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How to - Import data to custom Futures Instrument

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    How to - Import data to custom Futures Instrument

    NT Team,

    Please advise where I am going wrong.

    A text file (filename = TEST_CL) can be successfully imported. As expected where the Instrument TEST_CL does not exist, it is imported with Instrument Type = Stock. (NT8 - Importing). TEST_CL displays as expected in a chart (after minor changes to Trading Hours).

    In an alternate scenario, an Instrument is created (Name = TEST_CL & Instrument Type = Future), then the text file (TEST_CL) is imported. The import is successful, and proven by viewing the import via the Historical Data window. However, the Instrument will not load in a chart.

    Have I gone wrong in my creation of custom (Future) Instrument and import of data?

    Thanks
    Shannon

    #2
    Hello Shansen,

    Can you please tell me what expiry month you have selected for this custom created futures instrument when you create the chart.

    Did you setup any expiry months and rollover dates when you created the futures instrument?

    When you import historical data for a futures instrument, the text file needs to include the expiry month. Please see the link below under 'Understanding import file and data formats'.
    https://ninjatrader.com/support/help.../importing.htm

    MSFT.Last.txt for Microsoft stock last price data
    ES 12-09.Bid.txt for the S&P E-mini December contract bid price data
    EURUSD.Ask.txt for the Euro/U.S. dollar currency pair ask price data
    JasonNinjaTrader Customer Service

    Comment


      #3
      Jason,

      I failed to create expiry months and rollover dates for the custom futures instrument.
      Thank you for the clarification.

      The custom instrument will only be used for testing indicators and strategies under Calculate.OnBarClose and Calculate.OnEachTick. For this purpose, while the custom instrument data is CL12-17 tick data, I do not believe having Instrument type = Stock will present a problem.
      Last edited by Shansen; 11-06-2017, 09:55 PM.

      Comment


        #4
        Hello,
        Figured to ask this here instead of starting a new thread:

        @NinjaTrader_Jason , can futures spreads be defined as a custom instrument within NT8? For example, a NYMEX CL 12-18 to 01-19 calendar spread. I can get the price data through Rithmic as example, so what would I need to do within NT8 to define its expiry month given it's two contracts?

        Comment


          #5
          Hello CB001,

          Thank you for your post.

          Unfortunately no, spread trading is unsupported within NinjaTrader. Likewise, the application does not include a method which would allow spread charting by default.

          Let us know if we may assist further.
          Eric B.NinjaTrader Customer Service

          Comment

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