Instrument Settings Miscellaneous

[Harry]

The Gasoil Futures are now working with the symbol GOIL (nothing added). I was not aware that there was another instrument GAS defined. In my NinjaTrader 6.5 installation there was no GAS and I had therefore added G. With two instruments having the same symbol mapping GOIL, it could not work, which explains the problem.

All symbols now working as expected. Thank you again for your help.

[NinjaTrader_RyanO]

Hi Harry,

Thank you for that information regarding the GOIL contract. Both the G and GAS futures contracts are pre-loaded in NinjaTrader, but the GAS future is the one with the GOIL symbol mapping with IB.

So long as both instruments, G and GAS, are not using the same symbol mapping, GOIL, then we will be able to see order execution updates from IB.

Glad to hear everything, then is now working as expected.

Ryan

[Harry]

When I use Kinetick EOD and Interactive Brokers, there is a small problem for the SB future.

Kinetick quotes in cents, and Interactive Brokers quotes in US-$. The values on my daily charts are therefore 100 times higher than the values on my intraday charts.

Can this problem be addressed via symbol mapping? It is just that I love those daily pivots, and they are bit far away from price.

[NinjaTrader_RyanO]

Hi Harry,

With the SB contract there are two locations of that, one is on the Nymex and the other is on the Nybot.

The Kinetick symbol for the pre-defined SB contract is @SB and quotes the data in the same manner as the Nybot exchange.

However, with Kinetick there is another symbol QYO for the Nymex exchange Sugar No. 11 which quotes the data in the same manner as IB.

With Kinetick you can not adjust the symbol mapping to modify the decimal position but you could with IB, but you would not want to do that in this case because then IB would not recognize the format of the contract.

So, what you will want to do is make sure that if you are viewing the SB contract on the Nymex exchange you use the QYO symbol for Kinetick, but if it is the SB contract on the the ICE exchange then you will want to use @SB.

[Harry]

Ryan, first the NYMEX contract has the code YO, not SB. Second it is completely illiquid. This is theory and not interesting.

The only contract SB is traded at ICE/NYBOT. IB quotes in US-$, although the contract is denominated in cents. Kinetick quotes in cents. The problem remains. For the future, it would be nice, if there was an option to switch the Kinetick feed from cents to US-$, so I can use the data together with broker data.

As you said there is no point to change this with IB, as the order can no longer be executed.

For the pivots indicator I can address the problem by modifying the code for my needs.

Hi Harry,

With the SB contract there are two locations of that, one is on the Nymex and the other is on the Nybot.

The Kinetick symbol for the pre-defined SB contract is @SB and quotes the data in the same manner as the Nybot exchange.

However, with Kinetick there is another symbol QYO for the Nymex exchange Sugar No. 11 which quotes the data in the same manner as IB.

With Kinetick you can not adjust the symbol mapping to modify the decimal position but you could with IB, but you would not want to do that in this case because then IB would not recognize the format of the contract.

So, what you will want to do is make sure that if you are viewing the SB contract on the Nymex exchange you use the QYO symbol for Kinetick, but if it is the SB contract on the the ICE exchange then you will want to use @SB.

[NinjaTrader_RyanO]

Hi Harry,

Thank you for that clarification, and based on that I have forwarded a suggestion to development to include the ability to edit the symbol mapping with Kinetick, such as you can with IB so that differences of quoting data between providers can harmonized.

[Harry]

Thank you again for your help.

Hi Harry,

Thank you for that clarification, and based on that I have forwarded a suggestion to development to include the ability to edit the symbol mapping with Kinetick, such as you can with IB so that differences of quoting data between providers can harmonized.

[unter821]

RB (Gasoline) is working now, updating the chart and producing correct orders!! Thanks for your input!!

With Gas Oil I still have a problem with the realtime Kinetick datafeed. The chart is not updating. I am using EPI as symbol.

[NinjaTrader_Kyle]

Hello unter821,

Thanks for your post.

Have you created a new instrument for EPI, or have you added the symbol mapping 'EPI' to the existing instrument G?

[unter821]

I have added the symbol mapping EPI to the existing instrument G.

[NinjaTrader_Kyle]

Hi unter821,

Thanks for the clarification.

Please send a note to Support [AT] NinjaTrader [DOT] com with 'ATTN: Kyle' in the subject line.

In the message, please include the following information:

1.) A link to this forum thread.

2.) Your Kinetick username.

[unter821]

Hello there,

First of all thanks to the support team so far, great job. My testing has advanced very much and nearly all of my problems could be solved up to this point.

One of my last problems I still have is with Gasoil. Data from Kinetick is coming in now. However the instrument mapping to IB still does not work for me. Harry wrote in one of his posts here, that with GOIL as symbol for IB it works for him. I cannot confirm that!!

I tested all possible options and non of those worked 100% correct with IB TWS 911.3:
GOIL (with IPE as exchange)
GOIL||||1 (with IPE as exchange)
GOIL|IPE (with ICE as exchange)
GOIL|IPE|||1 (with ICE as exchange)

By using either GOIL or GOIL||||1 I am getting at least correct entry orders. However a later synchronisation with my IB account (after a shutdown of IB) does not work and produces a second entry order of the same size, what is of course wrong. Any ideas how to fix this?

Best, Peter

[NinjaTrader_RyanO]

Hi unter821,

Thank you for your post, and just to clarify there are two Gas Oil contracts available within NinjaTrader. There is a G contract, which is the one that is pre-defined based on G contract or GAS.

For the GOIL contract you will want to use the instrument in NinjaTrader GAS, and then please change the IB symbol mapping to GOIL||||1 and then leave the other settings the same.

Then let me know if using the GAS contract within NinjaTrader defined for IB shows similar behavior.

[unter821]

Ryan, All you write is known for me and I am using exactly the settings you propose: Instrument GAS with GOIL||||1 as IB mapping. And it is still not working correctly.....

[NinjaTrader_Brett]

Hello,

If you can submit an order and have it accepted the the mapping is setup correctly.

You said this:

By using either GOIL or GOIL||||1 I am getting at least correct entry orders. However a later synchronisation with my IB account (after a shutdown of IB) does not work and produces a second entry order of the same size, what is of course wrong. Any ideas how to fix this?


Your mapping is setup correctly when you said this. As far as the Synchronisation this has nothing to do with symbol map this has to do with your strategy in most cases. Most likely a strategy issue that is causing this?