Non-US Continuous Future contracts

[Makau]

Hello,

I can't find a way to get the continuous contract for the DAX Index Future from eSignal...

When contacting my account manager at eSignal, he told me the Future continuous contract for the DAX was either "AX 1!-DT" (for eSignal 10.6), or "%AX 1!-DT" (for eSignal 11).

I can see these continuous contracts in eSignal, but when I try (with both names) to establish a mapping between NT and eSignal, it does not work.

It seems to be the same for any non-US continuous Future contract... (it works very well for "ES #F" for the S&P500 continuous Future contract for example).

Could you please help?

Thanks a lot.

[NinjaTrader_Cameron]

Hello Makau,

Thank you for your note.

Within NinjaTrader open the FDAX ##-## for a continuous contract.

Symbols with a number in the map are not supported by NinjaTrader, and the FDAX by default is set to AX|DT.

[Makau]

Thanks. I did that already, but it gives me no data in the db\minute\FDAX##-##\ folder.

When I do that with FDAX 12-12, it works fine, but not with FDAX ##-##... Am I missing something in the mapping set up?

[NinjaTrader_Cameron]

Makau,

What symbol mapping do you have currently?

[Makau]

in the Instrument Editor, on the Misc Tab, I have :
ESignal : AX|DT

[NinjaTrader_Cameron]

Makau,

When you used the FDAX ##-## did you receive any error messages when you loaded a chart?

[Makau]

This is what I have when loading a chart:

FDAX 12-12 ==> data are loading, no error message, works fine.

FDAX ##-## ==> data are not loading, blank chart, but I do not have any error message either.... this is really weird!

[NinjaTrader_Cameron]

Makau,

1) The FDAX 12-12 by default is set to use a Merge policy to automatically merge previous front months.

The Merge policy is set up by default, however if you wish to check the settings or alter them please follow the steps below.

Within the Control Center go to Tools> Option> Data

Under Merge policy select either MergeBackAdjusted or MergeNonBackAdjusted and select OK

Right click within your chart and select Reload all historical data

Now you chart will reload with data merged from the previous expiry months



Below I have provided a link to the Understanding merge policies section of our online help guide.

http://www.ninjatrader.com/support/helpGuides/nt7/index.html?historical_data.htm

2) When you loaded the ES ##-## in NinjaTrader did you need to adjust the Symbol Map?

[Makau]

I feel a bit sorry to waste your time on such a simple problem, but here what I get:

1) I tried the 3 different merge policies and reload the historical data on the chart for FDAX 12-12, and the results are:
DoNotMerge: data loaded from 3/19/2012 till today
MergeBackAdjusted or MergeNonBackAdjusted: data loaded from 9/21/2012 till today

So it seems that the previous expiry months are not taken into account (or are taken into account but with unavailable prices, hence the 9/21/2012 starting point when using both Merge policies).


2) No, I did not do anything, just used NT as it was when I first downloaded it.

[NinjaTrader_Cameron]

So it seems that the previous expiry months are not taken into account (or are taken into account but with unavailable prices, hence the 9/21/2012 starting point when using both Merge policies).

DoNotMerge will only load data for that expiry, as in, it does not merge any previous data.

The other merge policies do merge data, however, I'm not sure why you can only request data to 9/21/2012 with eSignal.

It could also depend on what chart interval you are requesting, as eSignal may not provide the full extent of their historical data with NinjaTrader.

[Makau]

You are right, I think there is a problem on eSignal's side, I will check with them and let you know. Thanks again.

[canaussieuck]

ESignal does not provide back adjusted merged contract data for Eurex or Asian Markets, only for the US markets from what i understand.

I switched to Kinetic to get this for Eurex, also the depth.

My problem now is that i need the previous data in order to complete the volume profile composite on my charts for the Asian contracts. The data is there from the previous contracts, but how can i manually merge this? Or can i do this at all?

Cheers,


CanOz

[Makau]

Dear canaussieuck: thanks for your note. By the way, I have just received an official answer from eSignal.

So to Ninja Support, here is eSignal's answer, translated into English (hope I did it right!):

"We give the German DAX continuous contract at Ninjatrader's disposal under the code AX 1!-DT, it is Ninja's choice to transcript it or not"

Do you think there is a chance, one day, to be able to get such important contract into Ninjatrader? The DAX Future is one of the most important contracts in Europe with Eurostoxx 50 and Ftse 100.

Thank you.

[NinjaTrader_Cameron]

Makau,

I will forward your suggestion to our Development Team to allow the eSignal mapping for DAX continuous within NinjaTrader.

[Makau]

Makau,

I will forward your suggestion to our Development Team to allow the eSignal mapping for DAX continuous within NinjaTrader.

Thanks a lot, by the way, more generaly speaking, could you include all other European contracts like the Eurostoxx 50, eSignal code "ET 1!-DT" that are working the same way?

Many thanks for your help.