Euribor + general

[jp_kettunen]

Hello,

Managed to access Euribor data after having defined the master instrument as 'LFI', following Zen-Fire instructions. Noticed, too, that the instrument is not supported by the NT data server (no historical data). Would like to know the following:

1) In general, is it the data feed provider who defines which symbol (master instrument) works for each product? For example, Euronext Liffe uses 'I' for the Euribor futures contract on their website, but 'I' did not work with Zen-Fire.

2) What's the meaning of the Misc/symbol map sheet? Once I got that master instrument right, changing instrument symbols for Zen-Fire (tried LFI, I and blank) did not appear to have any effect.

3) Planning to start supporting Euribor on your server?

JP

[NinjaTrader_Kyle]

Hi jp_kettunen,

Thank you for your post.

1.) Correct, in most cases it would be the data provider that assigns the symbol.

2.) Since NinjaTrader allows you to connect to multiple data providers we use the symbol map feature to keep those providers, who in some cases will use different symbols, in the same 'master instrument.'

This way, if you were charting an instrument that is listed as a different symbol on provider A than it is on provider B, you would not need two instruments. Rather, you would use the master instrument that contains mapping for provider A and B.

3.) I will forward your request to add this to our historical data server on to my development team for further consideration.

[jp_kettunen]

Regarding point #2:

I'd expect the system to function exactly as you described, i.e. that the user defines the symbol for the 'master instrument' as he/she wants, and connects it to the symbol used by the data feed provider thru the symbol map. Now, if I redefine the master instrument as 'I' instead of 'LFI', and keep all the other setting constant, incl. the symbol map, the super DOM does not recognise the instrument any more! Tried this many times by removing / adding instrument to the default list. Do I need to restart the whole app?

[NinjaTrader_Kyle]

Hi jp_kettunen,

Thank you for your reply and the clarification.

I will need to confirm with my development team at what level the Master Instrument setting impacts the instrument itself. Please expect an update tomorrow.

[jp_kettunen]

OK, this Euribor case is strange, because there's no corresponding problem with Short Sterling (master instrument 'L', Zen-Fire 'LFL'), nor FTSE 100 (master instrument 'Z', Zen-Fire 'LFZ', both work fine. Waiting for your insights... still within this decade
JP

[NinjaTrader_Kyle]

Hi jp_kettunen,

Thank you for your reply.

Just to clarify, when configuring the Three Month Euro (EURIBOR) Interest Rate Futures instrument, did you enter the LFI symbol mapping in this instrument?

On my end, this was sufficient to receive data. You had to create a new master instrument?

[jp_kettunen]

Yes, symbol map Zen-Fire: 'LFI' - but the Super DOM does not show any price data unless I define the master instrument as 'LFI' (which shouldn't have any significance, right?). More strangely, once the master has been defined as 'LFI', the symbol map settings do not have any effect! As I wrote before, 'L' & 'Z', two other Liffe products, behave logically, this oddity relates solely to Euribor. Can this have anything to do with the products supported / not supported by your price server?

[NinjaTrader_Kyle]

Hi jp_kettunen,

Thank you for your reply.

This would not be a result of the data server not having the instrument loaded.
Please send me a note to Support [AT] NinjaTrader [DOT] com with 'ATTN: Kyle' in the subject line.

In the message, please include the following:
1.) A link to this forum thread.

2.) Your most current trace file.
You will find the trace file here: My Documents > NinjaTrader 6.5 > Trace > trace.YYYYMMDD.txt