What are the exchanges listed in NinjaTrader?

[Aspirant]

The Instrument Editor lists a lot of exchange symbols, but it is not clear what exchanges all these symbols pertain to.

Where is the lexicon correlating these symbols to the actual exchange names?

[NinjaTrader_AdamP]

Aspirant,

I noticed you opened 4 very similar posts. It is appreciated if you could open a single post if it pertains to one topic as it makes it easier for us to answer it. I have posted all your questions along with my answers here.

How do I add exchanges as I need to be able to import symbols for Asian exchanges such as the - Malaysian; and, - Thai stock exchanges; which do not appear to be in the Exchanges list (although I can?t really tell because there is no cross reference).

Some exchanges wouldn't be supported. Unfortunately there is no supported way to add an exchange but I can suggest to development to add a certain exchange if you would like.

You list markets like the SGX which I presume is the Singapore Exchange, but Singapore Dollars do not appear as a ?Currency? in the Instrument Editor!

How do I add a currency, because the following currencies I need appear to be missing: - Singapore Dollar; - Malaysian Ringgit - Thai Baht

SGX is indeed the Singapore exchange. Unfortunately for now there is no way to create your own custom currencies. Therefore these currencies are unsupported in NinjaTrader at this time.

If I am importing symbols in batch as mention above, how do I set the default minimum tick size? The last thing I want to do is batch import 1,000 symbols and then have to go and manually set the minimum tick-size one at a time using the Ninja?s clumsy screen interface.

You are importing stock lists? The default is 0.01 since most stocks at least in US markets are this. I understand some other exchanges change this. You can throw your vote into suggestions for changing the way import of lists works if you would like.

The Instrument Editor lists a lot of exchange symbols, but it is not clear what exchanges all these symbols pertain to.

Where is the lexicon correlating these symbols to the actual exchange names?

Here is a list of stock exchanges along with their abbreviations.

http://en.wikipedia.org/wiki/List_of_stock_exchanges

Typically standard abbreviations are used in the exchange list in NinjaTrader.

Apologies I couldn't offer more work arounds here, but I can definitely make any suggestions you may have to our development team to change features and supported exchanges in future versions.

[Aspirant]

Yes, please tell the guys in development it would be really handy to be able to create new Exchanges.

Also, it would be handy to be able to add currencies considering you don't even have all the currencies for the exchanges you cover.

And yes, it would be handy if the import stock symbol function allowed me to set minimum tick sizes.

... if you could tell the documentation guys it would be nice to be able to cross reference NT's exchange symbols to actual exchange names within NT's own documentation.

N.b. Tick sizes on Japanese Stocks vary and can be as high as 100,000 Yen!

http://www.asiaetrading.com/resource/securities-tick-sizes/

Also, I don't know if you consider this related or not, but if I add a new symbols (e.g. Korean SPI) and set "MergeBackAdjusted" under Tools >> Options >> Data. Will this actually create a back-adjusted time-series?

[NinjaTrader_AdamP]

Aspirant,

I don't know if you consider this related or not, but if I add a new symbols (e.g. Korean SPI) and set "MergeBackAdjusted" under Tools >> Options >> Data. Will this actually create a back-adjusted time-series?

Yes, that is correct. It would be based on the offsets and roll over dates setup in the Instrument Manager > Edit instrument > Misc tab, near the bottom.

I will get you a suggestion tracking ID here.

[curmudgeon]

Hi, I've three follow up questions on this point:

1/ is the currency actually used for anything ? For instance, when you do sizing by NT will it adapt the size to the exchange rate ? Is the conversion rate available automatically within a strategy (right now i'm passing the currency to the strategy and haven't it adjust sizing by the quote of the currency, but it seems redundant if an instrument already knows its own currency and could pass it to the strategy (but I can't find this as a property of Instrument or MasterInstrument) ) ?

2/ is the exchange actually used for anything ? if one defines the symbols in the Misc tab correctly wouldn't that override whatever exchange is specified on the Definition tab when asking for quotes and submitting orders ?

3/ Is there a definitive table converting the different abbreviations to the proper names ? I understand it's typically standard but it's still confusing, especially after Euronext took over so many exchanges and effectively changed their names. Could you publish it here or on the help screen please ?

Thank you

[NinjaTrader_Matthew]

Hello,

1) The currency is used for routing orders and data retrieval from market brokers. It will have no affect on the exchange rate. All values in NinjaTrader are hard coded to USD.

2) The exchange is used for order routing as well as retrieving data from brokers. It is possible to over ride the exchange function using various strings/characters in the symbol map. In that case, you may just use the 'Default' exchange.

3) We do not have a published list of these exchange names as this time. I will put this through as a suggestion to our product development team.

Please let me know if you have any questions.