Import TradeStation EDH10 fails

[cborjon]

I am trying to import historical data from TradeStation (TS) and get the following error. "Unable to import file 'C:\....\db\import\EDH10.txt'. Instrument is not supported by repository.

It seems to be just a problem with EDH10 (GE 03-10 in NinjaTrader) as I have been able to import EDU09 and EDZ09 without a problem. Even in the orders tab when I select GE 03-10 it does not look like it is getting the feed from TS.

As with EDU09 (GE 09-09) and EDZ09 (GE 12-09), I have the NTExternalFeed and the NTDataDownload strategies running in a 1 min barchart of EDH10. The "download" part is working as the EDH10.txt file is being created and it looks to be in the same format as the EDU09.txt and EDZ09.txt files. It almost looks like NinjaTrader is hiccupping on the symbol mapping of the H10 part. Any ideas?

[NinjaTrader_Bertrand]

Hi cborjon, so for Sep and Dec 2009 EuroDollar contract all is working properly, like realtime data and historical data import, but just not for the Mar 2010 one?

[cborjon]

That is correct. Sep and Dec are working.
I did some more testing. I added a chart for the CAD/USD future CdM09 (TS) or 6C 06-09 (NT) and it worked. I also added a chart for CDH10 and it failed. It looks to be a year thing.

[cborjon]

Fed Funds futures also display the same issue. FFM09 is ok FFF10 fails.

[NinjaTrader_Bertrand]

Thank you for reporting back cborjon - I will test this and get back to you.

[cborjon]

What is the status?

Bertrand -
I went on vacation so I never followed up. Did you ever get a chance to test this? The problems definitely seems to be with contracts dated 2010.

Thanks,
Chris

[NinjaTrader_Bertrand]

Chris, thanks for ringing my bell on this one - I tested this on the CD contracts and found it all to be working well for 2009, the contracts for 2010 have no trading volume at this point, so I think this is the underlying issue.

[cborjon]

Can you test it for the GEH10 contract

I am not sure what the CD contracts are. Could you please test it for the Eurodollar contracts on GLOBEX. For example try March 2010; it is the seventh quarterly expiration for the Eurodollar futures series. There is plenty of open interest at 783,010 contracts there. The symbol on GLOBEX is GEH1; for the CME the symbol is EDH1; for Ninja it would be GE 03-10.

[NinjaTrader_Bertrand]

CD is just the Cad Dollar, I'll test the the EuroDollar and update you here.

[cborjon]

Contracts

Duh I should have known that CD was for the Canadian dollar, but I have grown so used to Ninjatrader's use of 6C for the CD contracts I forgot.

One thing...just to make sure. I am referring to the Eurodollar deposit futures contracts ED (or GE on GLOBEX) not the EC or Euro/$ Fx futures.

[NinjaTrader_Bertrand]

Thanks for bringing this to our attention cborjon, this will be fixed in our next NinjaTrader update, thanks!