Using ninjascript to access futures exchange information

[dweems]

Within ninjascript 8 I found both the Instrument and Exchanges information but it seems a bit scarce of important information. What I would like to access with respect to futures is what's on this page (https://ninjatrader.com/PDF/ninjatra...ct_details.pdf). In particular, for a particular exchange, for a particular instrument, I would like to retrieve the initial margin, maintenance margin, and position limits. These would be very helpful writing account management methods while running a strategy. Is this available and I'm simply missing it? I see the margin information for an account and that will also be used but I need it at the instrument level as well as I plan on running a strategy for each instrument and each needs to know these values to decide whether to get into a trade or not. Thanks in advance for your assistance.

[NinjaTrader_ChelseaB]

Hello dweems,

Accessing a Risk template is not supported through NinjaScript.

There is a feature request for the development to consider this, tracked with ID# SFT-1645. I will add your vote to this request.

Please note, we receive many requests and cannot reasonably implement all requested features or changes. Interest is tracked internally and if enough interest is tracked, it would be weighed against how feasible it would be to make those changes to consider implementing, so we cannot offer an ETA or promise of fulfillment.

When new features are implemented, they will be listed in the Release Notes page of the Help Guide. The ID number may be different than the internal feature request tracking ID, but the description of the feature will let you know if that feature has been implemented.

Release Notes - https://ninjatrader.com/support/help...ease_notes.htm

[jeronymite]

dweems This thread may help: https://ninjatrader.com/support/foru...-to-a-strategy

But do remember that as NinjaTrader_ChelseaB says, "not supported".

Thanks.

[dweems]

NinjaTrader_ChelseaB, thanks so much for your reply. As a recently retired professional software developer, I am completely aware of prioritizing change orders. I'll be patient but do think this would be very helpful for strategy developers. This would be especially true during periods of high volatility when margins can change and having a method that is up-to-date with respect to those changes would be quite invaluable. Again, thanks for the prompt reply.

[dweems]

jeronymite, thanks so much for showing me this post. At least until the ticket referred to by NinjaTrader_ChelseaB is hopefully implemented, this will help so very much. Thanks

[jeronymite]

dweems One further comment to ensure clarity on the use of Risk templates. As stated in the NT Help (https://ninjatrader.com/support/help...isk_window.htm), a "Risk Template is a collection of risk definitions that can be used by Simulation accounts to track the amount of Margin being used" (my emphasis). They are, it seems, not able to be used in live accounts.

There seems to be no way to easily, reliably and consistently obtain leverage/margin information for live accounts because the information available to the platform is entirely broker-dependent as to what, if anything, is accessible via a connection. The NinjaTrader Account Values Supported by Provider table indicates that only Sim accounts and NinjaTrader Brokerage Continuum accounts provide the four margin types in the table, and only one other provider, Interactive Brokers, provides anything at all, being just the Initial Margin. Leverage seems completely unavailable from all providers.

My own approach has been to manually track relevant leverage/margin information with various brokers and make that data settable within my AddOn to allow the data to be known and used within my trading process. Not ideal, but seemingly the only workable way in the circumstances.

Some additional relevant posts:

• https://ninjatrader.com/support/foru...93#post1183993
• https://ninjatrader.com/support/foru...-live-accounts

Thanks.