ASX SPI Australien Future

[jr123]

Hi,

i have a multibroker version of ninja trader but get no data for the ASX SPI Australien future when i connected with Ninja Trader continuum and Interactive brokers. It only works when i disconnect continuum. I know , continuum have no SPI data. But how can i get this data from Interactive brokers without disconnect continuum ?

The second problem. The Trading hours from this Future are SNfe ETH but there is only SNfe RTH in the list. How can i change this ?

Thanks for any answer....

[NinjaTrader_DrewO]

Hello,

Thanks for posting.

I suspect NinjaTrader Continuum is connected first, would this be the case? Do you see the same if NinjaTrader is connected second after IB?

You can create new Trading Hours templates in the Trading Hours menu, found under Tools -> Trading Hours. More information at the below link:

https://ninjatrader.com/support/helpGuides/nt8/en-us/trading_hours.htm

[jr123]

with first connecting IB .. it works...but then every data is from IB and the chart loading time for all the others futures are very slow and the Level2 data from Continuum are gone.

[jr123]

no possibility for teaching Ninja Trader :
" no there is no SPI from Continuum..take this from IB..." ?

[NinjaTrader_DrewO]

Hello,

Thanks for your note.

When connecting to IB and NinjaTrader Continuum, you have some options...

Connect to IB first then to NinjaTrader Continuum. This setup will get all live and historical data from IB, and still allow you to execute trades to your NinjaTrader Continuum account.

Or, connect to your NinjaTrader Continuum first, then to IB.,This will allow you to receive Futures data from NinjaTrader Continuum and all other data from IB.

More on this topic at: http://www.ninjatrader.com/support/h...onnections.htm

Additionally, you may be able to receive realtime level II data from Interactive Brokers if available through IB. I would recommend contacting IB for further information on this topic.

[Tremblinghandtrader]

Connect to IB first then to NinjaTrader Continuum. This setup will get all live and historical data from IB, and still allow you to execute trades to your NinjaTrader Continuum account.

Or, connect to your NinjaTrader Continuum first, then to IB.,This will allow you to receive Futures data from NinjaTrader Continuum and all other data from IB.

Thats not really a solution though. IB data is rubbish and only used as a last resort because you have dropped CQG spi data. Having to force the use of all contracts onto IB just to get SPi data is not the solution.

Now that you have taken away CQG SPI historical how can we still use the high quality CQG data for all other instruments for charting and Depth and then and the IB data that NT has dropped from IB?

[NinjaTrader_DrewO]

Hello,

Thanks for your post.

In NinjaTrader 8, you can specify a preferred data provider for each of the asset classes in both Historical and Real Time data, but there is not an option to do this per instrument. I'm happy to submit a Feature Request to the Development Team to consider the possibility of expanding this functionality to be able to specify per instrument.

[Tremblinghandtrader]

but there is not an option to do this per instrument. I'm happy to submit a Feature Request to the Development Team to consider the possibility of expanding this functionality to be able to specify per instrument.

I wouldn't bother. I will have long gone and taken my subscription to other vendors rather than waiting for a feature that will never arrive.

[FMtrader]

I wouldn't bother. I will have long gone and taken my subscription to other vendors rather than waiting for a feature that will never arrive.

So as an Australian it now appears I cannot trade my home based futures market through NT Brokerage/continuum. Nor can anyone else in the Asia Pacific region (or the world for that matter)

Then couple the above with the fact that NT Brokerage/continuum does not support trading of the Osaka based Nikkei emini (the most liquid market in the Asia Pacific region with daily volumes comparable to ES). The alternative NT data suppliers for the Osaka Nikkei emini have serious issues and either don't support tick data, tick replay or level II data when connected to NT8.

Then also consider that Interactive Brokers does not support FX trading in Australia leaving FXCM Aust. as the only possible provider. Following the fiasco with FXCM in the US I pulled all my funds out of FXCM Aust. as I have no confidence in dealing with them anymore.

Basically the NT platform can no longer be my sole platform and I must now consider what my new alternative will be. Do NinjaTrader fully understand this situation? NinjaTrader may be OK for trading US and European markets but is an incomplete solution for the Asia Pacific region. If you happen to live specifically in Australia it is worse again.

If one then factors in the NT ongoing historical data issues experienced in a number of US markets (recent examples are GC and the 6's) things don't get any better. Add to that trading calendar errors, default session templates that don't seem to function properly and I have rarely got past a few days without a chart issue. I unfortunately have spent far more time in trying to make NT function properly that I have on trading which is not good.

Unfortunately after 6 years of being a full multibroker license holder you have finally lost me. I have tediously worked through every single NT8 beta release and every RC release with a belief things would get better but they don't seem to be. Staying with NT7 doesn't solve the Asia Pacific issue. Sorry for the complaints but I have reached my frustration limit.

