Although I am able to pull historical data for the S&P 500 contract from the CME exchange through Opentick, I am unable to get the data to plot in Ninja Trader. I have confirmed my feed is connected by using the Opentick applications which allow viewing of realtime data. I have also confirmed that I can connect to Opentick using Ninja Trader and pull in the historical data. I can also go to Tools - Historical Data - Reload to pull in new data from Opentick. I still cannot get the realtime data to plot.

I have noticed that the Opentick exchange symbol for the CME is MT and this exchange symbol is not listed in Ninja Trader. Ninja Traders exchanges seem to be hard coded and I cannot see how I will could choose this exchange. None-the-less, the historical data loads. The historical data for S&P 500 actually loads for all of the exchange codes I have tested. But no real time data. As you can tell, I think I may be choosing the wrong exchange code for the CME (opentick's MT).

I hope someone has experience in plotting realtime data from this exchange and maybe this symbol.

Thanks much and sorry for the long explanation.

Dendy

[NinjaTrader_Vincent]

Hi,

Thank you for your post.

Can you check under the log tab if there is an error message when you select the ES 09-07 and then please let me know.


Vince

[dendy]

I get an error for ES 09-07 which states, "Market data error for instrument 'ES 09-07 Globex': You are not entitled for realtime data". This error is expected because I have only signed up for realtime for the CME exchange where the S&P 500 is. Not the Globex where ES 09-07 trades.

The error I get for the SP 09-07 is "Market data error for instrument 'SP 09-07 Me': No data (1003)". I have tried other exchanges besides this "Me" and have not received the real time updates in Ninja Trader. I don't know which exchange to select since none seem correct for the "CME" or "MT (opentick code for the CME)".

Thanks again.....

[NinjaTrader_Ray]

Please check with OpenTick regarding your real-time subscription to CME. According to the error message, your account is not set up for real-time data. "ES" is set up correctly out of the box to work with OT. There is nothing you need to change regarding mapping. Globex is CME and NT takes care of correct mapping internally to OT.

[dendy]

I will obtain a subscription to Globex immediately to confirm what you are saying. At this time, I only have a feed to the CME (not CME Globex). I may be wrong but I thought that the SPU7 trades at the CME floor (not Globex). But as far as I know, the data may come through Globex. You know the symbol mapping and the computer system so I'll follow your lead on this. Opentick allows subscription to these systems separately.

Thanks again for your help.

Dendy.

[deanldavis475]

Ray: Am I correct that you mean that I should load the contract symbol in the NT instrument manager, for example ER2 09-07 for the september 07 Russell 2000 contract, and Ninja will translate that to the correct symbol when calling for data from OpenTick??
I am trying to open a data link to OpenTick. In the log I get OTic ( my name for the OPenTick connection) Primary connection=connected, Price feed= connected, Then the next line reats Market data error for instrument "ER@ 09-07 Globex" You are not entitled to realtime data. The next line is Market data error for instrument ER2 09-07 Globex no data (1003)

Any ideas ???

Thanks
Dean

[NinjaTrader_Ray]

ER2 is the Russell emini not the cash index itself. Do you want the futures contract or the pit contract?

[deanldavis475]

I am referring to the Mini.
However, in following up on the problem with Open Tick, they are showing that they are receiving an incorrect exhcange code in the data request from you. You will notice that the error code in the log reads "Market Data error for instrument "ER2 09 07 GLOBEX" No Data (1003). While the ER2 is a CME Mini not a Globex. Please advise
Dean

[NinjaTrader_Ray]

Please do the following:

Shut down NT.
Delete the following file: My Documents\NinjaTrader 6\db\ninjatrader.mdb
Restart NT
Go to the Instrument Manager
Select ER 06-07 on the left side of the window Press the ">" button then the "<" button. You now see ER2 09-07 on the left side.
Close the Instrument Manager
File > New > Chart
Select ER2 09-07, 1 min chart 5 days back.
Do you see a chart with historical data?

[deanldavis475]

Once I figured out that I also needed to turn the data feed on, it works. Thank you so very much.
Dean

[dendy]

I have signed up for globex but I believe I have to wait for the connection. In the mean time I called the CME directly and although not entirely knowledgeable, the person on the phone believes the S&P pit traded product (SPU7) is distinctly different from the Electronic product (ESU7).

The attached image will show that the Regular Trading hours and the Extended (electronic) hours are also different.

My question is how would you perform this process? If you do not have an opentick feed, I would gladly PM my creditials to you so that you may see it for yourself.

The attachements will show you the hours for the SPU7 and the Opentick quoteboard on my pc providing realtime quotes using the MT (CME) exchange code.

Thanks for your help.
Dendy.

[NinjaTrader_Ray]

I am unsure what you are after.

If you have an OT account, you can set up a connection via Tools > Account Connections. Once this is set up, you can connect via File > Connect >. Then you can open a chart, select something like ES 09-07 and you will get historical data for this contract and real-time if you have subscribed to OT real time data. This is for the S&P Emini September electronic contract.

Is there something differen that you wanted?

[dendy]

Yes, it is different. I'm looking for the SPU7 not the ESU7. I can connect to Opentick just fine and get the chime sound and green light. I even pull down historical data with no problems (unless it is tick data). I cannot get realtime charts for the SPU7 contract (this is the one I would like).

I am guessing at the problem but I think it maybe that the SPU7 exchange code for CME is unknown to me. Opentick uses MT for this code as you can see in my earlier attachement. I honestly don't know what exchange code to pick for the CME in Ninja Trader so that the realtime connection may work.

Thanks,

Dendy.

[NinjaTrader_Ray]

Thanks for clarification. You need to create a new instrument, name it "SP" for example. Set up its properties, then for the symbol mapping under OpenTick, set a value of:

SP|MT

The exchange to select is Globex. This works for me here.

[dendy]

Thanks,

I'll try this new mapping today with the other things below that I have learned. On Friday evening I was too late (market had closed).

While on the phone with me, Opentick support checked their servers while I was making data requests from Ninja Trader. We found something interesting:

1. Ninja Trader made Historical data requests fine. (verified b/c I recieve historical data)
2. Ninja Trader was not making real time data requests. Even after I used your symbol mapping the program was not making real time data requests to Opentick servers.

Opentick Support says that they have seen this error while working with Ninja Trader support and are beginning to think the program hangs up after a historical data import. Opentick support ask if I had ever performed this operation and I have (the first data I ever used was via historical data import). The advise was to uninstall, delete old files and reinstall Ninja Trader.

I did this and we tried again to find that the program makes proper real data requests of the server as verified by support watching the actual requests while we were on the phone. I was unable to verify this as the markets were closed by that hour on Friday afternoon. Opentick support feels that if the market had been open, I should have received real time data. I will check and let you know.

Thanks again for your help.

Dendy

[dendy]

Ray,
Thanks again for your help on this. This still does not pull the symbol in real time for me. For example, I can get the Canadian Dollar Future in real time now but not this symbol with the mapping you suggest. I cannot see how the Globex exchange should be used for all CME products and so far, no floor traded CME contract will update in real time for me.

Are you sure you are getting the data in real time for this contract? If so, I would really like to know more.

Thanks,

Dendy