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FCOJ wrong trading hours

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    FCOJ wrong trading hours

    The FCOJ Future has defined incorrect trading hours. It's defined as 10 hours, but it's actually only 6 hours.

    Also I am quite confused why MasterInstrument.PointValue returns 500 for Feeder Cattle. I thought the point value is the same as the contract size? The contract size for Feeder Cattle is 50000.
    Is it possible to get the unit of the point value? Like pounds, bushels and so on.
    Last edited by Bobin; 05-01-2022, 05:02 AM.

    #2
    Hello Bobin,

    Thank you very much for your post.

    It seems the correct trading hour template for the FCOJ would indeed only cover the 6 AM to noon Eastern time frame. Whereas the template it is currently associated with trades from 4 AM to 2 PM. I've reported this to our Product Management Team.

    Regarding the Feeder Cattle instrument; The Point Value as per CME's website ( https://www.cmegroup.com/markets/agr...ractSpecs.html ) is listed as "0.00025 per pound = $12.50", this would indeed result in a point value of 50,000. I've also informed them of this to have it updated at their earliest convenience.

    Thank you very much for bringing this to our attention!

    Regarding the unit; Are you referring to accessing the currency via NinjaScript directly?

    I look forward to your reply!
    Manfred F.NinjaTrader Customer Service

    Comment


      #3
      Hi Manfred,
      thank you for your reply and that you forwarded those bugs.
      Now I feel really uncomfortable because I detected those bugs only by accidant and didn't check any other future data. I fear that other futures are wrong too. My scripts depend on this information.
      I would really appreciate if somebody from NinjaTrader would check all those fields.

      Yes, I would like to access the contract unit directly in Ninja Script, which would be "100 troy ounces" for gold for example. I only know that I get the 100 from MasterInstrument.PointValue. But I don't know how to get the "troy ounces".

      Comment


        #4
        Hi Bobin, thanks for posting. The Unit is not a part of the instrument definition in the NinjaTrader database. The CME group website has the contract unit available, which can be accessed with a web scraping tool or something similar, possibly an API that will return the data. There is a URL for every instrument in the database.

        Kind regards,
        -ChrisL
        Chris L.NinjaTrader Customer Service

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