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Connecting to CME Floor with IB and NT?

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    Connecting to CME Floor with IB and NT?

    I have an issue that maybe someone else has experienced or seen.

    I cannot connect or chart Interactive Brokers CME floor data with Ninja Trader V6. I could not do this using Opentick either. For IB, I am mapping the symbol SPX (S&P 500 Futures Index on the CME) with the Globex exchange (this is the exchange I was told to use before with opentick). The Globex and CME floor are different exchanges though. I do not know the correct exchange to use for Ninjatrader? Can Ninjatrader work with CME floor data? The CME floor data usually only has Last Sale and no bid and ask information.

    All CME floor symbols that I have tried thus far do not work. Does anyone know of the solution to this issue.

    Thanks in advance.

    dendy.

    #2
    Connecting to CME Floor with IB and NT

    Hello,

    Please verify that the symbol that you are selecting within NinjaTrader is the ES 09-07.

    If you are not using this symbol, you can select it from the Control center -> Tools -> Instrument Manager -> Select the ES from the list of instruments and press the '<' button to add it to the default list on the left hand side of the screen.

    After doing that, connect to IB and select the ES 09-07 contract within any of our order entry windows.

    Thanks

    Comment


      #3
      Thanks for the reply Chris...

      ES and SP are different contracts. SP is the big S&P on the CME floor and ES is the E-mini S&P on Globex. They are different.
      ES works fine but it is not from the CME floor. ES is a Globex product. Can you try to use IB to chart the SPX in real time? Interactive Brokers Trader Work Station pulls the data in fine but it only includes last sale.

      I know that IB does not have historical data for the SP contract but I can get this from opentick.

      Thanks....

      dendy.

      Comment


        #4
        Connecting to CME Floor with IB and NT

        Hello,

        The symbol that you will need to have selected within NinjaTrader is the SP500.

        You can select this instrument from the Control center -> Tools -> Instrument Manager -> Select the ES from the list of instruments and press the '<' button to add it to the default list on the left hand side of the screen.

        Now connect to IB and let me know if you receive data.

        Thanks

        Comment


          #5
          Chris,

          The ES is really different than the SP. It's not the same. I don't want to trade the ES. I want to trade the SP on the CME floor and I don't see how to map this with IB.

          Do you see what I mean?

          Thanks,

          dendy.

          Comment


            #6
            We currenly do not support the exchange code for "CME" for IB, will look to add this on our next release.
            RayNinjaTrader Customer Service

            Comment


              #7
              Thanks for your answer Ray,

              I have been searching for the solution to this question for some time now. CME doesn't work on Ninjatrader for Opentick either. I think you were trying to help me solve this issue with opentick last week.

              I know it's not up to you but I hope that the developers really look into including the ability to trade contracts on the CME. It's a really important exchange for a lot of traders.

              Anyhow, have a great day.

              dendy.

              Comment

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