CME sector futures

[elliot5]

Does anyone know how to setup the CME sector futures instruments in NT8 with associated IB symbol mapping? The SPDR versions are in there but not the Globex traded futures.

Regards and thanks to all.

[NinjaTrader_Clayton]

Hello elliot5,

Thank you for the message.

Could you please provide more information on what instruments you are trying to map specifically?

• Like the ES 12-22 or the MES for example?

Are you looking for the different symbol mapping codes that Interactive brokers uses for the instruments vs. what they appear as in NinjaTrader?



If you are looking for something else, please provide a little more information so we may provide additional information.

Thank you in advance!

[elliot5]

I thought it was obvious in the title - CME sector futures instruments.

CME group XAKZ22 XAVZ22 XAIZ22 etc. 11 sector futures.

SELECT SECTOR	FUTURES TICKER	BTIC BLOCK TICKER	INDEX TICKER
Communication Services	XAZ	XZT	IXCPR
Consumer Discretionary	XAY	XYT	IXY
Consumer Staples	XAP	XPT	IXR
Energy	XAE	XET	IXE
Financial	XAF	XFT	IXM
Health Care	XAV	XVT	IXV
Industrial	XAI	XIT	IXI
Materials	XAB	XBT	IXB
Real Estate	XAR	XRT	IXRE
Technology	XAK	XKT	IXT
Utilities	XAU	XUT	IXU

[NinjaTrader_Clayton]

Hello elliot5,

Thank you for the update.

Unfortunately, we do not have a Market Data Subscription to these instruments through Interactive Brokers so we will have to work together to see if we can map these instruments in the platform as we will not be able to test these on our end at this time.

• As well, please know that while many instruments are able to be manually mapped, we cannot guarantee that all custom instruments will work within the NinjaTrader platform.

Please use the steps I provided within the screenshot of my last response to look up the Instrument's Symbol and settings and then create a custom instrument in the NinjaTrader platform and map it using the information that is provided from within the Instrument Information windows from Interactive Brokers.

• We could focus on setting up One or Two of them at first and once we get those working, use the same settings/steps to try and get the rest of them going.

After creating the instrument, create a chart and test it out to see if it is working.

If the instrument is not working, please provide us with a screenshot of the "Financial Instrument Info - Details" window like in my screenshot and then a screenshot of how you have the instrument set up under NinjaTrader Control Center > Tools > Instruments > Search for the instrument and double-click on it > Take a screenshot of the Instrument settings and symbol map and include that in your response.

Thank you in advance, we look forward to your response.

[elliot5]

Ok - I am first looking for a data provider that quotes the mentioned sector futures. Are you aware of any providers of these instrruments?
Regards and thanks.

[NinjaTrader_Clayton]

Hello elliot5,

Thank you for the note.

If you are looking for a market data provider that would provide these Instruments, it would be possible to use Kinetick or IQ Feed. You would need to reach out to each company directly for more information on their Market Data pricing and packages.

Otherwise, you could reach out to the other Brokers and Market data providers and ask if they provide these instruments and what the data plans would cost.

• Data by Provider

Please know that some of these instruments like the XAZ currently have 0 volume, so if you get it, these charts could still look odd or have no updates due to the low volume. You may look at the Exchange's publicly available site for more information:

• https://www.cmegroup.com/markets/equ...tor-index.html

Please let us know if we may provide any further assistance.

[elliot5]

Ok your help is much appreciated. I see liquidity in those futures is not very attractive anyway according to the CME site. Regards