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Continuous Contracts for FTSE 100 Futures & DAX

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    Continuous Contracts for FTSE 100 Futures & DAX

    Hi:
    For the YM future, to view the continuous contract, one would select YM ##-##.
    What does one do for the FTSE 100 & DAX futures whose symbols are Z & AX, respectively & whose continuous contracts in e-signal are Z 1!-EEI & AX 1!-DT, respectively. Also, how does one set up the instrument manager/misc/e-signal cell?

    many thx

    #2
    Hi dgregor5:

    Thank you for your post.

    eSignal's continuous contract symbols are for US based futures contracts only and therefore the FTSE 100 and DAX will not be compatible.

    Please see the attached snippet from the eSignal Help guide.

    Best regards,
    Attached Files
    RyanNinjaTrader Customer Service

    Comment


      #3
      Hi - so are you saying that it is not possible to view the continuous contract in NT for the FTSE/DAX ?? thx

      Comment


        #4
        Hi:

        Yes, your understanding is correct since eSignal only makes available the continuous contract for U.S. based futures only.

        Since eSignal does not provide a continuous contract for the FTSE and the DAX, it is not possible to receive the data into NinjaTrader.

        Best regards,
        RyanNinjaTrader Customer Service

        Comment


          #5
          Hi - that is not correct.
          the continuous contracts in e-signal are:

          1/ FTSE 100 future = Z 1!-EEI.
          2/ DAX future = AX 1!-DT.

          how do I get these data into NT ?

          thx
          David

          Comment


            #6
            This is not supported.
            RayNinjaTrader Customer Service

            Comment


              #7
              Is there any plan to be able to access these continuous contracts in future updates of NT ? thx

              Comment


                #8
                Continuous contracts are supported by NT in general. Just not the non standard symbol notations below.
                DierkNinjaTrader Customer Service

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                  #9
                  i have written some systems but testing on the current traded contract is fine but very limited as there is only 2.5 months of good data the rest is fairly pointless to use.

                  It seems to me that this is quite an important feature will this be included at some point or is there a way to circumvent it?

                  I realise you are probably blue in the face but this is extremely important to development of trading strategies in these products (possibly add to the beta :P)

                  Thanks

                  Arilano

                  Comment


                    #10
                    Sorry, I don't follow. You canget any historical data you'd like by a data provider like OpenTick, eSignal, IQFeed. NT is not a market data vendor.
                    DierkNinjaTrader Customer Service

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                      #11
                      ok sorry my misunderstandng, will contact the relevent parties for the data for backtesting,

                      thanks dierk

                      Comment

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