Since there is still well let's say "room for improvement" in the Instrument Manger, I've written two tools to help me create instrument lists using the Yahoo account. I'm posting them here because maybe they might also help someone else.
I'm posting this in this section because the current rules don't allow posting anything else than NinjaScript indicators in the file sharing section.
You can download the tools (including the source for those who do not trust me) from my webspace at:
The first tool allows to extract stock symbols from an index. The usage is:
The first parameter specifies the file in which you want the result to be saved (".txt" will be appended automatically so in the example a file called "Dow Jones Composite Average.txt" will be created).
The output files contains a list of the symbols in the index in this format:
You can use this file in the Import Stock Symbols feature of NinjaTrader or copy its contents into the stock symbol import window.
Note that in the output file there is a new line after every 200 symbols. This is because of a bug in the Market Analyzer (see http://www.ninjatrader-support.com/v...ead.php?t=9630) which cannot load data for more than 200 items at once (with the Yahoo account). By having the data grouped in groups of 200 symbols, you can create instrument lists that do not exceed the supported size (you still have to manually create separate lists of up to 200 symbols each but the grouping in the output file helps you to do so).
The second parameter is the (Yahoo) ticker symbol of the index whose components you wish to extract. Note that the tool requires the symbol not to start with "^" (this will be automatically added). You can also combine the symbols of multiple indices into one output file (duplicates are automatically discarded) by combining mutliple index symbols with a "+":
The statement above will combine all stocks from the DJ Composite Average, the Nasdaq 100 and the S&P 500 into one list.
You can find the ticker symbols of the indices on the Yahoo Finance websites (http://finance.yahoo.com/, http://de.finance.yahoo.com/, etc.).
The third parameter is the number of stocks in the index.
The fourth parameter is the server from which to download the data. Normally this will be "download.finance.yahoo.com". However, some data is only available from some localized versions of the Yahoo Finance website. In this case the respective server must be specified, for example:
Since the Import Stock Symbols feature of NinjaTrader will only import the ticker symbols but not the description for each stock, I've written a second tool which will download and set the description for each stock. The usage is:
The parameter of this tool is the location of the NinjaTrader database file.
Note: This tool messes with the NinjaTrader database so use it at you own risk! I'm not taking responsibility for any damage caused by this tool.
This tool will only update the description of instruments whose description is empty. Instruments with an existing description will not be modified.
I'm posting this in this section because the current rules don't allow posting anything else than NinjaScript indicators in the file sharing section.
You can download the tools (including the source for those who do not trust me) from my webspace at:
The first tool allows to extract stock symbols from an index. The usage is:
Code:
StockSymbolsFromIndex <Output file> <Index symbol> <Components> <Server> e.g.: StockSymbolsFromIndex "Dow Jones Composite Average" DJA 65 download.finance.yahoo.com
The output files contains a list of the symbols in the index in this format:
Code:
AA;AEP;AES;ALEX;AMR;AXP;BA;BAC;BNI;C;CAL;CAT;CHRW;CNP;CNW;CSX;CVX;D;DD;DIS;DUK;ED;EIX;EXC;EXPD;FDX;FE;FPL;GE;GM;GMT;HD;HPQ;IBM;INTC;JBHT;JBLU;JNJ;JPM;KFT;KO;LSTR;LUV;MCD;MMM;MRK;MSFT;NI;NSC;OSG;PCG;PEG;PFE;PG;R;SO;T;UNP;UPS;UTX;VZ;WMB;WMT;XOM;YRCW;
Note that in the output file there is a new line after every 200 symbols. This is because of a bug in the Market Analyzer (see http://www.ninjatrader-support.com/v...ead.php?t=9630) which cannot load data for more than 200 items at once (with the Yahoo account). By having the data grouped in groups of 200 symbols, you can create instrument lists that do not exceed the supported size (you still have to manually create separate lists of up to 200 symbols each but the grouping in the output file helps you to do so).
The second parameter is the (Yahoo) ticker symbol of the index whose components you wish to extract. Note that the tool requires the symbol not to start with "^" (this will be automatically added). You can also combine the symbols of multiple indices into one output file (duplicates are automatically discarded) by combining mutliple index symbols with a "+":
Code:
StockSymbolsFromIndex "US Stocks" DJA+NDX+GSPC 665 download.finance.yahoo.com
You can find the ticker symbols of the indices on the Yahoo Finance websites (http://finance.yahoo.com/, http://de.finance.yahoo.com/, etc.).
The third parameter is the number of stocks in the index.
The fourth parameter is the server from which to download the data. Normally this will be "download.finance.yahoo.com". However, some data is only available from some localized versions of the Yahoo Finance website. In this case the respective server must be specified, for example:
Code:
StockSymbolsFromIndex "DAX 30" GDAXI 30 de.old.finance.yahoo.com
Code:
UpdateStockNames <Database file> e.g.: UpdateStockNames "C:\Users\YourName\Documents\NinjaTrader 6.5\db\NinjaTrader.mdb"
Note: This tool messes with the NinjaTrader database so use it at you own risk! I'm not taking responsibility for any damage caused by this tool.
This tool will only update the description of instruments whose description is empty. Instruments with an existing description will not be modified.
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