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Market internals symbol mapping for tdameritrade NT7

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    Market internals symbol mapping for tdameritrade NT7

    Hello,

    I'm running NT7 b23 with tdameritrade. How do I set symbol mapping for the following market internals?

    TICK (NYSE TICK)
    TICKQ (NASDAQ TICK)
    VIX (NYSE Volatility Index)
    VIXQ (NASDAQ Volatility Index)
    AMDN (NYSE Advances minus Declines)
    UDVN (NYSE Up Volume minus Down Volume)

    I understand that tdameritrade doesn't provide historical data, so I can only use these chart during regular market hours. I also need to set "Dates to Load" in Data Series to zero.

    Thanks in advance for your help

    #2
    Hello hcgaloi,

    Thank you for your post..

    NinjaTrader comes pre-loaded with the most commonly traded instruments however, you may find the need to add an additional instrument. Please follow the instructions below to add an instrument in the Instrument Manager.
    • From the NinjaTrader Control Center window select the menu Tools > Instrument Manager
    • Press the "New" button
    • *Enter in instrument specific information and select the appropriate exchange (add Default exchange for equities in addition to the actual exchange)
    • Fill in any relevant information under the "Misc" tab such as symbol mapping for your target connectivty provider
    • Press the "OK" button
    * If you wish to add an equity, this can be accomplished without following the steps above. Just open a chart (for example) and start typing in the symbol and a new instrument is automatically created.

    The instrument is now added to the master instrument list. Please follow the instructions below if you want to add this instrument to an instrument list.
    • Select the instrument list you wish to add the instrument to via the "Instrument lists" drop down list in the upper left hand corner
    • Select the exchange (Default recommend for equities) as this will route orders to your broker smart routing system
    • Select the appropriate expiration date if this is a futures instrument
    • Press the "<" button to add the instrument to the list
    • You are now complete and can press the "OK" button.

    Please let me know if I may be of further assistance.
    Christopher J.NinjaTrader Customer Service

    Comment


      #3
      Hi Christopher,

      Thanks so much for your prompt response. I got it to work per your instructions. Just in case, anyone else wants to know what the symbols mapping for tdameritrade are:

      $TICK (NYSE tick)
      AMDN (NYSE Advances minus Declines)
      AD.N (NYSE Up minus Down Volumes)

      I couldn't find symbol mapping for NASDAQ tick. Hopefully, someone else can update it here.

      Comment


        #4
        Any Changes

        Hello - I'm wondering if anyone knows if we can still get $TICK data from Ameritrade. I can get it if I log onto the web site but not as a feed into ninja. I have included a screen shots of my instrument settings. Any input would be greatly appreciated.

        Thank You - Westsider.
        Attached Files

        Comment


          #5
          Please reset your instruments with the steps I have provided below:
          • Disconnect
          • Tools
          • Options
          • Data tab
          • Reset Instruments
          • Restart NinjaTrader
          • Remove ^TICK from your Default instrument list and add it back in
          • Reconnect


          Next please open a new ^TICK chart and let me know if you receive data.
          Christopher J.NinjaTrader Customer Service

          Comment


            #6
            Fyi- $tick has not worked since Feb 2013 in nt.

            It works in the old istockmgr app, which is confusing.



            Originally posted by NinjaTrader_ChristopherJ View Post
            Please reset your instruments with the steps I have provided below:
            • Disconnect
            • Tools
            • Options
            • Data tab
            • Reset Instruments
            • Restart NinjaTrader
            • Remove ^TICK from your Default instrument list and add it back in
            • Reconnect


            Next please open a new ^TICK chart and let me know if you receive data.

            Comment


              #7
              Thanks so much for the quick response. The customer service here is Second To None!

              I tried the above mentioned procedure and don't have $TICK data yet. Is there anything else I should try?

              Comment


                #8
                So I may attempt to test on my end can you please disconnect then forward your Config file to Support [AT] NinjaTrader [DOT] com with "ATTN: Chris Jameson" in the subject line.

                In the message, please include the following:
                1.) A link to this forum thread.
                2.) Your Config.xml file which can be found in Documents-->NinjaTrader 7 folder
                Christopher J.NinjaTrader Customer Service

                Comment


                  #9
                  Sent Config file and link.
                  Thanks - Westsider

                  Comment


                    #10
                    Originally posted by westsider View Post
                    Thanks so much for the quick response. The customer service here is Second To None!

                    I tried the above mentioned procedure and don't have $TICK data yet. Is there anything else I should try?
                    2/21/2013 was when it went dead in NT.
                    Attached Files

                    Comment


                      #11
                      Thanks Sledge, did you subscribe to a data plan after that?

                      Comment


                        #12
                        Originally posted by westsider View Post
                        Thanks Sledge, did you subscribe to a data plan after that?
                        No. That was also the day $issu started working .
                        I a few posts here about that one not working. I wrote some code to to plot the high/low fields.

                        The strange thing with tick is that it is coming in as 'last' but nt isn't processing it. It was definitely something on TDA side..

                        Comment

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