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Quick Question From Non-NinjaTrader User


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Quick Question From Non-NinjaTrader User

  #1 (permalink)
 
furytrader's Avatar
 furytrader 
Lake Forest, IL USA
 
Experience: Intermediate
Platform: MultiCharts + CTS T4
Broker: Advantage Futures, IQFeed.net
Trading: YM, ES, EU, US, S
Posts: 153 since Jun 2011
Thanks Given: 109
Thanks Received: 147

I am writing some software that will utilize the Trade Execution data generated by NinjaTrader in the form of a .csv file, and I have a quick question on how NinjaTrader handles the symbology for data sources.

Here's my question - I know that NinjaTrader can use the following data sources:

Kinetick
IQFeed
eSignal
TradeStation
MetaStock

... along with some others.

When you're using any one of these data sources and you look at the "Execution" tab in the NinjaTrader Control Center, what appears in the column for "Instrument"?

For example, for some data feeds like IQFeed, the symbol for Japanese Yen Futures is JY while for others it's 6J.

Does the contents of the "Instrument" column depend on which data feed you're using, or is it always the same irrespective of what data feed you're using?

Thanks!

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shodson's Avatar
 shodson 
OC, California, USA
Quantoholic
 
Experience: Advanced
Platform: IB/TWS, NinjaTrader, ToS
Broker: IB, ToS, Kinetick
Trading: stocks, options, futures, VIX
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For futures it's usually instrument + contract MM-YY like "ES 12-13" or "CL 09-13"

For stocks, it's just the stock symbol

Here a screen shot of my Executions tab my strategies took today

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  #3 (permalink)
 
Fadi's Avatar
 Fadi 
Luxembourg
 
Experience: Advanced
Platform: NinjaTrader
Broker: IB / Kinetick
Trading: ES, CL
Posts: 485 since Apr 2012
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Her's how we configure the instrument in NT7.
As you can see, we insert the symbol for each datafeed, but what appears in the execution tab is the master symbol we configure/chose for that instrument.

For your particular example, I have chosen 6J as my master instrument name, but for each datafeed, I have put the corresponding ticker (again, as you can see in the attached picture).

Successful people will do what unsuccessful people won't or can't do!
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furytrader's Avatar
 furytrader 
Lake Forest, IL USA
 
Experience: Intermediate
Platform: MultiCharts + CTS T4
Broker: Advantage Futures, IQFeed.net
Trading: YM, ES, EU, US, S
Posts: 153 since Jun 2011
Thanks Given: 109
Thanks Received: 147

Thanks Fadi and Shodson - this is very helpful!

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Last Updated on October 8, 2013


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