[NinjaTrader_DrewO]

Hello FMtrader,

I'm sorry to learn of your frustration and I appreciate your feedback regarding these items. Many of these items are existing Feature Requests that are under consideration by the Development Team as potential changes and/or additions to future releases of the platform. I'm happy to take any additional Feature Requests and investigate any further concerns you may have.

[Tremblinghandtrader]

Unfortunately after 6 years of being a full multibroker license holder you have finally lost me. I have tediously worked through every single NT8 beta release and every RC release with a belief things would get better but they don't seem to be. Staying with NT7 doesn't solve the Asia Pacific issue. Sorry for the complaints but I have reached my frustration limit.

Yep same position here. Have put up with NT for the last 10 odd years with the hope that the next version will be stable and better but enough is enough. They have given the signal to Asian markets that we are of no value. I mean they didn't even respect their paying customers enough to give 5 min notice. Not even a post decision email from the tea lady let alone management explaining why they just stopped your business cold. Add that with the data issues and bugs that you have listed the fight simply isn't worth it any more.

The hollow promise of "Many of these items are existing Feature Requests that are under consideration" is a joke. They have been for years.

[MicroTrends]

SPI settings

I trade for an Australian Hedge Fund and Im using NT8 with a Pro datafeed sub for Macquarie via Continuum getting an institutional grade trading screen setup...however there are caveats with Asia but id say really no a problem at all once understood.

Trading algos made in NT7/NT8 - including markets SPI and NK - 100% fine perfectly with some caveats..

Caveats
SPI
1. Dissapearing historical/recorded data
2. BID/ASK Out of hours pre market period does fill the realtime sim test -annoyingly providing unrealistic results for pre production testing.

See images


SPI - Contract Spec

https://www.asx.com.au/products/index-derivatives/asx-index-futures-contract-specifications.htm#spi_futures

1. open a chart default 24/7 to see the whole market of SPI session... let it tick and see the chart build data...
But... careful!!! When downloading data for this - it does in fact dissapear and only leave RTH data..roughly...?
So the data on the the chart disappears for the period if you got a few lots on that can be quite disconcerting to say the least!!!.

But it's ok "Be calm and carry on" ;-) heres how i deal with it.

DOM
The dom will show you the current market and your orders...

But how to stop your chart data dissapearing - when for example you refresh data... or downlad historical with Continuum?

Continous SPI ##-##
Add continous futures for bakctest and download with Kinetick - this will never dissapear and affords a fantastic way to get a contigous data history - use Default 24/7 or 24/5 for this...dataseries tading hours to see all the data points...


Realtime
For the realtime continuum you can connect with kinetick and the data will be fetched..
or if you are just using Continuum,

Tools>options > Market Data "Get data from Server" - DISABLE This to manually control and fetch what is downloaded...

You can elect to record historical data for SPI - but as i cover around 50 futures contracts with the datafeeds i use this is not a good idea.

so i rely on Kinetick to download data... and i explicilty use Continuum for the non supported exchanges on Kinetick such as ICE etc

So i am careful to maintain a good set of data

I would recommend if you got budget using tickdata.com tickwrite and getting continous contracts- but you will need to write a conversion program to get sub seconds format for NT8 as its format is a little different... i would never in 100000 years recommend one of these popup (illegal?) replay data and cheap data people... forget that.. but i tihnk you need to spend around 2.5K to get the data initially...and get the session and exchange time correct!!!!

Kinetick
So atleast get kinetick and download what you can...from them. In fact you can just get the kinetick delayed data for SPI and download purely as historical to save even more...

https://kinetick.com/

Trading Hours

You can add your own trading hours
NT8 control center > Tools > Trading Hours
Simply Copy the "ASX Interest Rate" Trading hours and ave the name as something like SNFE ETH

Then alter what is there for exampe you will need 2 setups:

Trading hours 5.10pm - 7.00am and 9.50am - 4.30pm1 (For period from second Sunday in March to first Sunday in November)
5.10pm - 8.00am and 9.50am - 4.30pm1 (For period from first Sunday in November to second Sunday in March)

OR: You can cover all bases and do a default 24/5 setup and go monday to friday with sydney as your timezone

>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>
For NT Product Management - hey Brett!
Certainly it would be easy to have a preferred choice mapping for instruments as i get
Nybot.ICE coverage on Continuum
SPI i want on Kinetick and so forth
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<< <<<<<

There is always a work around for stuff knowledge is king...;-)

[MicroTrends]

Hello,

Thanks for your post.

In NinjaTrader 8, you can specify a preferred data provider for each of the asset classes in both Historical and Real Time data, but there is not an option to do this per instrument. I'm happy to submit a Feature Request to the Development Team to consider the possibility of expanding this functionality to be able to specify per instrument.

1000% yes this is the solution perfect:

https://ninjatrader.com/support/forum/showthread.php?p=531357#post531357