How to determine whether an instrument is dealable or not

Buthus · 11-06-2009, 01:01 AM

Is there a way to determine whether an instrument is dealable or not? Something like Instrument.MasterInstrument.IsDealable? If there's no such property, what's the best practice to determine this value?

Regards,
Daniel

NinjaTrader_Bertrand · 11-06-2009, 05:13 AM

Daniel, are you referring to tradable on the current connection you use? Generally you could check for the type of instrument and excludes indices then - http://www.ninjatrader-support.com/H...umentType.html

Buthus · 11-06-2009, 05:22 AM

Hello Bertrand,

yes I mean tradable on the current connection. I have a multi instrument strategy that analyzes several currency pairs, but some of them are not tradeable, so I get wrong results. For example: The last bar for $SGDJPY appeared today 06:00am; obviously this pair will not be tradable until next week.

Regards,
Daniel

NinjaTrader_Bertrand · 11-06-2009, 05:33 AM

Daniel, unfortunately there's no property returning this - I would limit the strategy via time filters for each symbol you intend trading with it.

Buthus · 11-06-2009, 05:35 AM

Ok, thanks. Maybe for future Versions of NT: There's a flag in Gains API "D=Status, Dealable or Referred". It would be great if this flag will become available in NinjaScripts.

Regards,
Daniel

NinjaTrader_Bertrand · 11-06-2009, 05:41 AM

Daniel, thanks for this suggestion, appreciated.

Buthus · 11-06-2009, 06:14 AM

It's me again.

I've contacted Gain to ask them for a time table. The short answer: "There is no such table". The problem was that I was not subscribed to this pair, so NT loaded the historical data, but got no updates from the rates service.

Isn't it possible to change the subscriptions at runtime depending on which pairs are used (in charts, strategies and whatever)?

Regards,
Daniel

NinjaTrader_Bertrand · 11-06-2009, 06:30 AM

Unfortunately not Daniel, those would be managed at Gain directly for your login.

11-06-2009, 01:01 AM	#1
Buthus Junior Member Join Date: May 2009 Posts: 22 Thanks: 0 Thanked 0 times in 0 posts	How to determine whether an instrument is dealable or not Is there a way to determine whether an instrument is dealable or not? Something like Instrument.MasterInstrument.IsDealable? If there's no such property, what's the best practice to determine this value? Regards, Daniel
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11-06-2009, 05:13 AM	#2
NinjaTrader_Bertrand NinjaTrader Customer Service Join Date: Sep 2008 Location: Germany Posts: 22,377 Thanks: 252 Thanked 966 times in 949 posts	Daniel, are you referring to tradable on the current connection you use? Generally you could check for the type of instrument and excludes indices then - http://www.ninjatrader-support.com/H...umentType.html Bertrand NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
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11-06-2009, 05:22 AM	#3
Buthus Junior Member Join Date: May 2009 Posts: 22 Thanks: 0 Thanked 0 times in 0 posts	Hello Bertrand, yes I mean tradable on the current connection. I have a multi instrument strategy that analyzes several currency pairs, but some of them are not tradeable, so I get wrong results. For example: The last bar for $SGDJPY appeared today 06:00am; obviously this pair will not be tradable until next week. Regards, Daniel
	Facebook Twitter YouTube

11-06-2009, 05:33 AM	#4
NinjaTrader_Bertrand NinjaTrader Customer Service Join Date: Sep 2008 Location: Germany Posts: 22,377 Thanks: 252 Thanked 966 times in 949 posts	Daniel, unfortunately there's no property returning this - I would limit the strategy via time filters for each symbol you intend trading with it. Bertrand NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
	Facebook Twitter YouTube

11-06-2009, 05:35 AM	#5
Buthus Junior Member Join Date: May 2009 Posts: 22 Thanks: 0 Thanked 0 times in 0 posts	Ok, thanks. Maybe for future Versions of NT: There's a flag in Gains API "D=Status, Dealable or Referred". It would be great if this flag will become available in NinjaScripts. Regards, Daniel
	Facebook Twitter YouTube

11-06-2009, 05:41 AM	#6
NinjaTrader_Bertrand NinjaTrader Customer Service Join Date: Sep 2008 Location: Germany Posts: 22,377 Thanks: 252 Thanked 966 times in 949 posts	Daniel, thanks for this suggestion, appreciated. Bertrand NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
	Facebook Twitter YouTube

11-06-2009, 06:14 AM	#7
Buthus Junior Member Join Date: May 2009 Posts: 22 Thanks: 0 Thanked 0 times in 0 posts	It's me again. I've contacted Gain to ask them for a time table. The short answer: "There is no such table". The problem was that I was not subscribed to this pair, so NT loaded the historical data, but got no updates from the rates service. Isn't it possible to change the subscriptions at runtime depending on which pairs are used (in charts, strategies and whatever)? Regards, Daniel
	Facebook Twitter YouTube

11-06-2009, 06:30 AM	#8
NinjaTrader_Bertrand NinjaTrader Customer Service Join Date: Sep 2008 Location: Germany Posts: 22,377 Thanks: 252 Thanked 966 times in 949 posts	Unfortunately not Daniel, those would be managed at Gain directly for your login. Bertrand NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
	Facebook Twitter YouTube

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