Japanese Yen Futures (eSignal Feed)

[Regulus]

The eSignal Feed does not work correctly with the default NinjaTrader Instrument settings for Japanese Yen Futures, probably due to the fact that the eSignal data is the exchange data multiplied by 100, this is despite the fact that the Instrument Manager Symbol Map uses the term 6J||100.

I created a new Instrument, K_6J for Japanese Yen Futures setting the Point Value to 125,000 and the Tick Size to 0.00005, the settings used for the symbol in the eSignal Software. Using the new Instrument I was able to produce a chart of Japanese Yen Futures with the price multiplied by 100.

Is there a way to alter the Symbol Map for the standard NinjaTrader Japanese Futures Instrument so that it divides the eSignal data by 100 and plots it to 7DP, so that the prices match brokers and the exchange?

[NinjaTrader_PatrickH]

Hello Regulus,

Thank you for your post.

You can go to the 6J in the Instrument Manager (Tools > Instrument Manager) > select Edit > go to the Symbol Map section and enter in the symbol map you used for the custom instrument you created.

[Regulus]

Hi Patrick,

Thank you for your reply.

In the standard NinjaTrader 6J Instrument why is the entry for E-Signal 6J||100 in the Symbol Map instead of 6J?

[NinjaTrader_PatrickH]

Hello Regulus,

That would be due to the multiplier. When you created a new instrument what did you use for the symbol mapping? Just 6J?

[Regulus]

Just 6J.
The standard NinjaTrader eSignal Mapping does not work, see attachment.

[NinjaTrader_PatrickH]

Hello Regulus,

Thank you for your response.

I have been unable to reproduce this on my end. Would you mind sending us a note to platformsupport[at]ninjatrader[dot]com with 'ATTN: Patrick H - 1491160' in the subject line? I would like to schedule a support call with you to look into this on your PC if possible.

[QuantKey_Bruce]

Patrick,

I agree the eSignal symbol is definitely set up incorrectly for 6J. What happens is that the historical data is scaled like 0.9, but the real-time data is scaled like 0.009 (see screenshot from today).

Thank you for your attention to this.

Bruce DeVault

[NinjaTrader_PatrickH]

Hello Bruce DeVault,

What version of the NinjaTrader 8 beta are you running? You can check under Help > About.

[QuantKey_Bruce]

The screenshot was taken from beta 10. Do you have any reason to believe it's already been fixed?

[NinjaTrader_PatrickH]

Hello Bruce DeVault,

Thank you for your response.

I would look to an updated database and running NinjaTrader 8 Beta 11 to resolve this.

Please update to NinjaTrader 8 Beta 11 at the following link: http://ninjatrader.com/support/helpG...en-us/beta.htm

Once complete, launch NinjaTrader and then go to Tools > Database > under 'Update Instruments' ensure the 'General Properties' and 'Symbol Mappings' are selected > Update.

Please let me know if you see the same item after updating NinjaTrader 8 and the instruments.

[QuantKey_Bruce]

To follow up on this, in build 12, the issue is still broken (historical prices are 0.9, and real-time prices are 0.009). In build 13, both historical and real-time prices are 0.9, so they are both wrong. Although it's nice that they are consistent between historical and real-time, orders at 0.9 will be rejected by all brokers because that is not the trading price. They both need to be 0.009, not both 0.9.

Can you please confirm if it is possible to edit the instrument setup such that BOTH historical and real-time prices coming in from eSignal are divided by 100? What is the exact symbol mapping that works for this? Or is it something you will need to fix in a coming build?

The key issue here is that 6J comes in from eSignal at one hundred times the price that any broker will accept as an order, so the prices both historical and real-time need to be divided by 100 before they go into the platform for processing.

[NinjaTrader_ZacharyG]

Hello Bruce DeVault,

Can you please email us at platformsupport [at] ninjatrader [dot] com with your log and trace files so we may investigate further?

Ensure that both my name and a link to this thread are referenced in the body of the email.

Please follow the steps below to manually attach your log and trace files to your response so I may investigate this matter further.

• Open your NinjaTrader 8 folder under Documents.
• Right click on the 'log' and 'trace' folders and select Send To> Compressed (zipped) Folder.
• Send the 2 compressed folders as attachments to your email.
• Once complete, you can delete these compressed folders.

[QuantKey_Bruce]

Zachary,

I have done so and emailed you the trace and log files. The problem is easily manifest on a clean install. 6J is not tradable at 0.9 prices, only at 0.009 prices, but on the eSignal feed, the prices all show up as 0.9.

Thank you for your attention to this.

Bruce DeVault