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Loading the universe of stocks

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    Loading the universe of stocks

    I noticed that there are some default lists of instruments loaded with NT, but how would I go about loading the historical EOD data for, say, all stocks in the NYSE, NASDAQ, and TSX for backtesting purposes?

    I figured out how to add individual instruments, or user-defined lists of them, but how about getting all stocks listed on an exchange?

    Also, I could seem to get any Canadian listed stocks to show up in the charts window. I tried clicking in the chart window and typing "symbol.t", "symbol.to", "symbol.tse", etc but they returned "Invalid instrument name." I tried this while connected to Yahoo, Google, and Kinetick EOD data feeds.

    Thanks!

    #2
    Hello flzkiz,

    Thank you for your post and welcome to the NinjaTrader support forum.

    You would need to create a new instrument list for the stocks you wish to have in one list.
    For information on instrument lists please visit the following link: http://www.ninjatrader.com/support/h...ment_lists.htm

    For the Canadian instruments, NinjaTrader comes pre-loaded with the most commonly traded instruments however, you may find the need to add an additional instrument. Please follow the instructions below to add an instrument in the Instrument Manager.
    • From the NinjaTrader Control Center window select the menu Tools > Instrument Manager
    • Press the "New" button
    • *Enter in instrument specific information and select the appropriate exchange (add Default exchange for equities in addition to the actual exchange)
    • Fill in any relevant information under the "Misc" tab such as symbol mapping for your target connectivity provider
    • Press the "OK" button
    • * If you wish to add an equity, this can be accomplished without following the steps above. Just open a chart (for example) and start typing in the symbol and a new instrument is automatically created.

    The instrument is now added to the master instrument list. Please follow the instructions below if you want to add this instrument to an instrument list.
    • Select the instrument list you wish to add the instrument to via the "Instrument lists" drop down list in the upper left hand corner
    • Select the exchange (Default recommend for equities) as this will route orders to your broker smart routing system
    • Select the appropriate expiration date if this is a futures instrument
    • Press the "<" button to add the instrument to the list
    • You are now complete and can press the "OK" button.

    Please let me know if I may be of further assistance.
    Patrick H.NinjaTrader Customer Service

    Comment


      #3
      Thanks for your reply, Patrick.

      I can see how to create an instrument list, but how would I populate it with all of the stocks on an exchange?

      What is the symbol mapping and how should it be used?

      I didn't find any Canadian stocks listed by default. How can I tell the exchange on which an instrument in the charts window is listed?

      Sorry for so many basic questions, I'm new at this!

      Comment


        #4
        Hello fizkiz,

        Thank you for your response.

        You will need to add the stocks to the instrument list with the following instructions:
        • Go to Tools > Instrument Manager
        • Select the instrument list you wish to add the instrument to via the "Instrument lists" drop down list in the upper left hand corner
        • Select the exchange (Default recommend for equities) as this will route orders to your broker smart routing system
        • Select the appropriate expiration date if this is a futures instrument
        • Press the "<" button to add the instrument to the list
        • You are now complete and can press the "OK" button.

        Symbol mapping is the symbol the data provider uses, it is necessary to call the information from the data feed provider.

        To find the exchange an instrument is traded on please go to Tools > Instrument Manager > search for the instrument > double click on the instrument in the search results > scroll through the Exchange section to see what exchange it is set to.

        Please let me know if I may be of further assistance.
        Patrick H.NinjaTrader Customer Service

        Comment


          #5
          Those instructions seem to be for adding a single instrument. Is it possible to add every stock on a given exchange automatically? Also, when specifying the symbol mapping, can a suffix or prefix be specified for all instruments from an exchange for a given data feed, instead of hard coding the mapping for individual instruments?

          Comment


            #6
            Hello,

            It is possible to import a list of stocks - please see the following link: http://www.ninjatrader.com/support/h...stock_symb.htm

            Unfortunately, if stock symbols are not used instruments must be configured one-by-one.

            It is not possible to specify a prefix or sufix automatically be applied but I will forward this suggestion to our development staff for further consideration.
            KyleNinjaTrader Customer Service

            Comment


              #7
              Hi Kyle, my question was more whether NinjaTrader has access to useful, complete instrument lists such as, for example, of all stocks on the NYSE. Or perhaps Kinetick would provide this? Either way, it would be useful to be able to import all US stocks, all Canadian stocks, all currencies, etc automatically through NT.

              Batch edits for things like symbol mappings, and for editing instrument lists in general would be quite useful indeed.

              I found lists of all stocks on the NYSE, NASDAQ, AMEX, TSX, TSV and imported the list of stocks. However, when trying to download historical data, there were several errors since the lists contained instruments in the "ABC.D" or "ABC^D" format while Kinetick's format is "ABC-D." Being able to batch edit my instrument lists, or have a way of batch deleting invalid instruments would save a lot of time and problems.

              Comment


                #8
                Hello,

                No, unfortunately, no list is readily available. Any such list would need to be created manually at this time. I'll forward your suggestion along however.
                KyleNinjaTrader Customer Service

                Comment


                  #9
                  Originally posted by fizikz View Post
                  Hi Kyle, my question was more whether NinjaTrader has access to useful, complete instrument lists such as, for example, of all stocks on the NYSE. Or perhaps Kinetick would provide this? Either way, it would be useful to be able to import all US stocks, all Canadian stocks, all currencies, etc automatically through NT.

                  Batch edits for things like symbol mappings, and for editing instrument lists in general would be quite useful indeed.

                  I found lists of all stocks on the NYSE, NASDAQ, AMEX, TSX, TSV and imported the list of stocks. However, when trying to download historical data, there were several errors since the lists contained instruments in the "ABC.D" or "ABC^D" format while Kinetick's format is "ABC-D." Being able to batch edit my instrument lists, or have a way of batch deleting invalid instruments would save a lot of time and problems.
                  Hi fizikz

                  We’re a proud NinjaTrader 3rd party add-on provider and have recently released a unique new product range, the ‘Easy Load’ equities installer for NinjaTrader, which addresses the exact questions you've raised in this topic (the NinjaTrader press release can be found at http://www.ninjatrader.com/downloads...st_29_2013.pdf )

                  Our ‘Easy Load’ installers automatically install within NinjaTrader the complete list of all configured stock exchange codes for various exchanges (including TSX) allowing for fast, seamless access to these instruments across multiple supported NinjaTrader datafeed providers.

                  For the Canadian Toronto Stock Exchange (‘Easy Load’ TSX) installer, all stock codes are automatically installed, fully configured and mapped to work seamlessly with Kinetick free/real time data, Interactive Brokers, eSignal, DTN IQFeed, Barchart and Yahoo free TSX data.
                  If your current data provider is not listed above please send me a message and we can look to include it.

                  I realise this topic is a little old now, however just thought I’d mention it if anyone is now after a fully automated solution to all the queries you've raised in this forum topic.
                  http://www.GlobalTradingTools.com/so...d-ninjatrader/
                  Thanks for your time.

                  Comment

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