eSignal HSI Continuous contract

[mktrader123]

Hi there

Does anyone get the eSignal HSI continuous contract (##-## expiry) working in NT? Just want to check if there are any tricks I need to know, because it doesn't work for me.

FYI, the regular front month contract works for me properly for the same symbol, so I presume it is not a symbol matter problem.

Much appreciated!

[NinjaTrader_Cameron]

Hello,

Thank you for your note.

The eSignal connection does support Continuous Contracts.

Unfortunately our test connection is not enabled for HSI so I cannot directly test with this instrument.

Can you confirm that you can receive the continuous contract of the HSI within the eSignal platform?

Are you able to test another instrument, such as ES ##-## within NinjaTrader to see if you can receive the data when set to Continuous?

[garfielalvin]

The ##-## does not work for HSI from eSignal, it only work for US contracts like YM, ES, NQ for eSignal connection. To display HSI continuous chart, have to use the "Merge Policy" in NT while storing data for individual contract month.
Wish this help.

[mktrader123]

Hi Cameron

Thanks for the reply. I checked with eSignal if my subscription includes the continuous contract, and here is the reply:

> Yes, your subscriptions to the HSI Futures and Mini Osaka Futures include continuous
> contracts. You would replae the month code and year with a 1! to get the continuous
> contract for the futures. Please let us know if there is anything else that we may assist you with.

FYI, HSI Futures and Osaka Nikkei 225 Index Futures are all data I subscribed from eSignal, so I can't test ES or others. It's a shame.

Any tips to make it work?

Hi garfielalvin

Thanks for your advice too. I tried your method, and it seems NT can only merge the data of the contract months you previously downloaded before, but not able to download the missing contract months from eSignal dynamically. It is your findings too?

I also tried pulling out the chart of HSI old contracts from eSignal, and they were all empty except the ones I downloaded before when they were current then. Is there any way to download the missing old contract month data/chart? I don't mind even if they are not combined into a single continuous contract if that has to be.

Much appreciated!

[garfielalvin]

1. The 1! symbol works within eSignal platform but not when connecting to NT. (maybe other platform can support)
2. For active future contracts, direct download of data from eSignal via NT is supported using future instrument.
3. For expired future contracts, direct download of data from eSignal via NT is NOT supported using future instrument.
4. To download expired future contracts from eSignal via NT, one way is to
a. create a new stock instrument (chose DEFAULT exchange)
b. in the symbol mapping for eSignal, input "HSI G2014-HKF" (expired contract symbol for eSignal need the 4 digit year format, within eSignal and for this case)
c. download the data from eSignal via NT for this new stock instrument (depending on whether extended historical intra-day is subscribed, without the subscription intra-day data is only available for about 6 months back, while daily data is available for the whole contract life span)
d. export as text file
e. import this text file into the instrument HSI 02-14 in NT
f. repeat for those expired contracts desired (or try programming with NT script to automate)

Wish this help

[NinjaTrader_Cameron]

mktrader123,

Thank you for the update and checking your eSiganl account.

The information that garfielalvin provided is correct and you would need to use those steps to download previously expired contracts to import into NinjaTrader.

[mktrader123]

Thanks garfielalvin for the detailed workaround solution. Will definitely give it a shot.

Cameron, may I ask if NT will address this ##-## continuous contract issue by supporting he 1! symbol mapping in the future? It will be painful to do the workaround for all possible contracts / instrument combinations.

[NinjaTrader_Cameron]

Hello,

I know support for the "1!" symbol has been submitted to our development team for consideration for future versions.

However, we currently do not have any update on this request at this time.