IQFEED & Futures Data

[Gap Meister]

Hello,

I just installed NT using IQFeed and Interactive Brokers. After searching the forum I don't see a specific thread for my question. So far for stocks I see no issues.

For futures I want to make sure that the contract is set up correctly. I have done a side by side comparison from three different sources using the YM with IQFEED, IB, and T4.

IB and T4 are alaways within a tick, however I see several times where IQFeed data is 4 to 10 ticks off?? I know different feeds will be off but only a tick 2 at most, somthing is not right here.

What settings in instrument Manager should I use for YM with IQFeed? Should I use Globex or ECBOT? For session should I use default time, RTH? 24/7? Also IQFeed uses @ in front of their Future symbols by using just YM in the Instrument manager is this causing a problem??

Thanks

[NinjaTrader_Joydeep]

Hello Gap Meister,
Welcome to the forum and I am happy to assist you.

Globex will be fine for YM. Also the symbol mapping is done in the Misc tab (please see the attached screenshot) of the instrument editor, and '@' is already assigned.

To assist you further may I know what version of IQFeed you are using? Please make sure you are using the IQFeed client version 4.7.1.3. You can download it from here

http://www.ninjatrader.com/ninjatrader/DTN/iqfeed_client_4_7_1_3.exe

[Gap Meister]

I'm using IQFeed version 4.8.1.7.

Solved the problem, using your suggestion. Also had a separate issue, since I get the CME fee waiver I found that IQFeed was lagging, their support said to shut down and restart. Did that now all works fine in NT.

My next question is how do I add IQFeed's custom symbols for Market Stats. such as TIKI.Z D1IA.Z etc?

Also I am making the switch from AmiBroker to NT. In AmiBroker a composite syymbol for Dow volume would be made using D1IA.Z - D1ID.Z, How do I duplicate this using NT??

[NinjaTrader_Joydeep]

Hello Gap Meister,
You are trying to view data for Index. For example the symbol for TIKI.Z in NinjaTrader is TICKDJ.

If you do not find any instrument then you have to add it. Please follow the instructions below to add an instrument in the Instrument Manager.

• From the NinjaTrader Control Center window select the menu Tools > Instrument Manager
• Press the "New" button
• Enter in instrument specific information and select the appropriate exchange (add Default exchange for equities in addition to the actual exchange)
• Fill in any relevant information under the "Misc" tab such as symbol mapping for your target connectivity provider
• Press the "OK" button

Please let me know if I can assist you any further.

[Gap Meister]

Now have another issue with Rollover.

I rolled over to the YM December contract and now I get a very large bar? As I type this the bar shows open at 13341 and then DROPS all the way down to 13264.

Price updates ok but maintains this very large bar?? It appears to be drawing the price on one continuous bar as the 1 minute chart does not update with a new bar after a minute??

I looked at the settings in Instrument Manager ans they look the same as for the ES and NQ. So I'm at a loss why this is happening??

[NinjaTrader_Joydeep]

Hello Gap Meister,
To assist you further may I know what merge policy you are using.

• In Control Center menu bar goto Tools>Options>Data tab
• In the Data tab please refer to the settings Merge Policy

If you change it to MergeBackAdjusted then are you getting the correct data.

http://www.ninjatrader.com/support/helpGuides/nt7/index.html?historical_data.htm

[Gap Meister]

I tried all the settings using Merge Policy and only DoNotMerge works, all the other settings leave me with the long bar as shown previously.

what I don't understand is I used the same setting for ES and NQ and they work fine with the December contract but not YM?

Attached are the settings used currently.

[NinjaTrader_Joydeep]

Hello Gap Meister,
If you are using NinjaTrader version 7.0.1000.11 then please reset the instrument manager and set the merge policy to MergeBackAdjusted and see if you can get the correct chart.

To reset your instruments please: go to the Tools menu, select the Options menu item, select the Data tab, and then click on 'Reset Instruments'.

If you are using any previous version then please make sure you have applied an offset as shown in the attached screenshot and then change the merge policy to MergeBackAdjusted and then see if you can get the correct chart.

[Gap Meister]

I set the settings as you requested and it still does not work, but DoNotMerge seems to work correctly. I used IB data and T4 and charts are all the same.

I have the free version can I upgrade to the latest version??

[NinjaTrader_PatrickH]

Hello Gap Meister,

Thank you for your response.

You can upgrade to the latest version no matter what type of license key you use.
You can download our latest release from the following link: http://www.ninjatrader.com/download-registration.php

Please advise what the rollover date is set to for the 12-12 contract for the YM isntrument. You can check this by going to the NinjaTrader Control Center > Tools > Instrument Manager > search for the YM instrument > double click on the YM instrument in the search results > when the Instrument Editor loads go to the Misc tab > then scroll down to the bottom of the Misc tab and left click on the Contract Months option > then left click on the '...' button to open the Contract Months window > when the Contract Months window opens please left click on the 12-12 contract and advise what date is set for the Rollover Date.

I look forward to assisting you further.

[Gap Meister]

The Rolloever date was set to 9/14/2012 and I changed it to 9/13/12 and it seems to work ok now with UseGlobalSettings.