Coffee definition in the default Instrument Manager

[NinjaTrader_Kyle]

Xantech,

Please provide me with an image of the settings you are using for KC.

From the Control Center, click Tools > Instrument Manager.
In the Instrument Manager, select KC from the list on the right, then press Change.

I need an image of the Definition tab with all enabled exchanges showing.
I also need an image of the Misc tab where the Symbol Map section is showing.

To send a screenshot press Alt + PRINT SCREEN to take a screen shot of the selected window. Then go to Start--> Accessories--> Paint, and press CRTL + V to paste the image. Lastly, save as a jpeg file and attach that file to your next reply.

[Xantech]

KC Settings

Xantech,

Please provide me with an image of the settings you are using for KC.

From the Control Center, click Tools > Instrument Manager.
In the Instrument Manager, select KC from the list on the right, then press Change.

I need an image of the Definition tab with all enabled exchanges showing.
I also need an image of the Misc tab where the Symbol Map section is showing.

To send a screenshot press Alt + PRINT SCREEN to take a screen shot of the selected window. Then go to Start--> Accessories--> Paint, and press CRTL + V to paste the image. Lastly, save as a jpeg file and attach that file to your next reply.

Hi Kyle,

Here is the picture you requested. The only exchange selected is NYBOT (not shown in the image sorry).

--X

[NinjaTrader_Jason]

Hello Xantech,

Am I correct the global merge policy is set to MergeBackAdjusted or MergeNonBackAdjusted? You can check this at Control Center-->Tools-->Options-->Data-tab.

By default there is no 10-10 expiry defined for the KC. Can you please tell me what rollover date this expiry uses. Highlight the 'Contracts months' row in the Misc-tab of the KC. Click the '...' button that appears. Select the 10-10 expiry and tell me what rollover date is setup.

I noticed that the historical data for 9/7/2010 was the same in the 10-10 and 12-10 charts. Likely both charts load historical data from a previous expiry.

Can you please set the 'Merge policy' to DoNotMerge and subsequently create new charts for the KC 10-10 and KC 12-10. Does it display data as expected?

[Xantech]

Hello Xantech,

Am I correct the global merge policy is set to MergeBackAdjusted or MergeNonBackAdjusted? You can check this at Control Center-->Tools-->Options-->Data-tab.

By default there is no 10-10 expiry defined for the KC. Can you please tell me what rollover date this expiry uses. Highlight the 'Contracts months' row in the Misc-tab of the KC. Click the '...' button that appears. Select the 10-10 expiry and tell me what rollover date is setup.

I noticed that the historical data for 9/7/2010 was the same in the 10-10 and 12-10 charts. Likely both charts load historical data from a previous expiry.

Can you please set the 'Merge policy' to DoNotMerge and subsequently create new charts for the KC 10-10 and KC 12-10. Does it display data as expected?

Hi Jason,
Sorry for the delay. The contracts for coffee are March, May, July, Sept, and Dec.

Dec date is 9/20/2010
Sept date is 7/20/2010
July date is 5/19/2010
May date is 3/19/2010
March date is 12/21/2009

The Merge Policy is set for DoNotMerge. I also "repaired" the DB. Still no useful chart.

:'(
--X

[NinjaTrader_Jason]

Do you notice a difference in data now that 'Merge policy' is set to DoNotMerge?

Unfortunately our IB account is not authorized for the KC instrument, so I could not check it on my end.

Does the data in NinjaTrader resemble the data in TWS if you create a chart?

[Xantech]

Do you notice a difference in data now that 'Merge policy' is set to DoNotMerge?

Unfortunately our IB account is not authorized for the KC instrument, so I could not check it on my end.

Does the data in NinjaTrader resemble the data in TWS if you create a chart?

no difference.

--X

[NinjaTrader_Jason]

Hello Xantech,

Can you please restart NinjaTrader and create a new KC chart - does it make a difference?

Does the same chart display different data in TWS?

[RedDuke]

Hello,

Want to resurrect this old thread. Facing the same issue. Using IQFeed and coffee futures (KC) are quoted at 93.10, however IB quotes it at 0.9310. I submitted a live buy limit at 89, which of course should not have been executed since I thought the price is 93.1, but I immediately got filled, since IB thinks the price is 0.9310. If I switch back to Sim101, limit does not gets triggered of course.

Should I just adjust instrument per OP screen shot in the first post?

Thank you,
redduke

[NinjaTrader_PatrickG]

Essentially, yes.

The KC in Interactive Brokers is quoted as 1.3455. Other data providers and the exchange quote it at 134.55. To trade the KC with Interactive Brokers data the Tick size needs to be modified to .0005 and the Point Value needs to be modified to 37,500.

[RedDuke]

Essentially, yes.

The KC in Interactive Brokers is quoted as 1.3455. Other data providers and the exchange quote it at 134.55. To trade the KC with Interactive Brokers data the Tick size needs to be modified to .0005 and the Point Value needs to be modified to 37,500.

Thanks a lot

[RedDuke]

Unfortunately changing instrument setting did not help, IQfeed is still coming as 93.1 and IB is 0.931. Mind boggling, wonder if anyone else trades coffee and sugar at IB and facing the same issue.

The only solutions that comes to mind is to hard code custom ticksize and when submitting/altering orders divide the price by 100.

[NinjaTrader_PatrickG]

I apologize that I missed the detail of you receiving data from IQFeed but trading to Interactive Brokers.

This is a limitation when using one data feed for data which quotes the prices one way, but trading to a connection which quotes them as another. You would need to receive data from only Interactive Brokers for this to work.

Also, you would want to make sure that you're disconnected from all feeds when you make these changes to ensure the changes made to the instruments are processed correctly by NinjaTrader.

[RedDuke]

Hi Patrick,

Thanks for the info. All makes sense. Still strange why IB decided to quote this way. Everyone else quotes as 93.1.

Regards,
redduke