Instrument Settings

[Harry]

Sorry, could not find the old threads through search, so starting this thread just to make a couple of suggestions for instrument settings. These are minor observations, as the user can change them anyway. My motivation is to reduce my work load after an instrument reset.

DX: Default session template under instrument settings is now 24/7. The correct session template is available and would be IPE Europe Futures.

This would be also the correct ETH session template for TF, so it is a funny idea to name this IPE Europe Futures. Maybe you could rename it or create a new template for ICE traded instruments?

[NinjaTrader_Kyle]

Hi Harry,

Thanks for your post.

I'll forward your comments here on for further consideration.
Thanks for your feedback!

[Harry]

GC (gold futures) , SI (silver futures), BC (Brent Crude futures).

Under instrument settings there are no Kinetick symbols.

The website www.kinetick.com does not have any symbol guide. At least I could not find it.

(1) Could you add the symbols, please?

(2) Is it possible to access a symbol guide for Kinetick, if I want to look up other symbols?

[Harry]

Symbols for GC and SI seem to be QGC and QSI, Symbol for BC is not @EB but simply EB?

[NinjaTrader_Tim]

Hi Harry,

Currently, we do not have a lookup on the Kinetick site, however this is something we are working on. For now, please let me know if you're looking for any specific list, and I'd be happy to provide that to you. (send a note to Support with Attn: Tim in the subject)

The Market Metrics list is avail. at: http://www.kinetick.com/market-metrics

As for the symbols you mentioned, the BC is indeed just EB, not @EB as the default symbols incorrectly suggest.

[Harry]

Instrument Settings for SB

If I want to set up SB for Interactive Brokers,

would the correct symbol mapping be SB or SB||||1 ? I am asking this question, because SB expires prior to the contract month.

[Harry]

Instrument mapping for BC

Also I noticed that there was no Interactive Brokers symbol for BC. As it is complicated, it would be better to put in the correct default setting COIL||||1.

[Harry]

SB settings

It seems to work with SB||||1. Also had to change the ticksize to 0.0001 and reload the data.

[NinjaTrader_Tim]

Hi Harry,

I see, did you get the IB symbol mapping from a specific link? Perhaps you could share that for other curious about the topic.

[Harry]

No link, it is just a guess. Thtat is the reason I posted here.

Hi Harry,

I see, did you get the IB symbol mapping from a specific link? Perhaps you could share that for other curious about the topic.

[NinjaTrader_Tim]

Harry,

I see, thank you for sharing that information. I use IB Workstation to find that information, as I'm guessing you likely did as well.

[Harry]

Tim,

I did not find that information anywhere. I know that for ages NinjaTrader 6.5. executes orders in the wrong contract month for all energy futures. The problem is that NT defines contract month as the nominal contract month, where as Interactive Brokers defines contract month as the month of the last trading date. This causes the problem for all futures contracts with a last trading date prior to the nominal contract month.

To my knowledge the instruments CL, RB, HO, NG, BC and SB expire prior to the nominal contract month, so they cannot be traded with NT 6.5. / IB. The bug is still being cultivated.

For NT 7.0 there is a workaround that has been adopted for CL, so the NinjaTrader symbol for CL is CL||||1 per default. I simply extended this solution to RB, HO, NG, BC and SB, without knowing whether this is correct. I do not think that you will find information on this specific NinjaTrader problem with IB workstation.

Harry,

I see, thank you for sharing that information. I use IB Workstation to find that information, as I'm guessing you likely did as well.

[NinjaTrader_Bertrand]

Harry, you're correct the tweaked symbol mapping is accepted in NT7 to work around this issue - we're currently extended the preset mappings to reflect the other markets affected.

[Harry]

Thanks for the answer. Just wanted to know whether the adapted solution is correct.

Harry, you're correct the tweaked symbol mapping is accepted in NT7 to work around this issue - we're currently extended the preset mappings to reflect the other markets affected.

[Harry]

Insstrument settings SB

-> January contract is illiquid, should be deleted (please!, I never how to enter 2 offsets for the same date).

-> Interactive Brokers displays SB in USD, Kinetick displays it in cents. So if I load down the rollover offset (rollover date 15.September), I will have 0.95 cents from daily data (Kinetick) transformed to USD 0.95 for intraday charts. Not a big deal as the offset can be overridden manually.