Different Symbols for DTN IQ

[Taddypole]

I have just started a Demo with DTN IQ and am having problems with Symbols.

For example, to load the S&P Emini, the symbol in the master list is ES but DTN IQ say they use @ES.
I tried to modify the symbol in the Instrument Manager but it won't allow the "@" character.

Do i have to create a new instrument for each symbol i want to chart if its different than the master list using DTN IQ as a data feed?

Thanks,
Taddypole...

[Taddypole]

I seemed to have found my own answer. I didn't understand the Symbol Map under the Misc tab of the Instrument Editor.

I see that there is a map that has the correct symbol for each data vendor.

Taddypole...

[NinjaTrader_Bertrand]

Taddypole, great you have it figured out - correct the map basically ensures proper 'translation' between various tickers used by the supported providers / technologies.

[jdfagan]

Please see attachment. I just started using IQFeed myself as a secondary feed and am testing it out today. I noticed lots of errors for symbols not found via IQFeed. I have latest IQFeed client installed: 4.7.1.3.

Am I using correct IQFeed client version for NinjaTrader 6.5.1000.16? Or do I need to edit my symbol maps for the symbols that failed (perhaps IQFeed has recently changed its naming scheme)? How can I go about debugging/resolving these errors?

Thanks for your help,

JD

[NinjaTrader_Chip]

Hello JD,

Yes – the IQFeed Client version is 4.7.1.3

http://www.ninjatrader.com/webnew/support_IQFeed.htm

for the symbol errors you are getting, please check the following symbol map conventions:
• 6E – use @EU
• 6J – use @JY
• CL – use QCL
• EMD – use @EMD
• ES – use @ES
• FDAX – use XG
• GC – use QGC
• NG – use +NG
• NQ – use @NQ
• TF – use @TFS
• YM – use @YM
• ZB – use @US
• ZN – use @TY
• ZT – use @TU

Once you have confirmed that these are correct, you will need to make sure you are viewing the current front-month for each symbol.

To add/remove expired contracts/symbols from your ‘default’ list, please see the following resource:

http://www.ninjatrader-support.com/HelpGuideV6/helpguide.html?AddRemoveFromList

Please let me know if this does not resolve the issue.

[jdfagan]

Thanks for heads up - I realized this was probably the issue when comparing the 6.5 symbol maps to 7.0 beta 17 symbol maps. Note, I also noticed a few discrepancies with IQFeed symbol maps (either on one or the other - sometimes NT7 beta 17 differed from 6.5):

* I (3 month Euro Interest Rate) = IE vs. L (3 month Sterling) = IE; same symbol used for 2 differing products on the same exchange
* HE (Lean Hogs) = L vs. LE (Lean Cattle) = L; same symbol used for 2 differing products on the same exchange

A few suggestions for future improvements in this Instrument Manager tool:

* allow for a "Symbol" search field so we can query against symbols (both master instrument symbol name and/or symbol map definitions).

* allow for Intrument Manager definitions to be exported/imported. For instance, I just spent over 2 hours painstakingly going thru each future definition for IQFeed comparing 6.5 vs. 7.0 and updating to the 7.0 definitions. Now, if I have a different NinjaTrader 6.5 instance (or 7.0 instance in future) and wanted to update/sync them between different installs, its extremely painful and error prone to do this manually. Much better if we could export/serialize the Instrument Manager definition list and import/deserialize into different NinjaTrader installation.

* on your next 6.5 update, get the Instrument Manager in sync with 7.0 definition list (at least for IQFeed as I noticed quite a few differences between the two for futures list)

[NinjaTrader_Bertrand]

Thanks for the feedback and suggestions provided JD - for a backup of custom instruments please ensure to save the database file (either directly or with a dedicated Backup tool).