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Obtaining Limit Levels

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    Obtaining Limit Levels

    Hello,

    Does NT8 NinjaScript have a method to retrieve the limit levels for an instrument in a given day? My solution for NT7 was to scrub through the CME website for keywords from within the indicator. While the method work, it's a silly workaround.

    Thanks
    Unsuitable
    NinjaTrader Ecosystem Vendor - Ocean Trading Indicators

    #2
    Hello Unsuitable,

    Thank you for your post.

    There wouldn't be a specific NinjaScript method to retrieve limit levels for an instrument, no. This could theoretically be calculated given that the CME uses percentages to calculate limit levels. Here's a thread from our forums that goes into calculating these: https://ninjatrader.com/support/foru...y-price-limits

    Please let us know if we may be of further assistance to you.
    Kate W.NinjaTrader Customer Service

    Comment


      #3
      Hello Kate,

      Thank you for the thread. As Jesse mentions, emuns method uses general math but is not necessarily the exact method for the price limit. I'll explore both methods, doing the simple math and obtaining the official price via the website. Could you make a feature request to get the official price limits provided by the CME?

      Thanks
      Unsuitable
      NinjaTrader Ecosystem Vendor - Ocean Trading Indicators

      Comment


        #4
        Hello Unsuitable,

        Thank you for your reply.

        I've added a vote for you to an existing feature request for this functionality. This request is being tracked under the number SFT-4043.

        As with all feature requests, interest is tracked before implementation is considered, so we cannot offer an ETA or promise of fulfillment. If implemented, it will be noted in the Release Notes page of the Help Guide.

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

        Please let us know if we may be of further assistance to you.
        Kate W.NinjaTrader Customer Service

        Comment


          #5
          Unsuitable,

          Your calculations differ from the "official" calculations only by a relatively small amount.

          I suspect there are (at least) four options:
          1. Use your calculations, given that the variance from the official numbers is small
          2. Source the official numbers directly from the website (there are various very unsupported ways to do that)
          3. Obtain the official algorithm CME uses and code that
          4. Wait for NinjaTrader to support this functionality
          Unless you have a specific reason why absolute agreement with the CME numbers is required, my suggestion would be Option 1.

          Comment


            #6
            Hello jeronymite,

            I'll likely go with option 1 as option 2 depends on the URL staying exactly what it is and always online.
            Unsuitable
            NinjaTrader Ecosystem Vendor - Ocean Trading Indicators

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