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Import a stock list
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define custom instrument list, field definition
Hello!
Please provide some information on creating a stock list. I tried to figure out what all the fields a used for, but did not find everything. As far as I see the fields can be used like this:
# Type: 0=Future, 1=Stock, 2=Index, 3=Option, 4=Currency
# Currency: 0=AUD, 1=GBP, 2=Can$, 3=EUR, 4=HKD, 5=JPY, 6=CHF, 7=USD, 8=KoreanWon
# Exchange List case sensitive
# Instument ; Description ; Type ; used? ; used?; Curr. ; used? ; PointV; TickSize ; Rollover per. ; URL ; Exchange List ; SimFSt; InteractiveBrokers,,,,IQFeed,eSignal,YAHOO,,,,Exte rnal,,Gain,,,OpenTick,,Collective2
FGBS ; Euro-Schatz Future ; 0 ; ; ; 3 ; ; 1000 ; 0.005 ; 1 ; http://www.eurexchange.com/trading/products/INT_en.html ; Default,Eurex ; 105 ; GBS,-,-,-,EZ,BZ|DT,-,-,-,-,-,-,-,-,-,-,-,-
It would be nice if you add something like this to the help file. This could save others the hours I just wasted ;-)
How to define a Margin Value, Commision Rates, and Symbol Maps for Replay and Simulator?
Why is a stock automaticaly created if there is no underlying? This is not usefull for e.g. an index future. Can it be disabled?
regards,
Nathamus
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Instrument List for importing Eurex / DTB Futures
Originally posted by NinjaTrader_Ray View PostWe do not provide support for the stock list format you reference. With NT 6.5, fall time frame we have taken steps to introduce stock list importing.
This is the format of the S&P 500 file that is linked in the NT6 help.
For those who do not want to enter the Eurex / DTB Futures by hand, have a look at the file I attached. No warranty of any kind. Any errors or enhacements? Let me know or even better: post an update.
Hey folks! If you have an instrument list ready, I would be happy to get a copy (although it is not supported and may change in fall).
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