eSignal Expired & Continuous Contracts Problem

[ankurkanoria]

When I try to fetch the data from ES 12-12 (December Expiry, 2012) or any other contract for that matter with "MergeBackAdjusted" option on, Ninja cannot make a continuous contract (connected to eSignal following the connection guide perfectly). It only fetches the December contract data and not the earlier contracts needed to make a continuous futures for backtesting. Sure, I can use a ES ##-## symbol, but the problem remains for other symbols that do not have a ##-## mapping in eSignal.

Also, how can I chart an expired contract in Ninja, say the ES March 2008 contract. The symbol in eSignal is ES H2008. For an NSE Nifty, it would be NIFTY H2008-NSF. How do I create such mappings that allow generation of a continuous contracts? Kindly assist. Backtesting becomes complicated because of this. Am I missing something? The instrument manager settings seem to be set up perfectly.

Note: I am using NT 7.0.1000.7 and Esignal 10.6.2114.

[NinjaTrader_AdamP]

ankur,

There is a thread that covers some of these items here : http://www.ninjatrader.com/support/f...?t=2587&page=2

Are there any errors in your log when you try to load these contracts? Could you send me a screen shot of your log tab?

[ankurkanoria]

Thanks Adam. I posted the screenshot and a chart of ES 12-12 showing that only a few bars are fetched. When I use "Do Not Merge" option, then atleast all the available data for the ES 12-12 is fetched. For MergeBackAdjusted, complete contract data is not fetched, let alone the expired contracts needed to make a continuous futures.

In one of the posts, a support representative had said to use a mapping like COPPER|MCX to fetch data for a esignal mapping symbol like COPPER X2010-MCX (expired contract). But even that is not working. When I add a new "stock" with mapping COPPER X2010-MCX just for the sole purpose of seeing whether data is fetched from eSignal, I find that data is indeed retrieved. Then what seems to be the problem with the ES mapping or the COPPER|MCX type mappings for other exchanges. Kindly assist.

[NinjaTrader_AdamP]

ankur,

Unfortunately it looks like this may be a limitation of eSignal at this time.

Known Issue : Cannot pull data for old contracts without inputting in a new symbol mapping for the old contracts. this means seamlessly merged contracts to look continuous won't work. Additionally symbols that use "!" as part of their mapping can cause an issue with the API. This is a limitation at this time.

eSignal servers only hold a few contract months back, their platform can get the data but it cannot be grabbed through the API.

I would suggest using the ##-## expiry where you can to pull the continuous contract as its really the only choice to get a continuous contract at this time with eSignal.

[ankurkanoria]

Thanx Adam. Kindly consider adding this feature. My old platform MultiCharts had support for creating contracts seamlessly by requesting expired contracts data from eSignal.

Can NT7 create continuous contracts seamlessly using the historical data imported manually for the expired contracts? Say if I import 4 files ES 03-12, ES 06-12, ES 09-12 and ES 12-12, can Ninja link them backadjusted when I open the chart for ES 12-12?

[NinjaTrader_AdamP]

ankur,

That may be possible. I haven't tried it, however NinjaTrader will generally look through your historical saved data first before trying to download new data from the server (unless you right click your chart and go to "reload all historical data".)

I'll submit a feature request.

[NinjaTrader_AdamP]

ankur,

Your feature request has ID 1640. Thanks for your suggestion.

[maxtravis]

Adding MCX Exchange using Esignal Data

Hi I Use Esignal For real time data and I can create and view NSE Charts but I am not able to connect to MCX exchange . for eg. I tried COPPER G4-MCX and it did not work is there anything i have to do specially to add mcx exchanges and instruments.

Any help would be much appreciated.

Thanks in Advance,
Max

[NinjaTrader_Kyle]

Hello,

Thank you for your post.

Please provide me with an image of your current instrument settings. I would need to see all settings in the Definition tab of the Instrument Editor and would need to know what Symbol Map value was assigned in the Misc tab.

[maxtravis]

Hi

Thanks for the reply ... I have attached the images of the instrument manager pls let me know if there is any changes to be done... Since there is no MCX exchange I have selected default as exchange


Regards

[NinjaTrader_Kyle]

Hello,

Can you please clarify what the 'G4-' section of the symbol mapping which you've entered designates?

[maxtravis]

The G4 designates to feb2014 contracts

[NinjaTrader_ChelseaB]

Hello maxtravis,

The copper future does come pre-mapped for eSignal by default.

Please try charting the HG 03-14 (COMEX Copper Futures) or QC 03-14 (COMEX miNY Copper Futures).

Let me know if this is not what you are looking for.

[maxtravis]

Hi,

I am looking to use copper in MCX( multicommodity excnage of india) which is not there by default in ninja trader. i am can open the comex charts but i am specificaly looking for indian commodity exchange http://www.mcxindia.com/

Thanks in Advance

[NinjaTrader_ChelseaB]

Hi maxtravis,

Thanks for clarifying that.

I'm not entirely sure about this instrument as our esignal test account does not have this instrument available.

Try using COPPER|MCX in the symbol mapping and use Default as the exchange.