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Can't add contract expiry in Instrument Manager

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    Can't add contract expiry in Instrument Manager

    Hello,

    I am trying to add historical data for the ES contracts from 2003 - 2009. I imported the tick files successfully but now I have to add the contracts in the instrument manager. I was able to add ES 06-09 through ES 09-08. But the drop down menu for expiry only goes down to Sept. 2008. How can I add contracts ES 03-03 through ES 06-08?

    Thanks,

    Chicago

    #2
    Hello,


    First your data feed will have to have these contracts available to you.
    Second, this is not officially supported, but some people have success with changing their PC clock to a past date effectively tricking NT into thinking its a later date, then the contract expiries may be available. Give that a try or ask someone for the historical data and import it.
    BenNinjaTrader Customer Service

    Comment


      #3
      Ben,

      I'm not quite sure I understand.

      I am in a position where I've purchased data for each the ES futures contracts going back to 1998. I've transformed the data into the format required by NT6.5 and named each file appropriately (e.g. ES 12-08).

      Now, how do I go about adding these contracts in the NT Instrument Manager? The dropdown list for contract expiry only seems to allow contracts back to 08-08.

      Thanks
      Shannon

      Comment


        #4
        Hello,

        Try importing it per this link:
        http://www.ninjatrader-support.com/H...V6/Import.html

        Then add the instrument via on-the-fly:

        - Open a DOM

        - Type the symbol of the instrument into the instrument field

        - Press Enter on your keyboard. This adds the instrument to your master list in the Instrument Manager, it is call on-the-fly.

        - Now follow this link to add the instrument your Default list:
        http://www.ninjatrader-support.com/HelpGuideV6/AddRemoveFromList.html
        BenNinjaTrader Customer Service

        Comment


          #5
          Ben,

          I may have misunderstood your post.

          From the Control Centre -> File -> New -> I opened a Dynamic SuperDOM window. In the Instrument dropdown box, I typed the contract I was chasing (e.g. ES 03-08) and hit return. The error message was returned "Error in requesting historial data from IB: No security definition has been found for the request(200)".

          From the Control Centre -> Tools -> I opened an Instrument manager window. In the Name field I entered "ES" and hit search, selected the E-mini S&P 500 futures contract, and attempted to change the expiry to 03-08. This option expiry still does not exist.

          Please clarify where I went wrong.



          BTW... the "historial" in the error message is verbatim, there may be a typo in that error message.

          Comment


            #6
            If you want to see historical data you need to open up a Chart and then select the amount of days back. For the contract you need to use the ES 09-09 as September 09 is now the correct contract, the older contracts are all expired.
            VinceNinjaTrader Customer Service

            Comment


              #7
              Vincent,

              Thank you for your quick reply.

              I am aware the current contract is ES 09-09. I have purchased historical data for ES contracts that have long since expired. I am looking to backtest my strategies for robustness.

              In doing this, I do not wish to add several years of continuous contract information to the current contract.

              Please detail how I can add prior contracts to the Instrument manager so that I may import data for these contracts.

              Shannon

              Comment


                #8
                Hello Shannon,

                Thank you for your reply.

                To access contracts prior to 09-08, you will need to set your PC's clock back 1 year.

                After doing so, you will be able to add these contracts to an instrument list using the steps listed here: http://www.ninjatrader-support.com/H...eFromList.html

                To merge the historical data in to the current contract (thereby simulating a continuous contract), please take the steps listed here: http://www.ninjatrader-support.com/H...ide.html?Merge
                KyleNinjaTrader Customer Service

                Comment


                  #9
                  Originally posted by Shansen View Post
                  Ben,

                  I'm not quite sure I understand.

                  I am in a position where I've purchased data for each the ES futures contracts going back to 1998. I've transformed the data into the format required by NT6.5 and named each file appropriately (e.g. ES 12-08).

                  Now, how do I go about adding these contracts in the NT Instrument Manager? The dropdown list for contract expiry only seems to allow contracts back to 08-08.

                  Thanks
                  Shannon
                  Shannon,

                  What I did was:
                  -- exit Ninja Trader.
                  --Change the year on my PC clock.
                  --Re-open NinjaTrader and the Instrument Manager. ( The old contract months will now show up.)
                  --Add the contracts dates you want.
                  --Now you can import those historical data contracts.

                  Don't forget to change your PC clock back to the current year when you're done.

                  Hope this helps.

                  Chicago

                  Comment

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