Continuous contract for OpenTick

[zoltran]

Hello

Opentick supports continuous contracts using the sharp symbol.

How do I use this in NT 6.09 ?

(Opentick reference http://www.opentick.com/forum/viewtopic.php?t=139&highlight=continuous )

[NinjaTrader_Ray]

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Zoltran,

At this time, they are not supported. Have added to list.

Ray

[NinjaTrader_Dierk]

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OpenTick does not support continous contracts.

[zoltran]

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Dierk

Yes they do!

Just use the # (sharp) prefix as per the link in my 1st note here.

I have downloaded a year or more of minute data this way using their batch cmdling tool

[NinjaTrader_Dierk]

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I see. Next beta/release of NT6 will support continous contracts for OpenTick.

[tradewiz]

hi, is the contineous contract from opentick now supported in ninjatrader? is so how do i use it? thanks.

[NinjaTrader_Ray]

Should be. Create instead of adding a contract such as "ES 03-08" in to the Default list in the Instrument Manager, when you select the expiration date, select "##-##" so you would have "ES ##-##".

[KBJ]

I just tried this and it works quite nicely.

Using ZenFire, I am unable to get daily charts on the S&P 500, but by connecting to OpenTick, I can now do so, and by using "ES ##-##", I can get it to go back over several contracts (all the way back to Aug 2003 for ES.)

Very nice indeed!

[zoltran]

Just be aware with opentick...

- Continuous contracts are not 'adjusted' at roll-over time.
.... So for example, if on roll-over day Dec 13/07 ...
........ YM Sept 07 was at 13500 and YM Jan08 was 13580
........... - your chart will show a gap in prices. This may or may not be a problem for you

- It is un-filtered data .. so if the exchange throws a bad quote .. you will have than in your data.

- They used to have an exceptional amount of of bad-ticks in data prior to Sept 06. These errors are sometimes easy to see ... they have and high/low much larger than normal, or a low that's the same price over many bars..

From what KBJ posted, the bad data may be fixed now.

I guess the message I'm trying to make is to check your data to make sure it's what you expected and is within norms.

[iwannatoscript]

Opentick now has good data before 2006?

[Ricam]

Opentick has great data if you can find it

Opentick now has good data before 2006?

Opentick no longer exists, so their data are not so good.

[Harry]

As OpenTick moved into the Happy Hunting Grounds in April 2009, may I suggest to modify the connection setup of NinjaTrader not to include OpenTick.

[NinjaTrader_Kyle]

Hi Harry,

Thank you for your post.

This has been taken care of in NinjaTrader 7.