Trading Australian Stocks?

[Antraman]

Hi,

I notice on the release notes that NT now can trade in Australian stocks. How can I do this?

I use IB and I notice in the Market Data Subscription page an entry: "Australian Stock Exchange Non-Professional", I gather this is what I need to subscribe to?

cheers,
Antraman

[NinjaTrader_Dierk]

>> I notice on the release notes that NT now can trade in Australian stocks. How can I do this?
Just assign Default and Asx exchange to your australian stock.

>>
I use IB and I notice in the Market Data Subscription page an entry: "Australian Stock Exchange Non-Professional", I gather this is what I need to subscribe to?
Sorry, I don't know. Please ask IB is this is the ASX exchange.

[Antraman]

[QUOTE=NinjaTrader_Dierk;16886]>>Just assign Default and Asx exchange to your australian stock.

OK, I've found Default in the Instrument lists, but not ASX Exchange in the Description.

[NinjaTrader_Dierk]

- please make sure you are on 6.0.1000.5
- Asx is the 6th from the top in the instrument manager as you edit an instrument

[Antraman]

Yes, I'm running 6.0.1000.5

6th from the top I have Mexican Pesos...6M

[NinjaTrader_Dierk]

Please consult the docs for how to edit an instrument: http://www.ninjatrader-support.com/HelpGuideV6/EditingInstruments.html

The "Exchanges" list box in the right holds the Asx exchange.

[Antraman]

OK, I found ASX in the exchange list in Edit Instruments, I tick that, and ASX comes up in the Centre panel list of available master instruments.

I select ASX from the Exchange drop menu at the bottom, then click the arrow to add. ASX comes up in the Instrument lists on the left panel....but then what?

I get ASX in the Charts, but not the DOM.

Also, where is the list of Australian stocks? All I have is one entry "ASX" Theres thousands of Aus. stocks...or do I just select the exchange and choose a company that I wish to trade in and enter its 3 letter symbol onto the Instrument list?

thanks in advance...
Antraman

[NinjaTrader_Vincent]

Antraman,

What happens if you enter the stock symbol in the instrument section of the SuperDOM? Does data come in?

We don't have a list for Australian Stocks. Enter the symbol in the instrument section of the DOM and data should come in for them.



Vince

[Antraman]

I'll have to play around with it tomorrow when the ASX is open. Its 1.30am here at the moment...I've got a few avenues I can check now before I ask for further help. Thanks

[Bondi9999]

Hi,


I am having a similar problem...I can, for example, get BHP to chart but prices do not appear in Dynamic SDOM. I am new user so it mabe my familiarity with NT. However, when I load AUDUSD (even though the market is closed) I do get price data in D SDOM.
Does NT have additional symbol lists for other exchanges than those that accompany install? Where do I find them?
My current data sources is e-signal and i plan to add IB and Zen-fire when I go "live" with NT...Does NT or another user have an expanded symbol list incorporating other exchanges in the appropriate format?
Alternatively I am seeking assistance in exporting symbol lists from E-Signal?!Thank you

B9999

[NinjaTrader_Ray]

1. Equities are not support in the SuperDOM
2. Unfortunately not, however you can add instruments yourself in the Instrument Manager.
4. Not sure about getting a symbol list out of eSignal but you can import a list in NT via File > Utilities > Import Stock List

[Bondi9999]

Thank you...


Once a list is created in NT can the list be exported such that it can be easily loaded to another computer running the NT platform? I would hate to have to do it twice...
If using the Instrument Manager to upload instruments...is it possible to incorporate the E-Signal or other provider symbol map or must each symbol be edited manually in regards to misc data?...

[NinjaTrader_Dierk]

1) You can not export instrument set uup in NT
2) File->Utilities->Import stocklist will import stocks and set mappings (including eSignal) accordingly

[paulchow2k]

Derek,
I've got issues with Volume on the ASX market just like some of the stocks have 3 decimal places on equities.

Can you please suggest to the developers to implement not to divide the volume by 1,000 as the volume here in Australia not as large. This might be useful when I'm importing Equities code, specifying the default number decimal places and if volume should be divided by 1000.

regards

paul



1) You can not export instrument set uup in NT
2) File->Utilities->Import stocklist will import stocks and set mappings (including eSignal) accordingly

[NinjaTrader_Dierk]

Not sure I follow: NT would not divide any stock volume by 100.

[paulchow2k]

Not sure I follow: NT would not divide any stock volume by 100.

Hey Dierk,
This is what I'm getting. I've also Crossed post this issue too... Notice the Time and Sales [NinjaTrader] vs Course Of Sales [Australia] vs Time & Sales [Interactive Brokers] is way different in volume and price!

regards

paul

[NinjaTrader_Jason]

Hello Paul,

I do not see 3 decimals used in the NinjaTrader T&S window.

To what data feed were you connected in NinjaTrader?

[paulchow2k]

Hello Paul,

I do not see 3 decimals used in the NinjaTrader T&S window.

To what data feed were you connected in NinjaTrader?


Jason,
This is a bug with NT 6.5 on equities. Only 2 decimal places. Hopefully NT7 will address that...?

Paul

[paulchow2k]

1 more think for your reference...


http://www.ninjatrader-support2.com/vb/showthread.php?p=81989#post81989

paul

Hello Paul,

I do not see 3 decimals used in the NinjaTrader T&S window.

To what data feed were you connected in NinjaTrader?

