FTSE 100 + other codes in ninja trader?

[KarstenKafl]

Hi

Im trying to read FTSE 100 chart + a lot other charts - but im not completely sure how to find it.

= im not completely sure what future code i should use? - is there any place where i can see the codes of all the futures/ndexes etc.?

I read about using Z - and i see in my Interactive Broker that the Z jun 19'20 is there + is loading fine in interactive broker window.

I then load the Z 06-20 - but it then tells me there is not historical data permission for "ICEEU FUT"

Hope you can help - thanks

[NinjaTrader_ChrisSch]

Hello KarstenKafl,

Thank you for your note.

It is correct that this instrument would be Z 06-20 in the platform (though it will rollover to Z 09-20 on June 19). You will need to be subscribed for this real time data on your IB account in order to access this data within the NinjaTrader platform. Please contact them directly to confirm your account subscriptions and then you should be able to load the chart in NinjaTrader.

Let us know if we may assist further.

[KarstenKafl]

Hi Chris

As you wrote me here i can access Z on the ninja trader platform - through IB.

But on my ninja trader it looks like trading hours are from 14.30 CET - to 22 CET - but is that the active trading hours for the UK FTSE100? - i believe it should be from 8-9 or so in morning to 15 or so - CET?

Thanks
Karsten

[NinjaTrader_ChrisSch]

Hello KarstenKafl,

Thank you for your note.

By default, the trading hours template applied to this instrument is Euronext GMT Index Futures RTH1 which is 8AM - 9PM M-F however you can modify any trading hours template you'd like via Tools > Trading Hours as well as create your own custom template if you wish. It can then be applied to your chart via Data Series > Trading Hours.

Please let us know if we may assist further.

[KarstenKafl]

Hello again

So just to be sure - Kinetick unfortunately does not have access to Z/FTSE100 -
IB have access - but not with tick data - is that correct?

Then what other data providers are aviable for that FTSE100 - with tick data?

THanks.
Karsten

[NinjaTrader_ChrisSch]

Hello KarstenKafl,

Thank you for the reply.

I would expect the real time tick data to be accessible with IB as long as you had a subscription, only historical tick data is not supported. I believe that the data is available with Kinetick on a real time data subscription, you'd have to contact them for more information.

I am not aware off hand what other data providers provide this data, please see the following link to the Brokers section of our ecosystem website: https://ninjatraderecosystem.com/brokers/

Let us know if we may assist further.

[KarstenKafl]

ok.

So - for the historical FTSE100 tick data i got this reply - from Kinetick.
From a person named Chris S.

Kinetick does not support the Z as Kinetick does not support the ICE.

So - as far as i understand there is no way of getting historical tick data for FTSE100? -

As far as i understand the tick data is the only way to access all order flow data - right?

= there is no way as far as understand that i can get access to that for FTSE100 - in ninja trader? - or i need another broker/data provider?

[NinjaTrader_ChrisSch]

Hello KarstenKafl,

Thank you for your note.

I am able to load Z 12-20 on my end using an IQfeed connection. I would recommend IQFeed in this case as they provide this data for the Z.

Please let us know if we may assist further.

[KarstenKafl]

Hello again.

Now im looking for info on the same FTSE.

So far i understood that Z was the symbol that i would use - but is it true that neihter symbol Z or Q is a "mini" future?

Can someone explain the differences on Z, and Q ? - so if i wish to invest in Z or Q - is those basicly the same ?
Is there any other symbol that is traded as FTSE e-Minis? - with different volume and liquidity?

If i compare the volume for the FTSE symbol Z - to the DAX symbol FDAX - then i get this image as below - where it is very visible that the voluyme is very different in Z - where it have "extreme" spikes for every 3 month.

Hope someone can explain - thanks,






Besides my questions from above - i also notice the below issues in volume for Nikkei Futures. NKD

I see some extreme VOL ammounts on day chart on 28. jan 2021 (arround 170 k). - but i dont see it on the 15 minute chart on that date at all?
I dobbel check - and see the big volume on Yahoo Finance chart also - so i just wonder - why is my 15 minute volume missing that spike volume?

[NinjaTrader_Jason]

Hello KarstenKafl,

The Z and Q futures are not "mini" futures.

The Z futures is the FTSE 100 Index futures.

https://www.theice.com/products/38716764/FTSE-100-INDEX-FUTURE

The Q futures is the FTSEurofirst 100 Index futures.

https://derivatives.euronext.com/en/products/index-futures/FEO-DPAR/contract-specification

There are no FTSE e-mini futures instruments present in NinjaTrader. There is an e-mini FTSE 100 Index futures instrument on the CME, but it does not seem to have any volume.

https://www.cmegroup.com/markets/equities/international-indices/e-mini-ftse-100-index.html

The Z and FDAX futures are different futures instruments, so they have different volume.

NinjaTrader loads data that is received from the connected broker/data feed connection. I suggest to right click in the 15 Minute chart and select 'Reload All Historical Data'. If the issue remains, please contact the data feed provider that is used for clarification on the volume for the historical minute data in question.

[KarstenKafl]

Hi Jason - thanks for you explaning.

Do you know how/where i can access the "full" trading hours for the FDAX?
If i use the 24-7 template for trading hours - i still only have hours from 02.30 - 22.30 (my local time) - so missing 4 hours. But i see there are allways a gap - and i see some places it is posisble to trade 24/7.

I use interactive brokers - do you know if if it posisble to have all 24 hours from them some how? - or am i maybe doing osmethign wrong?

Thanks.

[NinjaTrader_Jason]

Can you please go to Control Center-->Tools-->Instruments. Double click the FDAX and set 'Trading hours' to 'Eurex Equity Index Futures Extended'. This trading hour template runs from 1:15 - 22:00 (GMT +1) - the extended trading hours of this futures instrument.

If you now create a FDAX 12-22 chart with 'Trading hours' to set <Use instrument settings> in the Data Series menu, it will load data for the extended trading hours.

[KarstenKafl]

Thanks again Jason

Now - the same for Nikkei/NKD symbol - here i see in the Instrument tradins hours - that it is the CME Global Index Futures RTH - but i dont see the same for Extended hours?

Thanks

[NinjaTrader_Jason]

The NKD futures (Nikkei/USD Futures) uses the 'CME Global Index Futures RTH' trading hours template by default. There is no ETH variant present by default.

You could use the 'CME US Index Futures ETH' trading hours template. It runs from 5:00pm to 4:00pm the next day (US Central time) - the same hours listed at the link below.

https://www.cmegroup.com/markets/equities/international-indices/nikkei-225-dollar.contractSpecs.html

[KarstenKafl]

Thanks again Jason

Now - i found a bit other issue. All my historical data- which is loaded from kinetick - is basicly very wrong/different = it have diffrent prices - for all bars than what i see on places like yahoo finance.
So for ES, NQ etc. the high price of 15 minute or 1 day bars - are all higher in my data.

So as just one out of many examples - for NQ - on my chart - the high on 22. nov 21 - was 16.875 - but on yahoo - the Nasdaq 100 Dec 22 - (NQ=F) is at 16.757.
For ES - 04. jan 22 - my chart is 4.818 but the yahoo is 4.808

So as mentioned - this is the same for all NQ, ES and FDAX etc. that i have testet now - but what worries me more is that the prices are matching during the last few days?
Also - i tried reloading all data on the charts - both from Interactive brokers - and from the Kinetick End of Day. and they all seems to be creating the same result.

So my questions are:
1. am i doing something wrong/seeing something wron?
2. what are the "correct" values?
3. is it correct that the difference have been reduced to nothing?

Thanks a lot.