Index Symbols

[zr6bcm]

After the absolute perfect help tonight, I will venture one more time out and ask a "stupid" question that I can't find the answer too. (Did try to search forum and documentation, but alas, I don't know the magic keywords.)

I know from the documentation and error messages, that master symbols are only contain letters, digits and underscores.

(a) But when I look at the instrument list, there is an instrument list called "Indexes", and they contain symbols like "^SP500". How does that "^" character get in there?

(b) When I look at all instruments, I can't find any master symbol ^SP500. There is only SP500. So how does that "^" get resolved.

(c) From where is "^DAX" loaded? I can see the chart, but not understand how this symbol is resolved onto a connection/instrument.

(d) If I just load "DAX" without the "^", then it suddenly loads a strange chart, and suddenly there is a stock "DAX" out of nowhere in instruments. If I try to remove this stock in instruments, NinjaTrader just hangs until I terminate it in task manager.

(e) And how do I get indexes such as HDAX, Euro Stoxx 50, etc. (This one I will search some more for, because I know people often want to load these.)

Thanks, Brian

[NinjaTrader_ChelseaB]

Hello zr6bcm,

The instrument does not contain the ^ symbol. In NinjaTrader a ^ denotes that you want to load an index. The $ symbol denotes that you want to load a currency pair. An expiry (09-16) after the symbol denotes you want to load a future.

None of these symbols are part of instrument name.

These are special symbols used to tell NinjaTrader what type of instrument to load.

When you add an instrument to an instrument list, you will see the symbol that specifies the instrument type. You can also type these into a chart. Type $EURUSD and this will load the EURUSD currency pair. Type ^TICK and this will load the TICK index. Type ES 09-16 and this will load the september contract of the ES future.

Without using ^, $, or ##-##, the instrument will automatically be loaded as an equity.

The DAX index is an instrument that an exchange will stream live data for just like any other instrument. This is recorded for historical data. When the instrument is loaded, there is a symbol map that tells NinjaTrader what code to request from the specific connection to load the data.
All instruments work this way. Indexes are not different, they just cannot be traded and will not have ask and bid prices.

Not all instruments are pre-loaded in NinjaTrader by default. NinjaTrader comes pre-loaded with the most commonly traded instruments however, you may find the need to add an additional instrument.

Please follow the instructions below to add an instrument in the Instrument Manager.

• From the NinjaTrader Control Center window select the menu Tools> Instrument Manager
• Press the 'New' button
• *Enter in instrument specific information and select the appropriate exchange (add Default exchange for equities in addition to the actual exchange)
• Fill in any relevant information under the 'Misc' tab such as symbol mapping for your target connectivity provider
• Press the 'OK' button
• * If you wish to add an equity, this can be accomplished without following the steps above. Just open a chart (for example) and start typing in the symbol and a new instrument is automatically created.

The instrument is now added to the master instrument list.

Please follow the instructions below if you want to add this instrument to an instrument list.

• Select the instrument list you wish to add the instrument to via the 'Instrument lists' drop down list in the upper left hand corner
• Select the exchange (Default recommend for equities) as this will route orders to your broker smart routing system
• Select the appropriate expiration date if this is a futures instrument
• Press the '<' button to add the instrument to the list
• You are now complete and can press the 'OK' button.

The symbol mapping will be unique to the connection you are getting data from and should be looked up for that specific connection.