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Continuous Contracts for FTSE 100 Futures & DAX

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  • arilano
    replied
    ok sorry my misunderstandng, will contact the relevent parties for the data for backtesting,

    thanks dierk

    Leave a comment:


  • NinjaTrader_Dierk
    replied
    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.

    Leave a comment:


  • arilano
    replied
    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

    Leave a comment:


  • NinjaTrader_Dierk
    replied
    Continuous contracts are supported by NT in general. Just not the non standard symbol notations below.

    Leave a comment:


  • dgregor5
    replied
    Is there any plan to be able to access these continuous contracts in future updates of NT ? thx

    Leave a comment:


  • NinjaTrader_Ray
    replied
    This is not supported.

    Leave a comment:


  • dgregor5
    replied
    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

    Leave a comment:


  • NinjaTraderEcosystem_Ryan
    replied
    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,

    Leave a comment:


  • dgregor5
    replied
    Hi - so are you saying that it is not possible to view the continuous contract in NT for the FTSE/DAX ?? thx

    Leave a comment:


  • NinjaTraderEcosystem_Ryan
    replied
    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

    Leave a comment:


  • dgregor5
    started a topic Continuous Contracts for FTSE 100 Futures & DAX

    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

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