SFT-539 Feature Request - Exipred Futures Contracts Data Download from eSignal

[garfielalvin]

Please advice the status of the request SFT-539 as per thread below, thank you.

http://ninjatrader.com/support/forum/showthread.php?t=76348

Tested the feature with NT8.0.6.1, Windows 10 64bit
Daily data can be downloaded
Minutes data cannot be downloaded

[NinjaTrader_ChelseaB]

Hello garfielalvin,

Thank you for checking in on this.

Feature request SFT-539 (background functionality to automatically add new instruments based on regular provider-initiated symbol change) has not been implemented at this time.

Please note, it is up to the NinjaTrader Development to decide if and when a feature request will be implemented.


That said, what feature have you tested?

Are you experiencing difficulty adding expiry dates to an instrument?

Are you experiencing difficulty rolling over an instrument on a chart or other window?

[garfielalvin]

The feature request is about able download of expired futures contracts data from eSignal.
For eSignal, the symbol of futures contracts change after contracts expiry, example from HSI M7-HKF to HSI M2017-HKF ; ES M7 to ES M2017.
Tested with NT8.0.6.1, to download expired futures contracts data from eSignal, only daily data but NOT minutes data can be downloaded.

Since there is change of behaviour in NT8.6.0.1 comparing to NT8B3 (when the request was raised) for download expired futures contracts data from eSignal. This could suggest the feature is partially implemented or changes in NT8 has produce a change in behaviour, therefore writing in to check out.

[NinjaTrader_Jason]

Hello garfielalvin,

As far as I know, the suggestion is still on the list and it is not implemented. You refer to the June expiry month (M) which is still the current front month. The ES rolls over on June 8th 2017. Are you able to load historical data for the ES 03-17?

[garfielalvin]

Historical data for expired contracts (HSI 05-17, ES 03-17, FDAX 03-17) can be loaded, but only daily data and NOT minutes data.

[NinjaTrader_Jason]

Yes, historical daily data can be loaded for previous expiry months, but unfortunately historical minute data is limited to the current expiry month. This is still on the list of possible future enhancements. Unfortunately I do not have information if and when historical minute data for previous expiry months will be implemented at this time.

[garfielalvin]

Is this a bit weird that daily data can be download while minutes can't ? Is this a intended behaviour or by accident? since it was mentioned that the feature has not been implemented.

[NinjaTrader_Jason]

There were no changes made in this regard. It is as expected that you can load historical daily data for expired expiry months with eSignal (in both NinjaTrader 7 and NinjaTrader 8).

[garfielalvin]

Thank you for this information