need RT data feed for ninjatrader
- Thread starter manoj555
- Start date
- Tags ninjatrader realtime data
@TRADERin
I have made some minor changes in the "Instrument addition" part in ManshiRT Ninjatrader setup notes and the changes are listed here: http://tinyurl.com/NTSymbolAdd
Please follow all other steps exactly as described in ManshiRT (or Shareguru) help file.
Please let me know if there is any difficulty you are facing now.
The addition of stock symbol in Instrument manager has been described in the above googledoc. Addition of Index or Future symbol varies slightly from the above procedure. An index symbol is automatically prefixed with '^' sign by instrument manager, this needs to be taken care off in the symbol mapping, e.g. in the Symbol map > External field, you need to enter ^NIFTY instead of NIFTY
For adding Future symbol you need to select Exchange as well as Expiry in the instrument manager. For example Nifty June contract will appear as NIFTY 06-13 while a running contract can be added as NIFTY ##-##. In the Symbol map > External field, you need to enter NIFTY 06-13 or NIFTY ##-## as the case maybe.
Please note that you will have to map the index and future symbols in the Shareguru symbol mapping accordingly, e.g., you need to map NIFTY as ^NIFTY and NIFTY futures as either NIFTY 06-13 or NIFTY ##-##.
I have made some minor changes in the "Instrument addition" part in ManshiRT Ninjatrader setup notes and the changes are listed here: http://tinyurl.com/NTSymbolAdd
Please follow all other steps exactly as described in ManshiRT (or Shareguru) help file.
Please let me know if there is any difficulty you are facing now.
The addition of stock symbol in Instrument manager has been described in the above googledoc. Addition of Index or Future symbol varies slightly from the above procedure. An index symbol is automatically prefixed with '^' sign by instrument manager, this needs to be taken care off in the symbol mapping, e.g. in the Symbol map > External field, you need to enter ^NIFTY instead of NIFTY
For adding Future symbol you need to select Exchange as well as Expiry in the instrument manager. For example Nifty June contract will appear as NIFTY 06-13 while a running contract can be added as NIFTY ##-##. In the Symbol map > External field, you need to enter NIFTY 06-13 or NIFTY ##-## as the case maybe.
Please note that you will have to map the index and future symbols in the Shareguru symbol mapping accordingly, e.g., you need to map NIFTY as ^NIFTY and NIFTY futures as either NIFTY 06-13 or NIFTY ##-##.
RM, In your writeup, you take pains to configure an index and futures as such in the Instrument Manager. In my experience, there are negligible users who use composite computations, etc, where this classification may be important. If the context is data feed for Ami users, I have not had such a classification request. This is why it is recommended to users to simply configure all instruments as Stocks in NT; the symbol renaming of the datafeed utility (e.g. NIFTY_1) suffices for continuous contract. If I'm missing something here, would appreciate your input.
The NT forum is full of folks wondering why NinjaTrader is so stubborn about not providing a full featured interface for data feeds other that those that they officially support (even thought the reason is obvious). This applies to Indian and other stock exchanges. The consequent pain of backfill is a result of this, and till NT opens this door, there is little a user or data provider can do about it.
The NT forum is full of folks wondering why NinjaTrader is so stubborn about not providing a full featured interface for data feeds other that those that they officially support (even thought the reason is obvious). This applies to Indian and other stock exchanges. The consequent pain of backfill is a result of this, and till NT opens this door, there is little a user or data provider can do about it.
Hi Yusi
You are perfectly right, the easiest way is to configure everything as stocks in NT and it works without hitch.
There are two reasons for configuring future contracts month-wise in NT, first is simply because i discovered that this was the proper way!
Second reason is that for calculation of reference levels like POC etc. back data for the same month contract is needed. If I use continuous contracts then there will be error in calculation of ref levels just after rollovers. So it helps if database is maintained separately for each contract.
I hope that some Indian data vendor ties up with NT, only then there is hope for NT users in India. NT would surely not provide us everything for free.
regards.
rm
You are perfectly right, the easiest way is to configure everything as stocks in NT and it works without hitch.
There are two reasons for configuring future contracts month-wise in NT, first is simply because i discovered that this was the proper way!
Second reason is that for calculation of reference levels like POC etc. back data for the same month contract is needed. If I use continuous contracts then there will be error in calculation of ref levels just after rollovers. So it helps if database is maintained separately for each contract.
I hope that some Indian data vendor ties up with NT, only then there is hope for NT users in India. NT would surely not provide us everything for free.
regards.
rm
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