NIFTY (NSE MAY 2014 contract)

[newworldguy]

I tried to download minute data using Download Manager and got the attached messages. (Screenshot attached). Please advice.

[NinjaTrader_Kyle]

Hello,

Thank you for your post.

Which data provider are you downloading the data from?

[newworldguy]

I am using kinetick

[newworldguy]

Also I wanted to get the average 1 minute volume trade say at 8:30 am for the past 5 sessions? Is there an easy way to go that in ninjascript? I ask because the common method for indexing seems to be barsago, wonder if there is a way to access previous bars using timestamp, thanks

[NinjaTrader_Kyle]

Hello,

Regarding the original issue, please contact me at Support AT NinjaTrader DOT com with a link to this forum thread and a copy of today's trace file. The file is located in the Documents > NinjaTrader 7 > Trace folder. I would need the 'trace.20140506.txt' file.


In terms of your other question, custom programming would be required. If you are not a programmer yourself any of the NinjaScript consultants at the following link could code this type of project at your direction: http://www.ninjatrader.com/partners....pt-Consultants

[piyushc]

newworldguy,
Kinetick does NOT provide NSE data or for that matter any Indian Stock Exchange.
check its website.

[newworldguy]

Kyle,

Here is the relevant part of the Trace file:
2014-05-07 12:30:40:756 (Kinetick-Live) Data.Bars.GetBarsNow: instrument='NIFTY 05-14' from='2014-04-30' to='2014-05-07' period=1 Min splitAdjusted=False dividendAdjusted=False bars=0 session=''

and the log file:

7/5/2014 12:30:41 PM|0|4|Error on reloading data: Unable to load historical data: unknown instrument (Panic)

I know the time I did the operation so am sending you only the relevant entries. Rest are irrelevant as they are 2 hours earlier or later. Hope that saves you time.

[NinjaTrader_VinceB]

Hello Newworldguy,

Piyushc is right, the NSE is not supported with Kinetick so therefore it's not possible to bring up the NIFTY while being connected to them.

[newworldguy]

Thanks for clarifying that. Wonder why it shows up in the list of instruments when adding to the instrument list.

[NinjaTrader_VinceB]

Hello,

So people can access it right away, there are other providers who provide data for it.

[newworldguy]

Than you for the information. Is there another data providers that streams NIFTY data either NSE or SGX?

[NinjaTrader_VinceB]

Hello,

Interactive Brokers is a broker/provider who provides for both the NSE and SGX.

Furthermore, if you go to the following page and use the Filter under Exchanges you will see what other brokers support this data too.

http://www.ninjatrader.com/Ecosystem/Broker.php#

[GlobalTradingTools_Stuart]

Hi everyone

I can confirm that in addition to the post by Vince about IB, eSignal also definitely provide both NSE and SGX data feed.

We are a proud NinjaTrader partner and in 1 week about to expand our NinjaTrader Easy Load equities installer range to include India NSE (http://www.globaltradingtools.com/software/easy-load-ninjatrader/indian-nse/ ).
I've been looking closely at various supported NSE data providers to ensure all our data mappings are correct for the various data suppliers, hence know for sure that Interactive Brokers, and eSignal, plus Yahoo free EOD, all provide NSE and SGX data.

Cheers
Stuart

[newworldguy]

I am getting real time data on NIFTY at IB where I have a live account but when I connect to IB using NT and then open a chart, I get the chart but also get the message stating "Error loading data for NIFY 05-14 NSE...

Please see attached. and I do not get real-time updates. This maybe because the contract its trying to look for the contract traded on NSE while IB is getting realtime data for the contract on SGX.

How can I select the NIFTY contract traded on SGX? Instrument manager doesn't seem to provide that option.

attached are screenshot and trace files

[NinjaTrader_VinceB]

Hello,

Please do the following and see if that corrects your issue:
- Open up the Instrument Manager under the Tools menu
- Select the Nifty on the left side and click the '>' button so it disappears from the default instrument list
- Click the Edit button to open up the Instrument Editor.
- In the Instrument Editor check under the Exchanges section 'SGX'
- Click OK and select SGX in the exchange section
- Now move the Nifty back to the default instrument list with the '<' button
- Click OK to close the instrument manager
- Open up a New chart for the Nifty and see if data is coming in