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Ticker symbols for new micro treasuries? What data feed do I need?

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    Ticker symbols for new micro treasuries? What data feed do I need?

    Ticker symbols for new micro treasuries? What data feed do I need?

    #2
    Hello Patlpp,

    Thank you for your note.

    The symbols are, 10YR, 2YR, 30YR, and 5YR which are listed on the CBOT exchange.

    If you account is not enabled for live data for these instrument you will need to reach out to your broker directly to have these enabled.

    If your account is with NinjaTrader Brokerage your may write in at brokeragesupport [at] ninjatrader [dot] com.
    Spencer F.NinjaTrader Customer Service

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      #3
      Thank You I will try that

      Comment


        #4
        Hello,
        for the new micro yield futures I receive data from CQG but the ticksize in NT8 is wrong (0,1), this should be 0,001.
        I already tried to amend the ticksize in the instrument properties but it does not effect the displayed charts even if I reload the complete history.

        In NT7 it was possible to amend such properties locally, has this possibility changed in NT8?

        Many thanks

        Comment


          #5
          Hello Joerg,

          Thank you for your note.

          You may manually make changes to instruments by going to the Control Center > Tools > Instruments:Currently the historical data servers are set to a tick size of .01. This will be changed in the near future to reflect the .001 tick size.
          Spencer F.NinjaTrader Customer Service

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            #6
            Hi Spencer,
            today I received a notification window asking if I want to update the instrument properties which I confirmed and yes, the ticksize received from the server now is .001 . Surprisingly the chart looks still crazy, i.e. it uses the .1 ticksize historically and .001 for realtime data. I already deleted the data folder for the micro yield symbols and also the db/cache folder but it does not change anything (as well as reloading all data out of the chart).
            What can I do to correct the handling of the historical data which are loaded from CQG in my case?

            Many thanks

            Comment


              #7
              Hello Joerg,

              Thank you for your post.

              Currently this is expected and we are looking into this as the CQG connection will use NinjaTrader Historical Data servers.

              I will update here once I have more information.

              Thank you for your patience.
              Spencer F.NinjaTrader Customer Service

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                #8
                Hello,

                The historical data for the Treasury Micros has been adjusted. A restart of NinjaTrader will apply this change.

                Spencer F.NinjaTrader Customer Service

                Comment


                  #9
                  Hi Spencer,

                  for me it works now, many thanks (10YR is the only contract I use). But I have one issue in this regard which I do not understand:

                  Why it was necessary to adjust something on NT servers for getting the historical data right?

                  Even before I adjusted the ticksize in the instrument properties to .001 and deleted / reloaded all the historical data from CQG but this has not resulted in correct charts (as shown in the pictures in the previous posts).

                  Many thanks

                  Comment


                    #10
                    Hello Joerg,

                    Thank you for your note.

                    This is due to historical data being loaded from a server where live data is received from your data feed provider.

                    For reference I have included a link to our NinjaTrader Help Guide on Historical Data:If you are still seeing incorrect quotes in historical data then please follow the steps bellow to refresh your charts cache and historical data:
                    • Shut down NinjaTrader.
                    • Open the Documents > NinjaTrader 8 > db folder.
                    • Delete the sub-folders named 'cache', 'day', 'minute', and 'tick'.
                    • Restart NinjaTrader and test.
                    Spencer F.NinjaTrader Customer Service

                    Comment


                      #11
                      Hello,
                      Recently the CBOT introduced new micro treasury futures for ultra 10 years and ultra 30 years. In the symbol database of Ninjatrader the mapping for CQG shall be amended in order to receive these data:
                      MTN @ CQG = MTNA
                      MWN@CQG = MWNA

                      Many thanks

                      Comment


                        #12
                        Hello Joerg,

                        Thank you for your post.


                        These instruments are already mapped correctly within the NinjaTrader platform.

                        You can verify this by going to Tools > Instruments > MTN or MWN > Edit > See the Symbol Mapping.


                        Thank you!
                        Luis H.NinjaTrader Customer Service

                        Comment


                          #13
                          Hi Luis,

                          it took some days but now I can see the new instrument settings and also the data / charts via CQG.

                          Thank you

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