[NinjaTrader_Josh]

NT7 will allow for smaller tick sizes on equities.

[paulchow2k]

Thanks Josh,
For me, there are 2 more question which remains un-answered..

1: With stocks on large volume, is it possible to include a ',' in the Time & Sales, if it's over 1000? eg 20145 would look better as 20,145.

2: How will large volume on Time and Sales Issue be resolved?
http://www.ninjatrader-support2.com/vb/showthread.php?p=81989#post81989

regards

paul

NT7 will allow for smaller tick sizes on equities.

[NinjaTrader_Ray]

On item #2, this has been forwarded to development for further investigation.

[paulchow2k]

On item #2, this has been forwarded to development for further investigation.


Thanks Ray,
1 more thing. When I'm importing ASX stocks into NinjaTrader, is it possible to append ".ax" in ALL the Yahoo Symbol map if I select "ASX" in the instrument List?

[NinjaTrader_Ben]

Hello,

Someone will look into this as soon as possible. Thank you for your patience!

[NinjaTrader_Jason]

Hello paulchow2k,

This is possible upon importing a list of stock symbols. You will type in the symbols as in : XXX.AX,XXX.AX, etc.

Set the exchange and other settings accordingly. More information can be found at the link below.
http://www.ninjatrader-support.com/HelpGuideV6/ImportingAListOfStockSymbols.html

The imported instruments are named XXX.AX and will use the same symbol mapping for each data feed in the Misc-tab of its Instrument Editor window.

[paulchow2k]

Thanks Jason,
The only issue is that Yahoo requires XXX.AX Symbols while Interactive Brokers only requires XXX as Symbols.

I'm appending ".AX" to each YAHOO security manually so I can access Yahoo's histrical Database. Please let me know if that's easier way. Otherwise, I'll just modify them manually.

regards

Paul



Hello paulchow2k,

This is possible upon importing a list of stock symbols. You will type in the symbols as in : XXX.AX,XXX.AX, etc.

Set the exchange and other settings accordingly. More information can be found at the link below.
http://www.ninjatrader-support.com/HelpGuideV6/ImportingAListOfStockSymbols.html

The imported instruments are named XXX.AX and will use the same symbol mapping for each data feed in the Misc-tab of its Instrument Editor window.

[NinjaTrader_Jason]

Hello Paul,

That would be the easier way if you use IB as well. Unfortunately I do not see any other faster way.

[paulchow2k]

Hello Paul,

That would be the easier way if you use IB as well. Unfortunately I do not see any other faster way.


Thanks Jason,
Unfortunately IB does NOT use "XXX.AX" as symbols...

regards

Paul

[cptrader]

I am using IB as my data provider. I can create a watchlist but it seems that much of the data such as ask bid will not show up unless there has been a trade today. Is this correct? Also a number of stocks I track are to 3 decimals. Would this be a reason they do not show any data up in Market analyser. One instrument WRK I can not get any data for no matter what I do, even though it is on my IB watch screen.

[NinjaTrader_Jason]

Hello cptrader,

Can you please tell me which instruments display this behavior.

Please ensure the Default and the Asx exchange are enabled for the WRK stock. Ensure this is the case for all Australian stocks traded on the Asx.

Stocks can only use 2 digits in our software.

[paulchow2k]

I am using IB as my data provider. I can create a watchlist but it seems that much of the data such as ask bid will not show up unless there has been a trade today. Is this correct? Also a number of stocks I track are to 3 decimals. Would this be a reason they do not show any data up in Market analyser. One instrument WRK I can not get any data for no matter what I do, even though it is on my IB watch screen.

WRK only has 7 trades today but ninjatrader will need data from IB. So these are the following things you need to enable in IB:

1. ASX Exchange Feed $38.5 per month
2. Market Hours [IB's Bid/Ask will disappear once the ASX market is closed.
3. 2 Decimals limit on stocks so [Any stocks > $2 is fine]

But saying that I've no issues with any ASX securities on NT 6.5 including minute chart or it on Market Analyzer.

Regards

Paul

Hint: you can also use Yahoo as your historical datafeed. For Day charts and that works fine for me too

[paulchow2k]

3. 2 Decimals limit on stocks so [Any stocks > $2 is fine]

Hi guys,
Can you please let me know if NT7 allows us to have equities with more than 2 decimal places?

Most equities under $2 here in Australia have more than 2 decimal places and thanks to the latest Global financial crisis, quite a number of our stocks are reaching or have gone below $2!

regards

Paul

[NinjaTrader_Dierk]

Yes, with NT7 you can configure the TickSize value for stocks (to e.g. 0.001).

[waverider]

Hi All,

Can anyone comment on options for feeding ASX EOD data into Ninja?

There is the Yahoo feed, but I'm having trouble with it.
I use Barchart for other EOD data, but unfortunately they don't seem to provide ASX data.
IQ Feed doesn't seem to provide ASX data
eSignal - probably way too expensive.

Are there any other options?

Thanks a lot!

[paulchow2k]

Yes,
you can use interactive brokers. Works fine and IB's Data subscription is only $40 per month.

Paul

Hi All,

Can anyone comment on options for feeding ASX EOD data into Ninja?

There is the Yahoo feed, but I'm having trouble with it.
I use Barchart for other EOD data, but unfortunately they don't seem to provide ASX data.
IQ Feed doesn't seem to provide ASX data
eSignal - probably way too expensive.

Are there any other options?

Thanks a lot!