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    Gez9

    Hi-

    I am trying to look at the Eurodollar, GEZ9, but I cannot access it in the dropdown of possible instruments. I can frig the time on my computer, reload Ninja, after setting the year closer to 2019, then I can see the instrument, but now I cannot access Ninja.

    Any advice most welcome,

    Thanks,

    Nick.

    #2
    You will need to manually add the 12-19 expiry manually and then manually type this instrument and expiry in on an already open chart.
    • Tools > Instrument Manager
    • Type 'GE' in the 'Name' field and click 'Search'
    • Select the 'GE' instrument and click 'Edit'
    • Misc tab > Scroll to the bottom, left-click on 'Contract Months' then left-click on the '...' button to the right
    • New > Change the 'Contract Month' to '12-19' > OK > OK > OK

    On an already open chart, type 'GE 12-19' and press ENTER. This should load the GE 12-19.

    Comment


      #3
      Hey Patrick,

      Thanks for this advice, I didnt know you could do this. I walked through your steps, and the symbol GE 12-19 is getting loaded but its current price is 99.0075. This looks close to todays close of the Dec 2016 contract. If you look here: http://www.cmegroup.com/trading/inte...urodollar.html, the Dec 2019 price is 97.84. So it looks like I am getting the wrong price even though I definitely have it as 12-19.

      This is on NT7 btw.

      Many thanks,

      Nick.

      Comment


        #4
        I've been doing some research on this since you first asked because I also received strange quotes after trying it out on my end.

        It turns out that this instrument has two different tick sizes depending on if it is the current front month or some other active month. Here is the CME's contract specifications for the GE:

        CME Group is the world's leading and most diverse derivatives marketplace offering the widest range of futures and options products for risk management.


        From the CME's website:

        Nearest expiring contract month:
        One quarter of one interest rate basis point = 0.0025 price points = $6.25 per contract.
        All other contract months:
        One half of one interest rate basis point = 0.005 price points = $12.50 per contract.


        The short answer is you will need to adjust the tick value of the instrument from 0.0025 to 0.005 if you wish to view any other instrument than the current front month.

        You can make this adjustment from within the instrument editor.

        Tools > Instrument Manager
        Type 'GE' in the 'Name' field and click 'Search'
        Select the 'GE' instrument and click 'Edit'
        General tab > Change 'TIck Value' to '0.005' > OK

        You will need to wait for an incoming tick of data before this tick value will update on your chart. Alternatively, you can right-click on your chart and select 'Reload all historical data'.

        Comment


          #5
          Hey Patrick,

          I updated as per the tick change you mention, but when I attempt to do a Reload of data it simply hangs. No updates occur and I have to force a shutdown of NT7. I am wondering if the data feed actually supports the instrument?

          Thanks,

          Nick.

          Comment


            #6
            I have a few suspicions such as data provider and merge policy.

            Please send me your log and trace files so that I may further investigate.

            You can do this by going to the Control Center-> Help-> Mail to Platform Support.

            Ensuring 'Log and Trace Files' is checked will include these files. This is checked by default.

            Please reference the following ticket number in the body of the email: 1609553 ATTN Patrick G

            Please also include a link to this forum thread.

            Comment

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