Trading Australian Stocks?

[paulchow2k]

Yes,
you can use interactive brokers. Works fine and IB's Data subscription is only $40 per month.

Paul

Hi All,

Can anyone comment on options for feeding ASX EOD data into Ninja?

There is the Yahoo feed, but I'm having trouble with it.
I use Barchart for other EOD data, but unfortunately they don't seem to provide ASX data.
IQ Feed doesn't seem to provide ASX data
eSignal - probably way too expensive.

Are there any other options?

Thanks a lot!

[waverider]

Options for ASX Stock Data?

Hi All,

Can anyone comment on options for feeding ASX EOD data into Ninja?

There is the Yahoo feed, but I'm having trouble with it.
I use Barchart for other EOD data, but unfortunately they don't seem to provide ASX data.
IQ Feed doesn't seem to provide ASX data
eSignal - probably way too expensive.

Are there any other options?

Thanks a lot!

[NinjaTrader_Dierk]

Yes, with NT7 you can configure the TickSize value for stocks (to e.g. 0.001).

[paulchow2k]

3. 2 Decimals limit on stocks so [Any stocks > $2 is fine]

Hi guys,
Can you please let me know if NT7 allows us to have equities with more than 2 decimal places?

Most equities under $2 here in Australia have more than 2 decimal places and thanks to the latest Global financial crisis, quite a number of our stocks are reaching or have gone below $2!

regards

Paul

[paulchow2k]

I am using IB as my data provider. I can create a watchlist but it seems that much of the data such as ask bid will not show up unless there has been a trade today. Is this correct? Also a number of stocks I track are to 3 decimals. Would this be a reason they do not show any data up in Market analyser. One instrument WRK I can not get any data for no matter what I do, even though it is on my IB watch screen.

WRK only has 7 trades today but ninjatrader will need data from IB. So these are the following things you need to enable in IB:

1. ASX Exchange Feed $38.5 per month
2. Market Hours [IB's Bid/Ask will disappear once the ASX market is closed.
3. 2 Decimals limit on stocks so [Any stocks > $2 is fine]

But saying that I've no issues with any ASX securities on NT 6.5 including minute chart or it on Market Analyzer.

Regards

Paul

Hint: you can also use Yahoo as your historical datafeed. For Day charts and that works fine for me too

[NinjaTrader_Jason]

Hello cptrader,

Can you please tell me which instruments display this behavior.

Please ensure the Default and the Asx exchange are enabled for the WRK stock. Ensure this is the case for all Australian stocks traded on the Asx.

Stocks can only use 2 digits in our software.

[cptrader]

Market Analyser and ASX stocks

I am using IB as my data provider. I can create a watchlist but it seems that much of the data such as ask bid will not show up unless there has been a trade today. Is this correct? Also a number of stocks I track are to 3 decimals. Would this be a reason they do not show any data up in Market analyser. One instrument WRK I can not get any data for no matter what I do, even though it is on my IB watch screen.

[paulchow2k]

Hello Paul,

That would be the easier way if you use IB as well. Unfortunately I do not see any other faster way.

Thanks Jason,
Unfortunately IB does NOT use "XXX.AX" as symbols...

regards

Paul

[NinjaTrader_Jason]

Hello Paul,

That would be the easier way if you use IB as well. Unfortunately I do not see any other faster way.

[paulchow2k]

Thanks Jason,
The only issue is that Yahoo requires XXX.AX Symbols while Interactive Brokers only requires XXX as Symbols.

I'm appending ".AX" to each YAHOO security manually so I can access Yahoo's histrical Database. Please let me know if that's easier way. Otherwise, I'll just modify them manually.

regards

Paul

Hello paulchow2k,

This is possible upon importing a list of stock symbols. You will type in the symbols as in : XXX.AX,XXX.AX, etc.

Set the exchange and other settings accordingly. More information can be found at the link below.

http://www.ninjatrader-support.com/HelpGuideV6/ImportingAListOfStockSymbols.html

The imported instruments are named XXX.AX and will use the same symbol mapping for each data feed in the Misc-tab of its Instrument Editor window.

[NinjaTrader_Jason]

Hello paulchow2k,

This is possible upon importing a list of stock symbols. You will type in the symbols as in : XXX.AX,XXX.AX, etc.

Set the exchange and other settings accordingly. More information can be found at the link below.

http://www.ninjatrader-support.com/HelpGuideV6/ImportingAListOfStockSymbols.html

The imported instruments are named XXX.AX and will use the same symbol mapping for each data feed in the Misc-tab of its Instrument Editor window.

[NinjaTrader_Ben]

Hello,

Someone will look into this as soon as possible. Thank you for your patience!

[paulchow2k]

On item #2, this has been forwarded to development for further investigation.

Thanks Ray,
1 more thing. When I'm importing ASX stocks into NinjaTrader, is it possible to append ".ax" in ALL the Yahoo Symbol map if I select "ASX" in the instrument List?

[NinjaTrader_Ray]

On item #2, this has been forwarded to development for further investigation.

[paulchow2k]

Thanks Josh,
For me, there are 2 more question which remains un-answered..

1: With stocks on large volume, is it possible to include a ',' in the Time & Sales, if it's over 1000? eg 20145 would look better as 20,145.

2: How will large volume on Time and Sales Issue be resolved?

http://www.ninjatrader-support2.com/vb/showthread.php?p=81989#post81989

regards

paul

NT7 will allow for smaller tick sizes on equities.