Extract Instrument Name from NinjaTrader.sdf

[FatCanary]

Hi

I am in the process of extracting my trades from the 'Executions' table within ninjatrader.sdf.

The 'Instrument' column is of type int64. Are you able to divulge how, for example, MES 06-21 is derived from 62124056207858266?

Many thanks in advance.

[NinjaTrader_BrandonH]

Hello FatCanary,

Thank you for your post.

Accessing the database is unsupported and would not be able to provide that information.

Let us know if we may assist further.

[FatCanary]

Hi

I was afraid you would say that, but no problem.
Thank you.

[FatCanary]

[SOLVED]

At first I thought the instrument name was somehow encoded as a number. Turns out it's much simpler than that.

All the information is in the database. It was just a matter of extracting the Master Instrument id from the appropriate table.

[fx.practic]

[SOLVED]

At first I thought the instrument name was somehow encoded as a number. Turns out it's much simpler than that.

All the information is in the database. It was just a matter of extracting the Master Instrument id from the appropriate table.

Thank you for sharing, FatCanary!
And how are you defining exact contract for futures instruments?

[FatCanary]

And how are you defining exact contract for futures instruments?

That's a good question. It's been a while since I coded this, but I think:

• I'm looking up the Instrument Id (should be column 6 in the Executions table of database).
• Then looking up that instrument in Instruments table. The MasterInstrument is then listed in the column after the Id column.

Searching the instrument id for any contract month will give the MasterInstrument id.

Hope that helps.

[fx.practic]

That's a good question. It's been a while since I coded this, but I think:

• I'm looking up the Instrument Id (should be column 6 in the Executions table of database).
• Then looking up that instrument in Instruments table. The MasterInstrument is then listed in the column after the Id column.

Searching the instrument id for any any contract month will give the MasterInstrument id.

Hope that helps.

Thanks a lot, FatCanary.
This is very helpful.
I am doing it in a same way, but this is my very first experience with databases, and am having a permanent feeling that I am doing everything wrong.
Your answer lowered my level of stress significantly.

[FatCanary]

No problem. Really glad you are less stressed

Let me know if I can help further, just bear in mind I am no expert.

It took me a fair while to figure out extracting info from the database. I found LINQPad really helpful for determining the database structure and running test queries.