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Adding SGX SiMSCI Futures

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    Adding SGX SiMSCI Futures

    Hello,

    I am new to Ninja Trader. How do I use Kinetick as datafeed (EOD) for SGX SiMSCI futures. Is possible to show exactly how to do it? I tried using Instrument Manager but cannot get any chart.

    Please help. (Should I ask here or go over to Kinetick.com)

    Thanks.
    KC

    #2
    Hello,


    Thank you for your forum post.

    Please go here:



    Then search the SGX exchange. Do you see the instrument on here you want to map?

    If so use the symbol that Kinetick has on this page for the INstrument Manager->Edit instrument->Misc tab->Symbol map for Kinetick.

    Are you able to pull up data now?

    I look forward to assisting you further.

    Comment


      #3
      How to interpret those Symbol mapping in Kinetick?

      Hello,

      In the Instrument Manager, I don't know how to setup the Instrument Lists and Available master instrument. I cannot seem to make any sense about how the predefined master instrument was defined. What should I do?

      For example if I want to chart Future Contract
      SSQ11MSCI SINGAPORE STK IDX AUG 2011SGXFUTURE
      How should I go about to setup Instrument Manager?

      I cannot load chart.

      Best regards
      KC



      From: Kinetick:
      SS#MSCI SINGAPORE STK IDX AUG 2011SGXFUTURE
      SSQ11MSCI SINGAPORE STK IDX AUG 2011SGXFUTURE
      SSZ11MSCI SINGAPORE STK IDX DEC 2011SGXFUTURE
      SSM12MSCI SINGAPORE STK IDX JUN 2012SGXFUTURE
      SSH12MSCI SINGAPORE STK IDX MAR 2012SGXFUTURE
      SSX11MSCI SINGAPORE STK IDX NOV 2011SGXFUTURE
      SSV11MSCI SINGAPORE STK IDX OCT 2011SGXFUTURE
      SSPQ11MSCI SINGAPORE STK IDX PM AUG 2011SGXFUTURE
      SSP#MSCI SINGAPORE STK IDX PM AUG 2011SGXFUTURE
      SSPZ11MSCI SINGAPORE STK IDX PM DEC 2011SGXFUTURE
      SSPM12MSCI SINGAPORE STK IDX PM JUN 2012SGXFUTURE
      SSPH12MSCI SINGAPORE STK IDX PM MAR 2012SGXFUTURE
      SSPX11MSCI SINGAPORE STK IDX PM NOV 2011SGXFUTURE
      SSPV11MSCI SINGAPORE STK IDX PM OCT 2011SGXFUTURE
      SSPU11MSCI SINGAPORE STK IDX PM SEP 2011SGXFUTURE
      SSU11MSCI SINGAPORE STK IDX SEP 2011SGXFUTURE
      Last edited by sgtrader; 08-08-2011, 08:47 PM.

      Comment


        #4
        Hello,

        Too map this you would put SS in for the symbol map for kinetick under the instrument manager->add or edit an already created instrument for this kinetick symbol->Misc tab.

        Kinetick: SS

        Then for exchange in the general tab make sure SGX is selected.

        You will now by able to get data for this instrument. As NinjaTrader will add in the month and year code automatically for you this is not needed in the mapping.

        I look forward to assisting you further.
        Last edited by NinjaTrader_Brett; 08-09-2011, 06:23 AM.

        Comment


          #5
          Chart is still a blank

          HI,

          I followed your instructions. set mapping to SS. created a new instrument called SS 8-11 using the black arrow keys

          I tried loading SSQ11 into a chart. But it is a blank screen. There wasn't any error message. I wonder there isn't any data over at Kinetick or my problem with NT. Please note that I am just using the free EOD Kinetick connection. Is that the problem?

          Please clarify for me. Thanks.

          Comment


            #6
            Hello sgtrader,

            I tested it on my end and I was able to receive data. Please see the attached screenshots and setup the instrument the same in NinjaTrader.

            Once you modified the SS instrument, please remove and re-add it to your instrument list in the Instrument Manager. Subsequently, create a new SS 08-11 daily chart. Set 'Session template' to 'Default 24/7' in the Data Series menu and check if the chart loads data.
            Attached Files
            JasonNinjaTrader Customer Service

            Comment


              #7
              Hello Jason,

              Thank you so much for the help. The key to making the whole thing work is the setting for Session Template = 24/7. Initially I set it to SGX index Futures and it did not worked. Would you be kind enough to let me know what is the meaning of that setting.

              Now the chart is showing, and I can consider getting real time data from Kinetick to run strategy testing and also to learn about programming the on NT platform. Now where do I start...???

