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SEHK market data on NinjaTrader

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    SEHK market data on NinjaTrader

    Hello

    I've got an IB account which has subscribed SEHK stock market data. I wanna pull the historical data from IB and plot the charts on NT7.

    I could connect to IB and show forex charts. However, when I typed the HK stock symbol, for example:

    700 / 700.HK / 700.SEHK / 700.HKEX

    It showed an error prompt: Invalid Instrument Symbol.

    It seems that I should import the stock list first? Can you advise how I can import the stock list from IB and plot charts with SEHK market data subscribed from IB?

    Thanks!

    #2
    While it is typically possible to map non-default symbols into NinjaTrader, sometime it is not possible. However, let's try a few things first.

    Interactive Brokers mapping, especially for non-US equities, may take some additional configuration which would not be possible via the stock symbol list import toll.

    Lets make sure that it is possible to successfully map at least one of these instruments so we then know the proper format for the instruments on that exchange.

    '700' on SEHK is Tencent Holdings. From within Trader Workstation, I found this information regarding this symbol:

    https://www.screencast.com/t/mUwdTaMQMg5

    The key information here would be the symbol, security type, and exchange. Unfortunately I do not have an Interactive Brokers account with access to data for these symbols, however, I have prepared a symbol in my NinjaTrader which I'd like for you to duplicate and test.

    First, I'd like for you to remove any instruments created previously (which aren't working):
    • Disconnect from all connections
    • Control Center > Tools > Instrument Manager
    • In the name field, type '700' and click 'Search'
    • Click on the instruments you've created with '700' in their name and choose 'Delete'
    • Do this for any instruments you had created when trying to create this previously.

    Now, lets create a new instrument:
    • Stay within the Instrument Manager > New
    • Master Instrument = 700_SEHK
    • Instrument Type = Stock
    • Currency = HongKongDollar
    • Exchanges = Default and HKEK (SEHK is not available in this list)
    • Any settings not mentioned may be left as they are by default
    • Screenshot example: https://www.screencast.com/t/pC0xndNUle33
    • Misc tab > Scroll down to the 'Symbol map' section > Locate 'Interactive Brokers'
    • Enter '700|SEHK' (without the apostrophes)
    • Any settings not mentioned may be left as they are by default
    • Screenshot example: https://www.screencast.com/t/p9elMxYT3
    • OK > Add this new instrument '700_SEHK' to an instrument list > OK
    • Reconnect to Interactive Brokers and test this new instrument

    Please let me know if this works. If not, we'll try a few more iterations of the symbol mapping to see if we are successful. If you decide to try any alternative mapping yourself, please ensure you are always disconnected before editing the instrument.
    Patrick G.NinjaTrader Customer Service

    Comment


      #3
      It works!!! Thanks!!!

      One more question. Do I need to import the stock one by one manually? Or is there any way I can do a batch import?

      Comment


        #4
        The only way to do a 'batch' import would be by using the import stock list tool, however, because of the custom mapping which needs to be done for symbols on this exchange the tool cannot be used.

        You'll need to manually create these instruments one by one.
        Patrick G.NinjaTrader Customer Service

        Comment


          #5
          Got it. Thanks anyway!

          Comment

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