Adding Symbol Error

[Zeos6]

Hi,

I am trying to add a symbol to the symbol list. I have added the various parameters as well as the mapping from my data provider. I get the following errors:

1.
Error on requesting bars series. Unknown instrument XX 06-18.

2.
The market data failed for 'XX 06-18'. The subscription to this instrument has been aborted. Dependent network services and/or data were not available.

My question is: what services is this referring to? I am using Rithmic for my data and if if I log in directly into Rithmic's RTraderPro I can see the data and chart the data. Clearly the data is available. Suggestions would be greatly appreciated. Thank you.

[NinjaTrader_PatrickG]

This typically means the custom instrument is not configured correctly for your data provider. We'll need to find out what exactly isn't configured correctly. Also, there is a chance that the particular instrument simply cannot be mapped into NinjaTrader, however, let's work together to try to fix the mapping first.

• What version of NinjaTrader 8 are you using? Please provide the entire version number. This can be found under Help -> About (Example: 8.0.X.0)
  
• Is 'XX' the literal instrument? If not, what is the actual instrument's symbol?
• Could you provide the symbol's product page on the relevant exchange's website? For example, here is ES's product page on the CME's website: http://www.cmegroup.com/trading/equi...fications.html
  
• Could you provide a screenshot of what you see within RTrader regarding this instrument? If there is any info which would indicate any mapping data such as underlying instrument or exchange, make sure to take a screenshot of that and provide it here.
• Could you include a screenshot of the current mapping you have for this instrument within NinjaTrader? Make sure to include all of the settings, including the mapping section, as well as the 'exchange' pop out list.

[Zeos6]

Hi PatrickG,

I am using the latest release of NT: 8.0.14.1 64-bit
The actual symbol name is PB1, not XX; I used XX as a stand in for the actual symbol. This is an artificial name though as the actual symbol name is complex.
There is no symbol product page. The symbol resides on Rithmic's Synthetic Exchange.
Pic from R Trader Pro is attached.
My symbol map pic is attached as well.
The Exchange set is Globex.

[NinjaTrader_PatrickG]

Mapping a synthetic instrument such as this one is not possible. From your screenshot it looks like you are charting the spread of 2 instruments. Spreads are not supported. however, there is a spread indicator available for free on these forums which could plot this, although it would not be tradeable.

• Download Indicator From: https://ninjatrader.com/support/foru...d=7&linkid=937

Here is a basic guideline of how to import NinjaScript add-ons in NinjaTrader 8 -

To Import:

• Download the NinjaScripts to your desktop, keep them in the compressed .zip file.
• From the Control Center window select the menu Tools > Import > NinjaScript Add-on
• Select the downloaded .zip file
• NinjaTrader will then confirm if the import has been successful.
• Critical - Specifically for some NinjaScripts, it will prompt that you are running newer versions of @SMA, @EMA, etc. and ask if you want to replace, press 'No'

Once installed, you may add the indicator to a chart by:

• Right click your chart > indicators > Select the Indicator from the list on the left > New > OK

[Zeos6]

Hi PatrickG,

Mapping a synthetic instrument such as this one is not possible. From your screenshot it looks like you are charting the spread of 2 instruments. Spreads are not supported. however, there is a spread indicator available for free on these forums which could plot this, although it would not be tradeable.

Why is the mapping of synthetic instruments not possible? Yes the symbol I showed is a spread but that is irrelevant to this discussion. In fact I can create a synthetic symbol which is NOT a spread. For all intents and purposes, data is generated. So why can't NT simply plot the data? Yes, I understand that this might not be tradeable but I don't understand why it isn't plotable.

[NinjaTrader_PatrickG]

NinjaTrader needs to have very specific mapping from the data provider to successfully pull data into the platform. Since the instrument is seemingly created on-the-fly from within RTrader, I suspect this info doesn't exist for the synthetic instrument.

If you reach out to Rithmic directly, can they provide you with any further information regarding the underlying mapping of the synthetic instrument you've created and how (if possible) that could be requested by a third-party program (NinjaTrader).

Does the spread indicator not provide you with the information you need? The add-on I linked should provide the difference between two instruments.

[Zeos6]

Hi PatrickG,

You state

NinjaTrader needs to have very specific mapping from the data provider to successfully pull data into the platform. Since the instrument is seemingly created on-the-fly from within RTrader, I suspect this info doesn't exist for the synthetic instrument.

The information does exist. So let me ask you: What specific mapping do you require? Can you show me a sample? In fact I have looked at the mapping of ES from Rithmic on the NT platform and followed that example. So what additional info do you require?

