NinjaTrader and Indian listed instruments - problems

[varunkhandelwal]

hello.. i am trying to use Ninja trader for the Indian markets. Interactive Brokers is now operational in Indian and I am trying to connect Ninja Trader to my account with IB. However, after I add Indian instruments to the Instrument Manager, NinjaTrader is unable to pull the data in from IB. I suspect its because the Indian Rupee as a currency is not listed in NinjaTrader and IB needs the contract currency as a part of the ticker.

Can anyone help me with this?

[NinjaTrader_Jason]

Hello Varun,

Please see my response to the same note you sent to support[at]ninjatrader[dot]com.

[alcamie]

I"m also looking at trading on the indian markets. could you please post reosponse publicly so anyone alese trying to trade the indian markets can see any issues and responses already experienced by others.

Thanks

[NinjaTrader_Jason]

Hello alcamie,

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.

Specific eSignal future instruments instructions

Please the information below to setup new instruments with eSignal as data feed in NinjaTrader.

To support a futures instrument XXX Z8-YYY, whereas XXX is the eSignal instrument name and YYY is the eSignal exchange name, then you need to check this on instrument manager:

• ‘Default’ exchange should be assigned. If the instrument is traded on a different connection, then the native exchange needed to be assigned too
• Set rolling period accordingly
• Set mapping to XXX|YYY. This would be translated to XXX Z8-YYY for the Dec 08 expiry

For example, to setup the COPPER 06-09 traded on MCX. Please see the attached screenshots and use the same logic.

Select only the Default exchange and use COPPER|MCX as symbol mapping.

[Bubss]

Hi Jason

I am using IB for data and wish to add the NIFTY50 future to NT but I cannot get any data into a chart. I have read and followed the instructions of this thread but it does not appear to provide the solution. As per the original post by varunkhandelwal there is no Currency for Indian Rupees in NT so I don't know if that is causing the problem.

I have added the following into the Instrument Manager:

Master Instrument: NIFTY50
Instrument Type: Future
Tick Size: 0.05
Currency: Have tried US Dollar, No Indian Rupee is available.
Point Value: 1
Rollover period: 1
Sim Feed Start Price: 0.00
Margin Value: 0
Description: S&P CNX NSE Nifty Index Future
Exchanges: Nse
Symbol Map: Interactive Brokers NIFTY50

No data appears in the chart. I can get a chart of the data in the IB TWS system.

Please advise.

Many thanks

[NinjaTrader_Jason]

Hello Bubss,

This will be supported in NinjaTrader 7. Please see the link below.

http://www.ninjatrader.com/webnew/NT7/NinjaTrader7.html

Interactive Brokers Adapter
- Fixed issue where price events with zero volume were filtered
- Added Indian Rupee and NSE exchange support

[Bubss]

Hi Jason, thank you for the reply.

Regards

[faceonthewall]

Hi Jason, thank you for the reply.

Regards

Hi
I am trying to get NIFTY futures data from Interactive brokers into Ninjatrader. I saw this post, and I am not quite where we stand right now. Does this mean that we cannot get Nifty futures data in Ninjatrader until version 7 is released? If this is incorrect and there is a workaround to get the Nifty futures data into NT, pelase let me know. I tried to map the contract using USDollar, and using Nifty50 as the interactive brokers symbol map, but I cannot seem to get any data through. Thanks for your help!

[NinjaTrader_Jason]

Hello faceonthewall,

Does this mean that we cannot get Nifty futures data in Ninjatrader until version 7 is released?
--> This is correct.

[faceonthewall]

thanks for the reply Jason. I wait for NT 7 then :-)

[DavidHP]

I'm using NT7 Beta.

I still have issues connecting to Nifty50.

I can see it and trade it on my IB interface.

I can add it to the instrument list in NT7.
It always comes up and says there is no data for this instrument when I open a chart.

I've followed the instructions send by NT support about adding this instrument.
Is there a work around?

[NinjaTrader_Jason]

Hello DavidHP,

Please see the attached screenshot to setup the Nifty50.

Make sure to use a minute or daily based interval in the chart; historical tick data is not supported with IB.

[DavidHP]

Hmmm.

This is strange.

I can get the Nifty data as long as I don't have Zenfire connected.

If I have Zenfire connected and then try to connect to IB / Nifty50 I get an error.

IF I disconnect Zenfire, the NIFTY will load fromt he IB data feed.

Weird

[NinjaTrader_Jason]

Hello David,

Are you connected to Zen-Fire first and IB second? If so, this would be as expected.

Please note that NinjaTrader will retrieve real-time data from the first connection. Only when the first connection does not support an instrument type (stock, future, index, forex), it will retrieve data from the second connection.

As per the example above, you will retrieve all futures data from Zen-Fire.

[DavidHP]

Jason,

It is not a problem to get all futures data from Zenfire.
Then connect to IB and get the Nifty50.
But that does not seem to be what is happening.

Case 1:
I connect to Zenfire.
Let the charts update Futures data because that is what I want to trade.
Then connect to IB to get Nifty50 data.
(Nifty is not supplied by Zenfire).
I get an error saying it can not find the instrument or it is not supported.

Case2:
If I connect to IB first.
IB retrieves ALL data. (Futures and Nifty50.)
When I connect to Zenfire it will not be my primary data feed.

If I understand correctly, I would not be able to trade with the Zenfire account since it is not the primary data feed?

Is that incorrect?
Is there a way to connect to IB first and still use Zenfire as the trading data feed?

Thanks,