NexusFi: Find Your Edge


Home Menu

 





Map Interactive Brokers Futures symbols in Ninjatrader


Discussion in NinjaTrader

Updated
    1. trending_up 581 views
    2. thumb_up 1 thanks given
    3. group 2 followers
    1. forum 1 posts
    2. attach_file 5 attachments




 
Search this Thread

Map Interactive Brokers Futures symbols in Ninjatrader

  #1 (permalink)
 Teduardo 
Melbourne, Australia
 
Experience: Intermediate
Platform: Sierra Chart
Broker: Phillip Nova SG, IBKR
Trading: Asian markets (HSI/MHI, N225M, K200/M)
Frequency: Several times daily
Duration: Minutes
Posts: 27 since Aug 2018
Thanks Given: 21
Thanks Received: 3

Hi all, I'm an NT newbie (SC user usually) and trying to map symbols from IB to NT with little success. As an example, trying to map K200M (Kospi 200 futures) - see attached screenshots inc. TWS contract description. I've tried various combinations of contracts/rollovers/exchanges with no luck and there's no specific NT help docs.

Further, is it possible to create continuous intraday charts using external data or can only plot specific contract months?

Appreciate any assistance.

Attached Thumbnails
Click image for larger version

Name:	K200M NT Mapping_1.PNG
Views:	69
Size:	30.2 KB
ID:	330451   Click image for larger version

Name:	K200M NT Mapping_2.PNG
Views:	59
Size:	36.2 KB
ID:	330452   Click image for larger version

Name:	K200M NT Mapping_3.PNG
Views:	60
Size:	10.2 KB
ID:	330453   Click image for larger version

Name:	K200M NT Mapping_4.PNG
Views:	58
Size:	4.6 KB
ID:	330454   Click image for larger version

Name:	K200M TWS Description.PNG
Views:	57
Size:	24.9 KB
ID:	330455  
Started this thread Reply With Quote

Can you help answer these questions
from other members on NexusFi?
REcommedations for programming help
Sierra Chart
How to apply profiles
Traders Hideout
Trade idea based off three indicators.
Traders Hideout
ZombieSqueeze
Platforms and Indicators
MC PL editor upgrade
MultiCharts
 
Best Threads (Most Thanked)
in the last 7 days on NexusFi
What is Markets Chat (markets.chat) real-time trading ro …
77 thanks
Spoo-nalysis ES e-mini futures S&P 500
55 thanks
Just another trading journal: PA, Wyckoff & Trends
37 thanks
Bigger Wins or Fewer Losses?
24 thanks
The Program
17 thanks
  #2 (permalink)
 
vsicth12's Avatar
 vsicth12 
Chicago, IL, USA
 
Experience: Advanced
Platform: TWS & NinjaTrader
Broker: IB
Trading: Minis & Micros of Indices
Posts: 13 since Mar 2022
Thanks Given: 3
Thanks Received: 16

Don't choose default as the exchange. Exchange name must be accurate for an IB feed. Use Eurex on that symbol. (obviously you must be subscribed to the Eurex feed in your IB account)
I don't know that I've ever had the "default" exchange work properly. Globex exchange used to work well, but that's fading away.
CME, CBOT, NYMEX, are the most common.
Whatever symbol that shows as working in TWS is what must be defined under the instrument in NT, i.e., GC@NYMEX, NQ@CME, ZS@CMOT, VIX@CFE (CFE is the symbol for CBOE, but not 100% of the time). I believe CBOE may have acquired the Chicago Futures Exchange at one point in time.
Also, I've only ever charted individual contract months. IB does have continuous contract symbols, but I'm uncertain if there's any reasonable liquidity on those instruments.
I'll play around with continuous tonight or tomorrow and let you know what I come up with.

When you're doing the symbol mapping for IB, after creating a new instrument, you typically need to map the IB symbol + a | (or @) + <exchange name>, i.e., K200M@EUREX, or K200M|EUREX (all caps preferred)
Eurex Paris = MONEP

Check back to see if I come up with anything new on this topic.



Teduardo View Post
Hi all, I'm an NT newbie (SC user usually) and trying to map symbols from IB to NT with little success. As an example, trying to map K200M (Kospi 200 futures) - see attached screenshots inc. TWS contract description. I've tried various combinations of contracts/rollovers/exchanges with no luck and there's no specific NT help docs.

Further, is it possible to create continuous intraday charts using external data or can only plot specific contract months?

Appreciate any assistance.


Reply With Quote
Thanked by:




Last Updated on March 19, 2023


© 2024 NexusFi™, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
All information is for educational use only and is not investment advice. There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Privacy Policy - Downloads - Top
no new posts