              Is there any data series that is intra day so that I can get an idea how NT shows 1min, 5min charts?

              Thanks again.

              Comment


                #8
                Hello,

                Glad to hear this resolved the issue.

                This is a bug that will be fixed in the next release of NinjaTrader.

                Finally, any specific questions you have please let me know and I will try to answer. Kineitck end of day only works for daily charts. Intraday data would require a kenetick subscription.



                Let me know if I can be of further assistance.

                Comment


                  #9
                  cannot add simsci from IB feed

                  Hi,

                  I am unable to add simsci to NT7 from my IB feed, despite following the solution provided to the threadstarter. I get the error msg that reads "Error on loading chart data for 'SSG 11-11 Sgx': InteractiveBrokers: Error in requesting histroical data from IB: No security definition has been found for the request(200)".

                  Please see the attached on my add new instrument settings.

                  The symbol for simsci on IB is "SSG". (search for MSCI Singapore on IB's symbol directory: http://206.106.137.3/en/general/cont...?ib_entity=llc)

                  This problem occurs due to SGD being missing from the currency drop down list.
                  I have no problems with tamsci "STW", an instrument also from sgx, denominated in USD which is available from the currency drop down list.

                  I previously managed to fiddle around the settings and added simsci before I had to reinstall NT7 and lost it.

                  Please help!
                  Thank you
                  Attached Files
                  Last edited by econbizer; 11-10-2011, 02:54 AM.

                  Comment


                    #10
                    Hello,

                    Thanks for the forum post and welcome to the forums.

                    This message means you need to specify an exchange for this instrument. Please go into control center->tools->instrument manager an edit this instrument and add the correct exchange by check marking it. Then remove this instrument off all default lists and then add it back on.

                    Restart NinjaTrader or switch the chart to another unrelated instrument and then switch back will cause you to load the correct exchange.

                    Let me know if I can be of further assistance.

                    Comment


                      #11
                      Hi Brett,

                      Thanks for your reply.

                      I have reloaded as per my settings many times to no avail. These are the same settings provided to the thread starter. I have also deleted and recreated a new instrument/ remove the old one from the default list before adding the new one/ reloaded the chart.. many times. I have no problems with adding other instruments from this exchange "sgx", when their base currencies are offered in the drop down list.

                      If you refer to my screen shot, you will find that I have already selected the correct exchange, which is "sgx", and all the settings appear to be correct.
                      However, "SSG" (simsci) simply will not load.

                      This is due to the lack of "SGD" being a currency of choice from the drop down list. It's not that I set up the wrong exchange.

                      Is there any way to work around this currency constraint. I know that the solution provided to the thread starter using USD works for him on kinetic feed. However, I did the exact same set up, just that my feed is from IB, and it simply does not work.

                      I would really appreciate it if you could use NT's IB a/c and give it a go.
                      You can better understand my angle after trying and possibly a working solution.


                      Thank you
                      Last edited by econbizer; 11-10-2011, 10:10 AM.

                      Comment


                        #12
                        Hello,

                        The currency does appear to be whats not allowing the pull and IB requires it.

                        What is SGD currency for my records so I can submit this to development.

                        Unfortunately for now there is no way to create your own custom currencies. Therefor this currency is unsupported in NinjaTrader at this time unfortunately.

                        -Brett

                        Comment


                          #13
                          I don't you can trade SiMSCI contracts on IB...fyi

                          Comment


                            #14
                            Originally posted by NinjaTrader_Brett View Post
                            Hello,

                            The currency does appear to be whats not allowing the pull and IB requires it.

                            What is SGD currency for my records so I can submit this to development.

                            Unfortunately for now there is no way to create your own custom currencies. Therefor this currency is unsupported in NinjaTrader at this time unfortunately.

                            -Brett
                            Hi Brett,

                            Thanks for trying it out on NT's IB account.
                            SGD currency = Singapore Dollar

                            I look forward to NT adding more currencies.


                            Thank you

                            Comment


                              #15
                              Originally posted by kaywai View Post
                              I don't you can trade SiMSCI contracts on IB...fyi
                              Hi kaywai,

                              Thanks for your info. I contacted the IB team last month and learnt they recently added even Singapore stocks for trading. However the reits are still missing.

                              So I suppose simsci (I'm not sure) was recently added.
                              Just type in SSG in your IB TWS.

                              However, I will probably find a broker with better execution. I have not tried trading simsci on IB, but will probably not do so given that I lost over 20 ticks on the IB simulator trading kospi futures today as a result of hanging orders and disconnects. IB is great for its low comm and all-in-one.. it's all good for position and longer time frame trading, but I have my doubts about using it to day trade.

                              Comment

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