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Importing instrument lists with symbol mapping

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    #31
    Hello PaulMohn,

    The product management team looks up the dates from the exchange websites and then enters these as the defaults for the most popular instruments.
    It is not automated because it was not written that way.
    Yes, the dates are dictated by the exchange and are subject to change.

    Yes, the instrument must be setup first (working on a chart) before the instrument can be used anywhere including NinjaScript.
    Yes, the instrument must be setup correctly with the proper exchange and symbol mapping to function.
    Yes, in NinjaTrader all symbols for all windows and NinjaScript will be the symbols used by NinjaTrader on a chart.
    Chelsea B.NinjaTrader Customer Service

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      #32
      ok thanks. What's preventing automation of the rollover date?

      I mean if the expiry dates falls the 3rd Wednesday of each of the 4 expiry months it seems obvious we could create a function to retrieve the 3rd Wednesdays of the 4 expiry months and set the rollover dates say 5 days prior to the 3rd Wednesdays of the expiry months.
      And do it for example for the next 100 years in advance as every day for the next 100 years are known in advance.

      Why must it be done manually? It seems it's unnecessary tedious when it can be dealt once and for all otherwise. Thanks!

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        #33
        Hello PaulMohn,

        I wouldn't be any information on the internals of the platform design.
        Chelsea B.NinjaTrader Customer Service

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          #34
          Ok. I'm not really into the platform design in and of itself myself (I can't use it so I don't need it).
          So the alternative you're pointing at is getting on our own the 3rd Wednesdays dates of the 4 expiry months for multiple years in advance, subtracting 5 days and then manually entering those dates in the Rollover Field? Isn't there another simpler method? Couldn't we build a function for that and paste it somewhere in the Rollover code? What code would it be (if it's available publicly)?

          For example the function would just require User Inputs as
          The Expiry Months (1 to 12 variables)
          The Expiry Dates (1 to 12 variables, extracted from a calendar)
          The Rollover Offsets from the Expiry Dates (1 to 12 variables (-1 to -10 days from expiry date for example)

          Or isn't the expiry date always on the 3rd Wednesday of the month/similarly for other than NZD contracts (does the CME changes it on occasion to be on the 3rd Tuesday for example)?

          Thanks!

          Comment


            #35
            Hello PaulMohn,

            There is no supported NinjaScript access for setting instrument settings or rollover dates.
            Chelsea B.NinjaTrader Customer Service

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              #36
              Ok. Since it's not publicly available it would make sense submitting a request feature at this point. Would you please submit it to the product management team? Thanks!

              Comment


                #37
                Hello PaulMohn,

                I will submit a request to set instrument rollover dates from NinjaScript.

                Once I have a tracking ID for this request I will post this in this thread for future reference.
                Chelsea B.NinjaTrader Customer Service

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                  #38
                  Hello PaulMohn,

                  This request is being tracked with ID# SFT-5504.

                  As with all feature requests, interest is tracked before implementation is considered, so we cannot offer an ETA or promise of fulfillment. If implemented, it will be noted in the Release Notes page of the Help Guide.

                  Release Notes — https://ninjatrader.com/support/help...ease_notes.htm
                  Chelsea B.NinjaTrader Customer Service

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