Continuous Contracts for FTSE 100 Futures & DAX

dgregor5 · 07-17-2007, 01:28 PM

Hi:
For the YM future, to view the continuous contract, one would select YM ##-##.
What does one do for the FTSE 100 & DAX futures whose symbols are Z & AX, respectively & whose continuous contracts in e-signal are Z 1!-EEI & AX 1!-DT, respectively. Also, how does one set up the instrument manager/misc/e-signal cell?

many thx

NinjaTrader_Ryan · 07-17-2007, 01:44 PM

Hi dgregor5:

Thank you for your post.

eSignal's continuous contract symbols are for US based futures contracts only and therefore the FTSE 100 and DAX will not be compatible.

Please see the attached snippet from the eSignal Help guide.

Best regards,

dgregor5 · 07-17-2007, 01:49 PM

Hi - so are you saying that it is not possible to view the continuous contract in NT for the FTSE/DAX ?? thx

NinjaTrader_Ryan · 07-17-2007, 01:55 PM

Hi:

Yes, your understanding is correct since eSignal only makes available the continuous contract for U.S. based futures only.

Since eSignal does not provide a continuous contract for the FTSE and the DAX, it is not possible to receive the data into NinjaTrader.

Best regards,

dgregor5 · 07-17-2007, 01:59 PM

Hi - that is not correct.
the continuous contracts in e-signal are:

1/ FTSE 100 future = Z 1!-EEI.
2/ DAX future = AX 1!-DT.

how do I get these data into NT ?

thx
David

NinjaTrader_Ray · 07-17-2007, 02:04 PM

This is not supported.

dgregor5 · 07-28-2007, 08:49 AM

Is there any plan to be able to access these continuous contracts in future updates of NT ? thx

NinjaTrader_Dierk · 07-28-2007, 11:04 PM

Continuous contracts are supported by NT in general. Just not the non standard symbol notations below.

arilano · 11-29-2007, 07:01 AM

i have written some systems but testing on the current traded contract is fine but very limited as there is only 2.5 months of good data the rest is fairly pointless to use.

It seems to me that this is quite an important feature will this be included at some point or is there a way to circumvent it?

I realise you are probably blue in the face but this is extremely important to development of trading strategies in these products (possibly add to the beta :P)

Thanks

Arilano

NinjaTrader_Dierk · 11-29-2007, 07:09 AM

Sorry, I don't follow. You canget any historical data you'd like by a data provider like OpenTick, eSignal, IQFeed. NT is not a market data vendor.

arilano · 11-29-2007, 07:47 AM

ok sorry my misunderstandng, will contact the relevent parties for the data for backtesting,

thanks dierk

07-17-2007, 01:28 PM	#1
dgregor5 Senior Member Join Date: Jul 2007 Posts: 225 Thanks: 0 Thanked 0 times in 0 posts	Continuous Contracts for FTSE 100 Futures & DAX Hi: For the YM future, to view the continuous contract, one would select YM ##-##. What does one do for the FTSE 100 & DAX futures whose symbols are Z & AX, respectively & whose continuous contracts in e-signal are Z 1!-EEI & AX 1!-DT, respectively. Also, how does one set up the instrument manager/misc/e-signal cell? many thx
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07-17-2007, 01:49 PM	#3
dgregor5 Senior Member Join Date: Jul 2007 Posts: 225 Thanks: 0 Thanked 0 times in 0 posts	Hi - so are you saying that it is not possible to view the continuous contract in NT for the FTSE/DAX ?? thx
	Facebook Twitter YouTube

07-17-2007, 01:55 PM	#4
NinjaTrader_Ryan NinjaTrader Customer Service Join Date: Sep 2006 Location: Denver, CO, USA Posts: 616 Thanks: 10 Thanked 2 times in 2 posts	Hi: Yes, your understanding is correct since eSignal only makes available the continuous contract for U.S. based futures only. Since eSignal does not provide a continuous contract for the FTSE and the DAX, it is not possible to receive the data into NinjaTrader. Best regards, Ryan NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
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07-17-2007, 01:59 PM	#5
dgregor5 Senior Member Join Date: Jul 2007 Posts: 225 Thanks: 0 Thanked 0 times in 0 posts	Hi - that is not correct. the continuous contracts in e-signal are: 1/ FTSE 100 future = Z 1!-EEI. 2/ DAX future = AX 1!-DT. how do I get these data into NT ? thx David
	Facebook Twitter YouTube

07-17-2007, 02:04 PM	#6
NinjaTrader_Ray Administrator Join Date: Nov 2004 Location: Denver, CO, USA Posts: 11,163 Thanks: 6 Thanked 45 times in 32 posts	This is not supported. Ray NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
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07-28-2007, 08:49 AM	#7
dgregor5 Senior Member Join Date: Jul 2007 Posts: 225 Thanks: 0 Thanked 0 times in 0 posts	Is there any plan to be able to access these continuous contracts in future updates of NT ? thx
	Facebook Twitter YouTube

07-28-2007, 11:04 PM	#8
NinjaTrader_Dierk Administrator Join Date: Mar 2005 Location: Bamberg, Germany Posts: 9,994 Thanks: 0 Thanked 6 times in 6 posts	Continuous contracts are supported by NT in general. Just not the non standard symbol notations below. Dierk NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
	Facebook Twitter YouTube

11-29-2007, 07:01 AM	#9
arilano Member Join Date: Nov 2007 Posts: 34 Thanks: 0 Thanked 0 times in 0 posts	i have written some systems but testing on the current traded contract is fine but very limited as there is only 2.5 months of good data the rest is fairly pointless to use. It seems to me that this is quite an important feature will this be included at some point or is there a way to circumvent it? I realise you are probably blue in the face but this is extremely important to development of trading strategies in these products (possibly add to the beta :P) Thanks Arilano
	Facebook Twitter YouTube

11-29-2007, 07:09 AM	#10
NinjaTrader_Dierk Administrator Join Date: Mar 2005 Location: Bamberg, Germany Posts: 9,994 Thanks: 0 Thanked 6 times in 6 posts	Sorry, I don't follow. You canget any historical data you'd like by a data provider like OpenTick, eSignal, IQFeed. NT is not a market data vendor. Dierk NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
	Facebook Twitter YouTube

11-29-2007, 07:47 AM	#11
arilano Member Join Date: Nov 2007 Posts: 34 Thanks: 0 Thanked 0 times in 0 posts	ok sorry my misunderstandng, will contact the relevent parties for the data for backtesting, thanks dierk
	Facebook Twitter YouTube

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