NIFTY continuous contract for eSignal

[coolcorner]

Can someone please help me out creating continuous contract for NIFTY with eSignal as the data feed. I did a search earlier in the forum and found couple of threads, but they were not clear, basically use the instrument manager and create a new futures symbol NIFTY and add NIFTY N5-NSF as esignal symbol and select ##-## while adding that symbol the list. But, I am not receiving the data, however, I get the data for NIFTY N5-NSF. Am I missing something, can someone please help me out?

[NinjaTrader_DrewO]

Hello,

Thanks for your note.

Have you checked to ensure you are enabled to receive this data from your ESignal connection?

What expiration have you selected for this NIFTY Futures instrument you have created?

Do you receive an error upon attempting to create a chart of this instrument? If so, what does the error report?

[coolcorner]

Yes, I receive the data for "NIFTY N5-NSF" if I add that as an instrument and download. I get data only for that contract alone, that works fine. But, when I am adding ##-##, I do not get any data and no errors seen as well.

BTW, NSF is NSE stock Futures (I guess esignal considers this as an exchange), should we have matching exchange in Ninja, as you have only NSE, but do not have NSF, or both are same?

The steps that I am following is:

1. Instrument manager
2. Add new instrument
3. In definition tab. Enter a name for master instrument - NIFTY, instrument type - futures, tick size 0.05, currency - INR, mergepolicy - mergebackadjusted, session template - NSE, exchange - NSE.
4. Under Misc, against eSignal I am adding "NIFTY N5-NSF"
5. Ok
6. Transfer to instrument list, while transfering this to instrument list, I choose ##-## for the expiry.

Please let me know if I am going wrong anywhere.

[NinjaTrader_DrewO]

Hello,

Thanks for your note.

I'd like to see your log and trace files. Please send me a note to platformsupport (at) ninjatrader (dot) com. Attach your most current log and trace files to the email, and put a link to this forum post in the body of the email. Please note "ATTN: Drew" in the body of the response.

You will find the log file on your PC in the (My) Documents > NinjaTrader 7 > Log folder.

The log file will be named "log.20150629.txt"

You will find the trace file on your PC in the (My) Documents > NinjaTrader 7 > Trace folder.

The trace file will be named "trace.20150629.txt"

I look forward to hearing from you.

[coolcorner]

Here you go, from the traces log:

2015-07-02 17:18:20:598 (Esignal) Data.Bars.GetBarsNow: instrument='NIFTY_JUL_15' from='2015-07-02' to='2015-07-02' period=1 Min splitAdjusted=False dividendAdjusted=False bars=0 session='Nse'
2015-07-02 17:18:21:769 UI (re)load complete, took 3.7 secs, 38.8 secs after app start
2015-07-02 17:29:51:298 (Esignal) Data.Bars.GetBarsNow: instrument='NIFTY ##-##' from='2015-05-13' to='2015-07-01' period=1 Min splitAdjusted=False dividendAdjusted=False bars=0 session='Nse'
2015-07-02 17:29:54:479 (Esignal) Data.Bars.GetBarsNow: instrument='NIFTY ##-##' from='2015-07-02' to='2015-07-02' period=1 Min splitAdjusted=False dividendAdjusted=False bars=0 session='Nse'
2015-07-02 17:31:38:716 (Esignal) Data.Bars.GetBarsNow: instrument='NIFTY_JUL_15' from='2015-05-13' to='2015-07-02' period=1 Min splitAdjusted=False dividendAdjusted=False bars=0 session=''
2015-07-02 17:31:43:167 (Esignal) Data.Bars.GetBarsNow: instrument='NIFTY_JUL_15' from='2015-07-02' to='2015-07-02' period=1 Min splitAdjusted=False dividendAdjusted=False bars=0 session='Nse'


It is getting data for NIFTY_JUL_15 which is basically NIFTY N5-NSF

[NinjaTrader_DrewO]

Hello,

Thanks for your reply.

It looks like a portion of the log or trace file was copied into your reply. Instead, please send me a note to platformsupport (at) ninjatrader (dot) com. Attach your most current log and trace files to the email, and put a link to this forum post in the body of the email. Please note "ATTN: Drew" in the body of the response.

You will find the log file on your PC in the (My) Documents > NinjaTrader 7 > Log folder.

The log file will be named "log.20150629.txt"

You will find the trace file on your PC in the (My) Documents > NinjaTrader 7 > Trace folder.

The trace file will be named "trace.20150629.txt"

I look forward to hearing from you.