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NT8 and native calendar spreads?
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Created: by cassb Attachments:3

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NT8 and native calendar spreads?

  #1 (permalink)
Victor, NY
Posts: 8 since Jul 2011
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NT8 and native calendar spreads?

I see that SodyTexas set up a CL native spread in NT7 as CLES1. I have a CQG data feed and NT8 and am trying to set up to trade native spreads too.

No luck so far, and I think I have copied what SodyTexas did in my NT8 setup, see my screen shots. But when I try to add a CLES1 06-17 instrument so I can put it on a chart, it says "Invalid instrument name". Has anyone successfully set up and charted an exchange traded spread like this in NT8? I have tried different combinations of symbols, like CLES1 06-17, CLES1 07-17, CLES1, CLES1N7, CLES1N17, CNES1N 06-17, CLEAS1 N17, CLES1-N17.... none work. I believe the actual CL Calendar Spread symbol for the Jun-Jul 2017 spread would be CLES1N7, correct? Why can't I enter this in NT8 if the CQG data feed supports it?

I called the CQG Chicago office and asked their support if they could help set up the spread in NT8, but they didn't know how. She said that what I'm trying to trade on their system would be CLESM-CLESN, but that doesn't work in NT8 either.


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NT8 and native calendar spreads?-cles1-1.png   NT8 and native calendar spreads?-cles1-2.png  
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  #2 (permalink)
Victor, NY
Posts: 8 since Jul 2011
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Anyone? Anyone? Bueller?

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  #3 (permalink)
Bay Area California
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cassb View Post
Anyone? Anyone? Bueller?

As far as I remember, Neither nt7 or nt8 handle exchange traded spreads.

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  #4 (permalink)
Victor, NY
Posts: 8 since Jul 2011
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Yes, "officially" from NinjaTrader that is true. However, I have seen some posts from on futures.io about people who got it to work in NT7. SodyTexas was one of them.


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  #5 (permalink)
Louisville KY
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Can someone provide the link to what SodyTexas did please?

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  #6 (permalink)
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1983tops View Post
Can someone provide the link to what SodyTexas did please?

I don't know what @SodyTexas did but the idea is to create a symbol with the right mapping, see screenshot as an example.
The exchange has to be "defaut" and not the right one (at least from what I found).
No success to map a symbol from IB (it should be TSLA 180817C00350000 in my example) yet.
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