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Quick Question From Non-NinjaTrader User
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Quick Question From Non-NinjaTrader User

  #1 (permalink)
Elite Member
Chicago, IL USA
 
Futures Experience: Intermediate
Platform: MultiCharts + CTS T4
Broker/Data: Advantage Futures, IQFeed.net
Favorite Futures: YM, ES, EU, US, S
 
furytrader's Avatar
 
Posts: 153 since Jun 2011
Thanks: 109 given, 144 received

Quick Question From Non-NinjaTrader User

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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  #2 (permalink)
 Vendor: www.probabletrades.com 
OC, California, USA
 
Futures Experience: Advanced
Platform: IB/TWS, NinjaTrader, thinkorswim
Favorite Futures: stocks, options, futures, VIX
 
shodson's Avatar
 
Posts: 1,859 since Jun 2009
Thanks: 480 given, 3,254 received

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)
Elite Member
Luxembourg
 
Futures Experience: Advanced
Platform: NinjaTrader
Broker/Data: IB / Kinetick
Favorite Futures: ZN
 
Fadi's Avatar
 
Posts: 482 since Apr 2012
Thanks: 650 given, 625 received


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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  #4 (permalink)
Elite Member
Chicago, IL USA
 
Futures Experience: Intermediate
Platform: MultiCharts + CTS T4
Broker/Data: Advantage Futures, IQFeed.net
Favorite Futures: YM, ES, EU, US, S
 
furytrader's Avatar
 
Posts: 153 since Jun 2011
Thanks: 109 given, 144 received

Thanks Fadi and Shodson - this is very helpful!

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