Add Single Stock Future

[monpere]

How do I add a single stock future to Instrument manager? I am trying to Add SPYM1C 06-11 (SPYM1CM1) single stock future from Interactive Brokers. In instrument manager, I put in the Instrument name as SPYM1C, of type Future, OneChicago Exchange, and SPYM1C in the Symbol Map for Interactive Brokers. I can then add the Instrument and expiry to the Instrument list. but, when I try to bring it up on a chart, I get the error "No security definition has been found for the request(200)(Panic)". What am I doing wrong?

[NinjaTrader_Matthew]

Hello monpere,

Thank you for post.

Please follow the instructions below to add an instrument in the NinjaTrader 7 Instrument Manager.

• From the NinjaTrader Control Center window select the menu Tools > Instrument Manager
• Press the "New" button
• Enter instrument specific information and select the appropriate exchange.
• Fill in any relevant information under the "Misc" tab, including the symbol mapping for Kinetick
• Press the "OK" button

SPDR S&P 500 ETF TRUST is added with:

Master Instrument Name: SPY

Instrument Type: Futures
Tick Size: 0.01
Session Template: Default 24/7
Symbol Map: Interactive Brokers: SPY
Exchange: Default, ONE (check both)

If that does not do the trick, you may need to use SPYM1C as the Symbol Map.


Please let me know if you need further assistance.

[monpere]

This did not solve the problem. Here are the results of your suggestions:

Master Instrument Name: SPY
Instrument Type: Futures
Tick Size: 0.01
Session Template: Default 24/7
Symbol Map: Interactive Brokers: SPY
Exchange: Default, ONE (check both)

- Bring up the chart
- Reload Historical Data

Error: Error on reloading data: Interactive Brokers: Error in requesting historical data from IB: The contract description specified for SPY is ambiguous: you must specify the multiplier(200)(Panic)

=========================

Master Instrument Name: SPY
Instrument Type: Futures
Tick Size: 0.01
Session Template: Default 24/7
Symbol Map: Interactive Brokers: SPYM1C
Exchange: Default, ONE (check both)

- Bring up the chart
- Reload Historical Data

Error: Error on reloading data: Interactive Brokers: Error in requesting historical data from IB: No Security definition has been found for the request (200)(Panic)

==========================

[NinjaTrader_Matthew]

Hello monpere,

I do not currently have access to data for this exchange from IB, so I can not test this on my end.

Can you please send an email to support[at]ninjatrader[dot]com and include your most recent log and trace files, Attn: Matthew in the Subject line and a reference to this thread.

Please provide me with your most current log and trace files.
You will find the log file in the Documents > NinjaTrader 7 > Log folder.

* The log file will be named ‘log.20110317.txt’

You will find the trace file in the Documents > NinjaTrader 7 > Trace folder.

* The trace file will be named ‘trace.20110317.txt’

Please attach both of these files to your next response. If these files are over 4MB, please let me know and I can respond with alternative instructions.

[monpere]

Hello,
Unfortunately, I was not able to set this up. I believe this contract is using an supported multiplier.
You should be able to plot the SPY ETF without issues, however the futures contract will be unsupported.
Please let me know if you have any questions.
Sincerely,
Matthew Hendricks
NinjaTrader Customer Service

No single stock futures work with NinjaTrader with Interactive Brokers. This is a generic coding issue. The NT code does not seem to be sending the multiplier to Interactive Brokers for single stock futures, so TWS rejects the message. I believe that is why this is not working. Does NT plan to look at the associated programming code to rectify this problem? Will you add this to the list of bugs to fix?

[NinjaTrader_Matthew]

Hello monpere,

Can you please clarify exactly which symbols you have tried?

I will need to test these Stock Futures on my end.

[monpere]

Hello monpere,

Can you please clarify exactly which symbols you have tried?

I will need to test these Stock Futures on my end.

I've tried

SPY - SPY1CU1
AAPL - AAPL1CM1
C - C1CM1

[NinjaTrader_Matthew]

Hello monpere,

Thank you for this information.

I am working with development and will let you know once we have more information.

Please let me know if there is anything else you wish to add to this case.

[NinjaTrader_Matthew]

Hello monpere,

I have checked with development and unfortunately these instruments will not be supported in the current version of NT V7.

This is due to the way NinjaTrader accesses the TWS API with these specialty trading classes.

Adding support for these products has been added to our list of future considerints with tracking #813