Instrument Settings Miscellaneous

[Harry]

Just had a look on instruments and instrument settings for energy futures.

Instruments:

There is a choice selection of illiquid instruments with virtually no trades or open interest:

BH Heating Oil Financial Futures
RT Gasoline Financial Futures
HP Natural Gas Financial Futures
QU E-mini Gasolline
QH E-mini Heating Oil

These instruments can only be traded by mistake and should not be in the instrument list.

However, the really liquid instruments, the futures contracts RB for gasoline and HO for heating oil (daily volume for both above 100,000 contracts) are missing.

Would you add them? Attention with the IB symbols, they will probably need those funny symbols HO||||1 and RB||||1.

[Harry]

UB symbol for Kinetick

Could you also add a Kinetick symbol for ultra-bonds UB, please.

Volume is about 30,000 contracts per day.

[NinjaTrader_RyanO]

Hi Harry,

Thank you for your post, and for the suggestions regarding the Instrument Manager.

Since it is possible to supplement the Instrument Manager by adding the instruments directly (http://www.ninjatrader.com/support/h...e_database.htm) I have forwarded a suggestion to development to include these instruments as part of the Default Instrument Manager.

[Harry]

Hi Ryan,

thanks for your answer. When adding instruments, you could also add 6N. Not that much traded, but interesting to have a look at from time to time.

[NinjaTrader_RyanO]

Hi Harry,

I will gladly forward the 6N as an instrument to add to the default list Instrument Manager, as well.

[Harry]

Sorry for doing this bit by bit, just write down something here, when it occurs...

Ethanol futures ZE:

Consider changing the name
Symbol Mapping for Interactive Brokers/Barchart incorrect.

[NinjaTrader_RyanO]

Hi Harry,

It would work to update the thread as I alerted development to the addition of particular instruments as well as the thread itself, so if you have any updates you can just add them here since I have passed along this forum thread as part of the enhancements to the Instrument Manager.

[Harry]

Hi Ryan,

thanks for passing the info on. If I notice anything else, will put it down here. Today this came just to my attention, as I modified the holiday settings for some indicators.

[unter821]

Hi Harry,

I am following your threads since some time. You seem to be one of the more informed guys here...

The reason for my reply is following: I have the same issues like you with this instruments settings (especially for the commodities) since some time and most of it seems to solved but I have still issues with European energy contracts Brent and Gas Oil.

Although I am already using this special notation for IB (GOIL||||1, COIL||||1), I still have problems in getting correct trades there. I have the correct position on in IB TWS, but the attached stops loss orders are missing and the trades are not visualized in the NT charts.

Any ideas how this could be solved. By the way is the NG issue solved, because I have similar problems there.

Thx for any feedback on that,
Peter

[Harry]

I will test it on my side. It works for CL, but I have not tried for GOIL or COIL.

Hi Harry,

I am following your threads since some time. You seem to be one of the more informed guys here...

The reason for my reply is following: I have the same issues like you with this instruments settings (especially for the commodities) since some time and most of it seems to solved but I have still issues with European energy contracts Brent and Gas Oil.

Although I am already using this special notation for IB (GOIL||||1, COIL||||1), I still have problems in getting correct trades there. I have the correct position on in IB TWS, but the attached stops loss orders are missing and the trades are not visualized in the NT charts.

Any ideas how this could be solved. By the way is the NG issue solved, because I have similar problems there.

Thx for any feedback on that,
Peter

[unter821]

Harry,

On my executions tab you can see, that NT assumes that I got the April contract for Gas Oil and the Februar contract for Brent. However IB TWS executed both orders for March contracts.

What I just found out is that I probably used the wrong instrument for trading Brent. There are two available BRN and BC and I used BC. However the execution I got was for BRN, so maybe that is reason.

The IB instrument mapping used for BRN is COIL|IPE. So maybe we can solve the issue on this way.

Rgds, Peter

[unter821]

Anyone from Ninja Support, who can answer this question??

[NinjaTrader_Brett]

Hello,

Anytime you have a contract that is executed one month back then it should as its reported incorrectly from IB. You have to apply the fix inside NinjaTrader too.

Therefor your mapping would like this:

COIL|IPE|||1

Let me know if I can be of further assistance.

[Harry]

Which is correct COIL||||1 or COIL|IPE|||1 ???

I have two questions, one relating to BRN, the other to symbol mapping.

BRN refers to IPE, but if I look at the synbols for Kinetick and DTN/IQ, it reads QBZ, which according to their symbol guide is Brent-Crude Oil Last Day Financial traded at NYMEX. The IB symbol for BRN is simply inexistant.

This is a problem with many NinjaTrader symbols that they are all mixed up. I did not touch BRN so far. Now what is BRN meant to be?

I use BC (Brent Crude) with the symbol mapping COIL||||1 for Interactive Brokers. It is now the first time ever that I have seen or heard a mapping COIL|IPE|||1.

Which one of the two is correct?

I admit that I do not reset my instruments, because there are so many false mappings, rollover dates and everything in the NinjaTrader default settings, that it would be several hours of work to get it correct again.

[NinjaTrader_RyanO]

Hi Harry,

With the Brent Crude on the ICE exchange and Brent Crude Financial Futures they are two separate contracts.

With IB the BRN contract will be mapped to COIL|IPE|||1, which will make sure that it routes to the correct exchange, which is the ICE, and includes the offset based on a previous issue with energy contracts and IB, which I am including for outside reference:

http://www.ninjatrader.com/support/forum/showthread.php?t=16341&page=10

However, with IB there is also a BZ contract for the Brent Crude Last Day, and that is symbol BZ:

http://www.interactivebrokers.co.uk/contract_info/v3/index.php?action=Conid%20Info&wlId=IB&conid=45631564&lang=en

As for Kinetick the symbol for the Brent Crude Last Day is correct with QBZ, but there is another symbol for the Brent Crude on the ICE which is EB.