IQ feed FTSE (LFM)

[frankvdplas]

Hi,

i have IQfeed as dataprovider but i have trouble getting the FTSE and DAX index data feed.

how do i get the tickdata for FTS ( LFM, LYM) and DAX (XGM)

[NinjaTrader_Jason]

Hello frandvdplas,

Can you please confirm your IQFeed subscription is authorized for these instruments.

If so, go to Tools-->Instrument Manager and remove the FDAX and FTSE from your instrument list.

http://www.ninjatrader-support.com/HelpGuideV6/AddRemoveFromList.html

Go to Tools-->Options-->Misc-tab and click Reset Instruments.

Add the instruments back to the list and check if you receive correct data upon creating a new chart.

[frankvdplas]

thanks for your response.

1) yes i do have the dax and FTSE 100 and 250 in my account.
2) i did the reset of instruments but i still can not get the LFM and LYM and XGM symbols

[NinjaTrader_Jason]

I am not sure what would be NinjaTrader's equivalent for these instrument symbols. I tried to find them via the web, but I was unsuccessful (XGM did result in General Motors stock).

I suggest to go to Tools-->Instrument Manager, set Instrument type to 'Future' and hot Search. Check if you can find the futures contracts.

If not, could you please provide me more information regarding these instruments.

[frankvdplas]

sorry it is LF and LY for ftse 100 and 250 and then month and year

i will check also with iqfeed .

[NinjaTrader_Jason]

These instruments are not listed 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 connectivty 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.

[frankvdplas]

thanks i have it almost working . all i need to find is settings for the LF instrument on the iqfeed page !!

[NinjaTrader_Jason]

Please see the link below.

http://www.dtniq.com/template.cfm?navgroup=supportlist&view=1&urlcode=323405&type=enid

[frankvdplas]

thanks

i have as iqfeed symbol map LF in ninja and masterinstrument LF rollover period 3 months ticksize 0.5 but it still doens look like i have the correct data ? do i need to give the month and year in symbol map for iqfeed

if i do so then i have trouble creating charts

[NinjaTrader_Jason]

Please do not include the month/year in the symbol mapping; just LF.

Let me know if this works for you.

[frankvdplas]

thanks but the bid and ask is very low i think i have the march contracts even i use 06-09 the bid ask volumes should be much higher for the 06-09 contracts

[NinjaTrader_Jason]

If the instrument is specified as 06-09, it will retrieve data for the June contract.

Aren't the March contracts expired?

[frankvdplas]

yes they are. i will check for the next few days. thanks for your support