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Old 10-03-2010, 05:31 AM   #1
kkgeorge
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Default Adding master instruments programatically

Hi,

Is there a way to programatically add a master instrument? I can't use the "Import stock symbol list" menu as what I need to add a a whole bunch of instruments (1000+) of type index.

Thanks,
--kkg
Last edited by kkgeorge; 10-03-2010 at 05:31 AM. Reason: Modified title.
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Old 10-03-2010, 08:07 AM   #2
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Add() does that however 6.5 does not support multiple instruments 7.0 however does.
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Old 10-03-2010, 12:58 PM   #3
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kkgeorge, unfortunately this is not possible.
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Old 10-03-2010, 11:26 PM   #4
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Thanks for the response. I solved the problem in a different manner.

What I did was to create a file called Instruments.txt with the list of all of the instruments I needed to add in the format described in c:\Program Files\NinjaTrader 7\db/Instruments.txt. Then I copied this files to 'My Documents\NinjaTrader 7\db". Restarted NinjaTrader and all my instruments got added in the manner I needed it to.

BTW in case folks are interested I was basically trying to use NinjaTrader with NSE stocks. The point to note is that if you add it as InstrumentType Stock, you will see that no data gets downloaded. Instead if we create all of the stocks with InstrumentType set to Index, data gets downloaded without any issues. Now I needed a way to bulk load all of the NSE stock symbols in and that is why I asked the question on how to modify the InstrumentType. Using the method I described in my previous para, I have not most of the symbols loaded and historical data is getting downloaded as I write this.

Hopefully other folks will find this interesting.

BTW in case any of the NinjaTrader developers are listening, the InstrumentManager interface(s) needs dramatic improvements. I in general like NinjaTrader but the InstrumentManager UI needs dramatic improvement.
--kkg
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Old 02-06-2011, 02:22 PM   #5
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Thanks kkgeorge you saved my day and night :-)
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Old 10-11-2011, 02:54 AM   #6
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Hi I was wondering if there is a way to change the symbol mapping for a group of stocks (eg CBA-ASX in the way kkgeorge has updated his instrument list?
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Old 10-11-2011, 03:44 AM   #7
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David, you could modify the instruments.txt file for the mappings as outlined by the earlier post, but we would not be able to offer support for those approaches unfortunately.
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Old 10-11-2011, 04:20 AM   #8
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Thanks for your respone
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Old 10-14-2011, 02:20 AM   #9
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Hi Bertrand
I know you said that you can't provide support for this approach but it's just not feasible for me to import 2500 ASX stocks one by one, since the esignal mapping has a "-" which the import utility won't accept.

Could you just confirm whether the symbol mapping is stored in the "instruments txt" file, as I can't find anything in there regards to symbol mapping or is it actually stored in the "NinjaTrader.sdf" file?

Thanks in Advance
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Old 10-14-2011, 02:27 AM   #10
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It's stored in the Instruments.txt file, please make a copy of it and open it up in your favorite text editor, then go to the second section named 'Instruments' - the formatting setup including the sequence of brokerage / technology mapping names is outlined then.
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Old 10-14-2011, 03:55 AM   #11
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Hi Bertrand

I did look in the 2nd section "Instruments" however all it says in there about the mapping is
" ** external mappings are defaulted to TradeStation instruments"

I have been able to add the instruments by typing

WPLASX ; ; US Equities RTH ; 1 ; 0; ; 7; 1; 0.001; http://finance.yahoo.com/q?s=aa; Asx; 28; ,,-,,,,,,-,-,,-,-,-,-,,,,-,,,-,-; WPL-ASX

but the mapping and tick size does not change?

Also where can I find ( Cbi.CurrencyId) ?
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Old 10-14-2011, 04:04 AM   #12
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That's not correct, it explicitly lists the sequence of brokernames and where you would need to add eSignal mapping then (the map itself would need to be looked up of course in the eSignal symbol guide on their webpage). Once you have changed the file, you would need to reset instruments under Tools > Options > Data to 'sync' those changes in. After that step, please restart NT7.

As this is completely unsupported territory, the currency id is not documented - 7 would be the USD, 3 the Euro and 1 the GBP.
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Old 10-14-2011, 06:14 AM   #13
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Sorry I didn't realize broker names meant that's where you put symbol mapping. That works great and it has saved me lots of time.

One last question, could you please tell me the Cbi.CurrencyId for Australian and Hong Kong Exchange Rates?
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Old 10-14-2011, 06:17 AM   #14
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Glad to hear that David:

AUD : 0
HKD : 4
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Old 10-14-2011, 06:26 AM   #15
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Thanks again you were a big help
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