Feature Request: eSignal expired future contracts symbol support

[garfielalvin]

eSignal symbol for expired future contract and live future contract are different, example ES M2015 and ES Z5 / CN 2015M-SGX and CN 5Q-SGX. Currently both NT7 and NT8B3, direct download of expired futures contracts historical data are not supported. Would request NT8 to support this feature as this would help to build histrical data for expired future contracts more efficiently.

[NinjaTrader_AlexC]

Hi garfielalvin,

I'm not sure I follow. In what way do you mean directly downloading expired Futures contracts? You can do this with the Historical Data Manager, by requesting a number of days to load on a chart, or via the use of Market Replay.

[garfielalvin]

Currently in NT7 and NT8B3, download of ES 09-15, HSI 07-15 and CN 07-15 via historical data manager from eSignal works. However, download of expired contracts data like ES 06-15, HSI 06-15 and CN 06-15 returns no data. This is due to eSignal changes symbol of future contracts few days after contract expiry, change from ES M5, HSI M5-HKF and CN 5M-SGX to ES M2015, HSI M2015-HKF and CN 2015M-SGX.

The request is to add support in NT8 to download data even after the contract has expired and the symbol change occured. Thanks.

[NinjaTrader_AlexC]

Hi garfielalvin,

I submitted this feature request to our development team with the tracking tag SFT-539, should you wish to check on its progress in the future.

In the meantime, you can manually set up instruments with the correct symbol mapping for expired front months in the Instrument Manager and download historical data for expired contracts that way.

[garfielalvin]

How can the status of the tag SFT-539 be track?

[NinjaTrader_AlexC]

Hi garfielalvin,

To track a feature request or bug, you can simply post here on the forums or send in a note to platformsupport AT ninjatrader DOT com and we're happy to check for you.

SFT-539 has not yet been implemented.

[bbdsan]

In the meantime, you can manually set up instruments with the correct symbol mapping for expired front months in the Instrument Manager and download historical data for expired contracts that way.

Would you please explain exactly how to do this?

I created a new Instrument List called "Old_Futures". I then added ES to it. But the oldest ES contract I was able to select was 12-15.

Thanks

[garfielalvin]

Maybe steps described in the post can help.

http://ninjatrader.com/support/forum/showpost.php?p=375355&postcount=5