How to Import multiple Continuous Futures Contracts

[quantera]

I can't seem to figure out how to import multiple continuous back-adjusted contracts from IQ Feed. It's easy to simply import a CSV list of Stocks but the process does not seem to work with Futures.

I understand Symbols must only contain alphanumeric characters and many of the IQ Feed continuous contracts start with "@" and end with "#" per their Naming convention here:

http://www.iqfeed.net/symbolguide/index.cfm?symbolguide=lookup&displayaction=support&section=guide&web=iqfeed

(for example the continuous back-adjusted S&P 500 Emini contract is " @ES# " )

So obviously the Instrument would have to be created without special characters ( eg "ES" and mapped to IQ Feed /Kinetick with " @ES# ". I know this can be done manually via Tools: Instruments BUT Considering there are hundreds of continuous back adjusted contracts that data vendors like IQ feed and Kinetick provide (that are not included by default within Ninjatrader) there must be an obvious solution to import as a batch process. Please help! Thanks!

[quantera]

If it helps, here is a short list of additional sector contracts on the CME and attached is a text file of all continuous contracts offered on the CME via IQ Feed as well as CBOT, NYMEX, and COMEX .

@BIO#,E-MINI NASDAQ BIOTECH
@BTC#,BITCOIN FUTURES
@EMD#,E-MINI S&P MIDCAP 400
@ES#,E-MINI S&P 500
@NQ#,E-MINI NASDAQ 100
@QCN#,E-MINI NASDAQ COMPOSITE
@R1#,E-MINI RUSSELL 1000 INDEX
@R2G#,E-MINI RUSSELL 2000 GROWTH INDEX
@R2V#,E-MINI RUSSELL 2000 VALUE INDEX
@RSG#,E-MINI RUSSELL 1000 GROWTH INDEX
@RSV#,E-MINI RUSSELL 1000 VALUE INDEX
@RTY#,E-MINI RUSSELL 2000
@SDA#,S&P 500 ANNUAL DIVIDEND INDEX
@SDI#,S&P 500 QUARTERLY DIVIDEND INDEX
@SMC#,E-MINI S&P SMALLCAP 600
@XAB#,E-MINI S&P 500 MATERIALS SECTOR
@XAE#,E-MINI S&P 500 ENERGY SECTOR
@XAF#,E-MINI S&P 500 FINANCIAL SECTOR
@XAI#,E-MINI S&P 500 INDUSTRIAL SECTOR
@XAK#,E-MINI S&P 500 TECHNOLOGY SECTOR
@XAP#,E-MINI S&P 500 CONSUMER STAPLES
@XAR#,E-MINI S&P REAL ESTATE SECTOR
@XAU#,E-MINI S&P 500 UTILITIES SECTOR
@XAV#,E-MINI S&P 500 HEALTH CARE SECTOR
@XAY#,E-MINI S&P 500 CONSUMER DISCRETIONARY
@XAZ#,E-MINI COMMUNICATION SVCS SELECT SECTOR

[NinjaTrader_PatrickG]

Unfortunately it's not possible to import a list of futures. This is only possible with equities.

Within NinjaTrader, the appropriate way to bring up a continuous contract would be to use this format (using ES as an example) - 'ES ##-##'. Some of the instruments in your list, like the ES, are already defined in NinjaTrader's data base and you would just need to use '##-##' in place of a standard contract month to pull continuous data from IQFeed. I would first recommend going to the Control Center > Tools > Instruments and searching for all of the instruments in your list. If it exists already in the database, the above is all that is needed.

If the base instrument is not yet configured in the NinjaTrader database, you'll first need to configure the instrument manually:Navigate to the Control Center > Tools > Instruments window.

• Left-click on the ‘add’ button that appears near the lower right-hand corner of the Instruments window.
• Enter instrument-specific symbol mapping, exchanges, and other information on the Instrument editor that appears. This information will largely depend on your broker or data feed provider’s specific settings regarding the instrument in question.
• Left-click the OK button once each field has been filled out with correct information.

The new instrument has now been created in your database. Should you wish to add this instrument to an instrument list:

• Navigate to the Control Center > Tools > Instruments Lists window.
• Left-click to select the instrument list that you wish to add this instrument to in the left panel, then left-click on the ‘add’ button at the bottom of the right-hand panel.
• Type the name and (if applicable) front month of your instrument in the search field that appears. Press the Enter button on your keyboard to confirm this change.
• Left-click the OK button to close the Instrument Lists window.

Your new instrument is now added to the instrument list of your choice.