You also state

If you reach out to Rithmic directly, can they provide you with any further information regarding the underlying mapping of the synthetic instrument you've created and how (if possible) that could be requested by a third-party program (NinjaTrader).

I have spoken with them. This is simply an NT issue from their perspective as the data is available.The issue seems to be that for some reason NT will not plot the data it receives. So what is the missing piece?

You state

Does the spread indicator not provide you with the information you need? The add-on I linked should provide the difference between two instruments.

I don't particularly care about the spead per se. What I am interested in is plotting the data for a synthetic instrument since NT will not allow for the duplication of symbols.

[NinjaTrader_PatrickG]

Here is an example of how the ES is mapped for use with Rithmic:

https://www.screencast.com/t/ApZfMNrJQhg

We would need to know the mapping required to pull the synthetic instrument data from Rithmic. If you've confirmed with Rithnic that the mapping you used in NinjaTrader should successfully request data for the synthetic instrument when used in a third party program (NinjaTrader), than unfortunately the custom symbol cannot be mapped. While many custom instruments can be defined, some instruments cannot.

The word 'spread' in this context means the difference in price between to instruments. In your screenshot, it appears as if the synthetic instruments is just the difference between the RTY and ES. The 'spread' indicator which I supplied in an earlier post provides this exact functionality. You can choose two instruments for the spread indicator to calculate the difference for and then display via candlesticks.

I installed the add-on and set it up for use with ES and RTY. My chart closely matches your RTrader chart:

https://www.screencast.com/t/92OqryY6Jb

Does this not provide the desired functionality of the synthetic instrument? If not, could you explain how this does not provide what you need?

[Zeos6]

Hi PatrickG,

I am well aware of what a spread is. Thank you.The spread I used was only a sample of one type of synthetic instrument. Other types of synthetic instruments can be constructed. So whilst your spread indicator is nice, and thak you for providing it, it really is not important to this discussion.

You state

We would need to know the mapping required to pull the synthetic instrument data from Rithmic

I understand that. I provided the mapping in the pic (Rithmic2.jpg) I provided earlier. What additional information do you require?

Ultimately the issue lies in the fact that NT does not allow you to create and paint duplicate instruments; for example have a duplicate ES with different tick size. This forces us to create synthetic instruments that we'd like to plot. I still fail to understand why NT cannot simply receive the data from a data feed provider? What am I missing?

[NinjaTrader_PatrickG]

If the mapping in your screenshot was provided by Rithmic support for use with third part programs and all other items are mapped correctly (appropriate exchange(s), for example) and it still does not work, then this symbol cannot be mapped.

I'll submit a feature request for synthetic instrument support. I'll update this thread when I have a tracking number.

[Zeos6]

Thank you Patrick. Appreciate it. Also, please request a feature that would allow us to create duplicate symbols. Thank you.

[NinjaTrader_PatrickG]

Could you go into further detail about how a duplicate master instrument would be useful? That way, I can provide this to the Development Team in the request.

[Zeos6]

Hi PatrickG,

This duplication request arises from the fact that we are not able to control exactly how the data is plotted on the charts. Here is a quick example. Suppose I want to create a Renko chart with a fractional brick size. Say I want to create an ES Renko chart whose brick size is 2.35 points. Right now, can't do it unless you change the ES tick size in the instruments list to a multiple of 0.05. But if you do this, it affects every other ES chart and the DOM. However, if I could create a duplicate ES instrument of ES and give it the tick size I want, then I could do this. The alternative is to let us plot the charts as we wish. BTW, This possible to do as TradeStation already allows these kinds of Renko charts.

[NinjaTrader_PatrickG]

Thanks. I'll edit this post when I have a tracking number.

EDIT:

• The tracking number for fractional Renko bars is SFT-3264.
• The tracking number for exchange-based spreads support is SFT-3268/SFT-619

You can create a duplicate ES instrument as long as the master instrument name is different. Here is an example I created:

https://www.screencast.com/t/47phRjkfGHm8

https://www.screencast.com/t/h9Ee4ZUfwHI

However, I am not sure if this accomplishes what you want as data ticks will always come into the platform as they are provided. For the ES, this is .25 increments.

[Zeos6]

Hi PatrickG,

Interesting. I have actually tried this before and was not able to get it to work. Of course I can try it again. Was this done with the Rithmic data feed or some other data feed?

Also, Yes and no regarding the tick size of the data feed. You can create a synthetic instrument with a different tick size to feed to NT.