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Multiple future instruments accessing same symbol from signal

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    Multiple future instruments accessing same symbol from signal

    I am trying to have charts for 2 futures instruments accessing the same symbol, data from esignal
    1. Continuous charts that access stored historical data for expired month and real time data for current active contract (Created new instrument name “HSI_C 1111”, “Z_C 1211”, “YM_C 1211” & “YM ##-##), accessing the symbols HSI, Z & YM.
    2. Active contract month charts that access historical and real time data available from signal (Pre defined instrument in NT “HSI 1111”, “Z 1211” & “YM 1211”, accessing the symbols HSI, Z & YM)
    The problem is charts and market analyzer will only update either one instrument (example: HSI_C 1111 or HSI 1111) accessing the same symbol, while the other instrument is not being updated. The selection of which instrument receive update seems random.
    For the symbol YM, “YM ##-##" is updating in both chart and market analyzer while “YM_C1211” is updating in market analyzer only, “YM 1211” is not updating both in chart and market analyzer)
    Please advice on solution to have both instruments accessing same symbol updating in real time. Thank you.

    #2
    Hello garfielalvin,

    I tested 2 ES instruments on my end while connected to eSignal and I received real-time data for both instruments in the charts and Markek Analyzer. I did not create new instruments in the Instrument Manager, but I used ES ##-## and ES 12-11.

    Can you please delete the instruments you created in the Instrument Manager - highlight them and select Delete. Subsequently, add the ES 12-11 and ES ##-## to your instrument list. Highlight the ES in the 'Available master instruments' section, set 'Expiry' to 12-11 and ##-## and click the arrow pointing to the left.

    Create new charts for both instruments and load them in the Market Analyzer and you should receive data for both instruments.
    Attached Files

    Comment


      #3
      I have tried this arrangement prior, seems this is only workable for those instruments that supports the “##-##” expiry date. The intention for creating user defined instrument is for those that do not support the “##-##” expiry date. Please advice on way to have both continuous and active month instruments accessing the same symbol updating in real time in both charts and Market Analyzer (examples like “HSI”, “HHI”, “Z”, “FCE”). Thank you

      Comment


        #4
        Unfortunately, you cannot have multiple instruments use the same symbol mapping. As you experience, you will not receive real-time data for both instruments.

        Please note that NinjaTrader automatically merges historical data from previous expiries in charts providing you request historical data that span expiry months.

        Comment


          #5
          With this option, for dates before roll over date which both contracts (example 10-11 & 11-11) are traded, the older month (10-11) data will be used for chart. How could the upcoming month (11-11) data for dates before roll over be access for chart & Market Analyzer? Please advice, thank you.

          Comment


            #6
            You will need to set 'Merge policy' to DoNotMerge for the instrument in question. Subsequently, only 11-11 data will be loaded when you create a HSI 11-11 chart.

            Please go to Control Center-->Tools-->Instrument Manager, highlight the instrument and click Edit. Set 'Merge policy' to DoNotMerge and click OK.

            Subsequently, remove the instrument from your instrument list and add it back again now that it uses different settings. Click OK in the Instrument Manager and create a new chart.

            Comment


              #7
              Thank you for the advice, the continuous chart is working. This lead to another question, when HSI 11-11 expired, instrument used for the chart has to change to HSI 12-11 and all object drawn in HSI 11-11 will not be shown in HSI 12-11. Is there way to transfer objects drawn in HSI 11-11 to HSI 12-11 automatically. Please advice, thank you.

              Comment


                #8
                Good to hear the continuous chart works.

                Unfortunately, there is not a way to transfer the drawing objects between the 11-11 and 12-11 charts.

                Comment


                  #9
                  Possible to achieve this via extracting the drawing objects attributes from 1 contract and apply it to another contract of same instrument with NijaScript or other programming means? Please advice, thank you.

                  Comment


                    #10
                    Unfortunately this is not supported.

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