TNX index value

[chunhaoqi]

I am using IB as data feed and eSginal OnDemand as backfill. Most instruments work just fine except for index TNX (10 year note interest rate).

IB live data reports the index as 10x the actual interest rate (as defined by CBOE). But eSignal historical data are in acutal interest rate. So today's closing value from IB = 18.77, eSignal says 1.877. As you can see a live chart of TNX looks very wrong with last price way off from the rest of the bars.

Ay suggestions on how to handle this?

[NinjaTrader_Kyle]

Hello,

Thank you for your post.

Please open the Instrument Manager (Tools > Instrument Manager) and select TNX from the list on the right then click Edit. In the Instrument Editor which appears, please select the Misc tab and scroll down to the Symbol Map section. What is entered in the eSignal field?

[chunhaoqi]

eSignal mapping = $TNX
IB mapping = TNX

Exchange = CBOE

[NinjaTrader_Kyle]

Hello,

Thanks for getting back to me. I see what you mean.

Could you please contact me via email? Support AT NinjaTrader DOT com

Please include a link to this forum thread with your message.

[NinjaTrader_Matthew]

Thanks for the report.

I've checked within eSignal and they report $TNX to three decimals: 1.897

We cannot change the format that eSignal is reporting this data.

If you're looking for a provider who reports this in the same format as Interactive Brokers, I have cross checked with Kinetick and see it reported to two decimals: 1.89

[chunhaoqi]

I learned from other forum posts that NT has special notation for futures symbol mapping using vertical bars to compensate certain data providers. Is there similar notations for indices?

[NinjaTrader_RyanL]

Hello chunhaoqi,


Depending on the Index, you may need to use a symbol such as a dollar sign ($) or a different symbol on the Symbol mapping for a specific provider.


This will depend on the data provider and the specific Index that you are mapping.