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Old 03-08-2010, 09:28 AM   #1
nicknamed
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Default importing long list of futures contracts

Hello,
I need to download from IQFeed many continuous contracts, the list is about 372 items. How can I import the futures list? I tried to add them as stocks but since they look like @2F#, @3F#, @3N#, @4F#, ... the NT7 cannot import them as stocks because they contain these strange characters. How simply may I add new list of assets that would be this long? I really do not want to do it by hand one by one if that is not the only option.

There is more to it, I just need to download them and export as historical time series for financial data analysis in Matlab, so I am looking for the most convenient way to get to the ascii format txt in which will be the continuous contract's OHLS data in minute frequency.

Thank you very much
N.
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Old 03-08-2010, 09:44 AM   #2
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Hello Nicknamed,

Thank you for your post.

You will use the standard master instrument name and symbol mapping. The continuous contract determination is with the expiry selected. Use (##-##) for continuous contracts. Attached screenshot showing continuous contract for ES.

If the instruments do not exist in NinjaTrader you will need to add them manually. The feature you are trying to use is for Stocks only.
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File Type: gif InstManContContract.png (69.4 KB, 17 views)
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Old 03-08-2010, 09:48 AM   #3
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Quote:
Originally Posted by NinjaTrader_RyanM View Post
Hello Nicknamed,

Thank you for your post.

You will use the standard master instrument name and symbol mapping. The continuous contract determination is with the expiry selected. Use (##-##) for continuous contracts. Attached screenshot showing continuous contract for ES.

If the instruments do not exist in NinjaTrader you will need to add them manually. The feature you are trying to use is for Stocks only.

thank you for prompt reply, I am sure there is some xml file where all the symbols are stored, maybe by editing it I can add all 372 contracts easier than by doing it one by one, I tried to look for it on the forum as I saw it somewhere before but was unsuccessfull, could you please write me about it please?

Thank you
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Old 03-08-2010, 09:57 AM   #4
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Unfortunately, we don't support a way to add instruments beyond using the NinjaTrader front-end.
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