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eSignal symbol maps missing or not working for many, many markets.

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    eSignal symbol maps missing or not working for many, many markets.

    Hi Guys,

    I could really do with your help.

    I've gone with eSignal because of it's great symbol coverage in comparison to most other feeds, but I'm looking to stick with the NinjaTrader symbol Universe. Problem is, half the symbol maps seem to be either missing or not working. By not working, I mean unable to pull in historical data as I am for instruments such as ES...

    For example, the 3 Month Canadian BABs has no symbol map in NT, although it does come up as being on the Montreal Exchange (ME). So I tried adding BAX under BAX > Misc > Symbol Map > eSignal. Then I also tried, BAX|MX and BAX-MX. Suffice to say, none worked. Is there actually an eSignal symbol map for the Montreal Exchange within the NinjaTrader database?

    Another example, is the CAC40 the symbol map depicts FCE|EEI. I understand that FCE is the eSignal symbol and EEI is the designation for the exchange, but the Instrument Editor already mentions Matif so I presume the database does not include the EEI map for Matif. Either way, it doesn't work. I also tried by inserting FCE-EEI. That didn't work either. Following are the symbols that I cannot get to work with eSignal.

    Any thoughts, ideas, work arounds greatly appreciated.

    BAX, BFX, BRN, CAC40, CGB, EMF, ER2, ,FBTP, FESX, FGBL, FGBM, FGBS, FGBX, FSMI, FSTX, FTDX, FTI, G, GAS, HH, HHI, HP, I, IBEX35, IN, IR, J, JB, JTI, L, MCP, MDAX, MIB30, MNF, N225, O, P, PA, Q, R, RB, RC, RMB, RT, SPI, SXF, TRE, TRY, TW, TWS, UHO, UHU, VX, WDC, WS, WTIC, XT, Y, YT.

    Regards,
    Last edited by Aspirant; 10-21-2012, 04:00 AM.

    #2
    Hi Guys,

    Further to my question, I have been able to successfully import equity data for many of the Asian Exchanges (e.g. Thailand, Indonesia, Malaysia) using the suggestion you gave me previously e.g. BBT-SET ... for Thai stocks and 1015-KLS for Malaysia... but this does not seem to work for the futures.

    Please help. Thanks and Regards,

    Comment


      #3
      Hello Aspirant,

      To support a futures instrument XXX Z2-YYY, whereas XXX is the eSignal instrument name and YYY is the eSignal exchange name, you need to configure the following in the Instrument Manager:

      - 'Default' exchange should be assigned in the Definition-tab
      - Set mapping to XXX|YYY. This would be translated to XXX Z2-YYY for the Dec 12 expiry. You can set the mapping under the Misc-tab next to eSignal.

      So you would enter BAX|MX or FCE|EEI as symbol map.
      JasonNinjaTrader Customer Service

      Comment


        #4
        Thanks for your response Jason,

        I tried as you suggested, but it didn't work.

        For BAX|MX for example, I tried with both Me and Default in the list, but chose Default when applying to the portfolio, but was unable to download any history. I also tried by only having Default checked... I'm at a loss, but will keep playing.

        I also have an issue with Eurex. I can get the FDAX, but not any of the Bond (e.g. FGBL, FGBM, FGBS...).

        Also, I could get the daily data for FDAX, but not minute or tick. I have the same issue with HSI, NK and of all things ZS (soybeans). Any ideas gratefully accepted.

        Is there something else I should be looking at?

        Regards,

        Comment


          #5
          Could it be your eSignal subscription does not include historical tick and minute data for the instruments in question. If you are able to load historical daily data, the instrument is configured correctly in NinjaTrader.

          Are you able to load data for the German bonds or BAX in eSignal?
          JasonNinjaTrader Customer Service

          Comment


            #6
            Hi Jason,
            I can get the DAX, but none of the other German markets, which I have mapped as follows:
            FBTP = FBTP|DT
            FESX = ET|DT
            FGBL = GB|DT
            FGBM = BL|DT
            FGBS = BZ|DT
            FGBX = BX|DT
            FSMI = SM|DT
            FSTX = ST|DT
            FTDX = TD|DT

            I have set the Exchange to "default" so that NT is only taking the map from the eSignal Symbol Map.

            I have global subscription to U.S., Euro, and Asian exchanges with extended history options. I have been able to pull in minute and tick data for virtually every market (that works) but for some reason there is no minute or tick data coming in for ZS (Soybeans) or ZT (2y T-Note).

            Thoughts?

            Comment


              #7
              I believe we're going to need to test this on our end to determine if we can support these symbols. We do not have access to an eSignal account with a subscription to these markets. Can you please email us at support[at]ninjatrader[dot]com and include a reference to this thread. We can then arrange the tests from there.

              Thanks.
              MatthewNinjaTrader Product Management

              Comment


                #8
                Thanks for your kind offer Matthew.
                Let me chat to eSignal and sort some things out at my side and then I'll send it across to your support desk.
                You are even welcome to use my account atm.
                Regards,

                Comment


                  #9
                  Any update on this?

                  I am having the same problems to load and save data (continuous futures) with exactly the same subscription.

                  best regards
                  wtmnn

                  Comment


                    #10
                    Hello,

                    Can you please email as per post #7 and we can look into this for your account.
                    MatthewNinjaTrader Product Management

                    Comment

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