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Minimum tick movement vs 1 contract value
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Minimum tick movement vs 1 contract value

  #11 (permalink)
Trading for Fun
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max-td View Post
to complete the hint -collection here :

the NinjaTrader - Instrument Manager (Tools > Instrument Manager )
also gives you an overview of tickvalues + more of your contracts :

you see how much 1 full point is worth in $$
and what value the smallest possible size (ticksize) is.

then you need some maths

Great job Max and very handy.

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  #12 (permalink)
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max-td View Post
to complete the hint -collection here :

the NinjaTrader - Instrument Manager (Tools > Instrument Manager )
also gives you an overview of tickvalues + more of your contracts :

you see how much 1 full point is worth in $$
and what value the smallest possible size (ticksize) is.

then you need some maths

The NinjaTrader settings are 98% correct, but

-> I have found some false settings as well: the only legitimate source remains the exchange

-> there are some instruments (softs, including SB, KC, CT) which - although officially quoted in cents - are quoted in $ by some brokers and data providers, so this may need to be adjusted

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  #13 (permalink)
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Fat Tails View Post
The NinjaTrader settings are 98% correct, but

-> I have found some false settings as well: the only legitimate source remains the exchange

-> there are some instruments (softs, including SB, KC, CT) which - although officially quoted in cents - are quoted in $ by some brokers and data providers, so this may need to be adjusted

If you ever find values in the Instrument Manager that are invalid or not update to date, please report it so we can update the database.

Thanks.

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  #14 (permalink)
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NinjaTrader View Post
If you ever find values in the Instrument Manager that are invalid or not update to date, please report it so we can update the database.

Thanks.

I think there is a Known Issue with ICE/NYBOT as per here:

https://futures.io/commodities-futures-trading/8735-ice-nybot-prices-help.html

Depending on your data vendor you may or may not have an issue. But correct me if I'm wrong...

Also, its time to get 2012 contracts into Instrument Manager so one can follow the various curves. I recognize that Static Data Management (such as Instrument Manager) is a full-time job at some shops but its great Ninja does most of the work for me.

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  #15 (permalink)
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NinjaTrader View Post
If you ever find values in the Instrument Manager that are invalid or not update to date, please report it so we can update the database.

Thanks.

That is what I have done in the past.

It had only affected two or three of the less known (but still liquid) futures contracts.

The only problem that I currently have is with SB (same with CT and KC). But this is specific to my configuration. Interactive Brokers quotes these in $ (which is not in line with the contract definition).

The daily data of Interactive Brokers cannot be used with Ninjatrader in CET (GMT+1) , as NinjaTrader will only display four daily bars per week for a number of instruments (all instruments with session close after midnight local time). I am not complaining about this (as I did with NT 6.5), because I can use Kinetick EOD, which is better quality anyhow.

However, Kinetick quotes SB prices in cents (as should be according to contract definition).

Problem occurs, if I use an indicator that loads daily bars onto my intraday chart. I will have daily prices in cents, and intraday prices in USD. This is not a big deal, as all indicators can be adapted for the 3 instruments to comply with the problem (division of daily data by 100).

It would of course be preferable, if the Kinetick adapter would allow for division by 100 via the symbol settings. In this case I would not have to recode the indicators, if I want to trade SB (or KC, CT).

But this is just a suggestion for further improvement.

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  #16 (permalink)
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MXASJ View Post
I think there is a Known Issue with ICE/NYBOT as per here:

https://futures.io/commodities-futures-trading/8735-ice-nybot-prices-help.html

Depending on your data vendor you may or may not have an issue. But correct me if I'm wrong...

Also, its time to get 2012 contracts into Instrument Manager so one can follow the various curves. I recognize that Static Data Management (such as Instrument Manager) is a full-time job at some shops but its great Ninja does most of the work for me.

Someone on my team will be looking into this over the next few days and if we find any inaccuracies, we will report here and resolve them for our next update.

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  #17 (permalink)
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Fat Tails View Post
It would of course be preferable, if the Kinetick adapter would allow for division by 100 via the symbol settings. In this case I would not have to recode the indicators, if I want to trade SB (or KC, CT).

But this is just a suggestion for further improvement.

Thanks Fat Tails,
I have sent this over to Josh to log in our feature suggestion database.

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  #18 (permalink)
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NinjaTrader View Post
Thanks Fat Tails,
I have sent this over to Josh to log in our feature suggestion database.

I may have already requested it. But it is really a "nice to have", not a high priority issue. It only occurs with two colliding data feeds and there is a workaround available. So I am not very excited about this

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  #19 (permalink)
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NinjaTrader View Post
If you ever find values in the Instrument Manager that are invalid or not update to date, please report it so we can update the database.

Thanks.

The tick size of the Bobl ( FGBM ) always seems to be set at the old size ( 0.005 ) instead of ( 0.01 ) in NinjaTrader. I go in to the instrument manager and change in on fresh installs since Eurex changed the tick size from 0.005 to 0.01 in the spring of '09.

Math. A gateway drug to reality.
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  #20 (permalink)
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traderwerks View Post
The tick size of the Bobl ( FGBM ) always seems to be set at the old size ( 0.005 ) instead of ( 0.01 ) in NinjaTrader. I go in to the instrument manager and change in on fresh installs since Eurex changed the tick size from 0.005 to 0.01 in the spring of '09.

In NinjaTrader 7.0.1000.4, my FGBM is by default set to 0.01. I don't recall how long ago this was changed but you could try Tools > Options > Data > Reset Instruments to set it factory default.

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