Instruments

[stewarco]

Hello. I would like to pull up a chart for an Instrument that does not appear on the Data Series dropdown. I'm connected to my IB account so have access to the data, I just don't know how to request it for the chart.

Thanks

[NinjaTrader_PatrickG]

The instrument drop down list populates with your most recently used instruments. Below the most recently used instruments would be all of the instrument lists. If you do not see the instrument you want in the recently used instruments or instrument lists, there are a few options.

To the right of the instrument drop down list. If you click on the magnifying glass, it will bring up the instrument search window. Locate the instrument you wish to chart and then double click on that instrument to switch your chart.

You could also type the new instrument directly into the chart window. Here's how:
With the chart window selected, begin typing your desired. instrument. For example, if it is AAPL, you would type 'AAPL' then hit enter. If it is ES 09-18, you would type ES 09-18 and hit enter.

We can also go over how to add instruments to your instrument lists as well.

All of the above is assuming the instrument you want to chart exists in NinjaTrader's database. What instrument specifically are you trying to chart?

[stewarco]

instrument

Hi. In this case I'm trying to chart a VIX future (e.g. UX3) as opposed to the VIX index (which I see is available).

[NinjaTrader_PatrickG]

the VIX future in NinjaTrader is 'VX'. This is programmed into NinjaTrader by default.

[stewarco]

related question

is there an ability to use generic futures? eg. generic first ESA, or generic first VX?

[NinjaTrader_PatrickG]

I am not familiar with the vernacular "generic futures" or the examples you provided "generic first X". Could you go into further detail about what this is and how it is different from what is provided within the platform?

[stewarco]

Sorry. For example, I'm pulling up historical data on ES 06-18. If I want to back-test a strategy going back 2-3 years, how do I get the data to automatically "roll" to whatever the current ES future was back then (I'm assuming that the actual 06-18 ES future didn't trade back then)

[NinjaTrader_PatrickG]

The Strategy Analyzer will automatically merge historical data based on your platform's merge policy. By default, this is set to 'Merge back adjusted'. This means that historical data from the relevant front month's at that time would be merged into the test (provided that you have the historical data and/or it can be downloaded from your historical data provider).

If your merge policy is set to 'Do not merge', the Strategy Analyzer will only run off of the literal expiry you've chosen's data.

Merge policy can be adjusted by going to Tools > Options > Market Data > 'Merge policy', You can learn more about merge policies here:

https://ninjatrader.com/support/helpGuides/nt8/en-us/merge_policy.htm

[stewarco]

follow up

Ah ok. I tried requesting 1 year of 5min data in a chart for ES futures but it only loaded for 9 months or so. Do you think that constraint is coming from my data provider (IB) or is it something within NinjaTrader?

[NinjaTrader_PatrickG]

Interactive Brokers does have many restrictions regarding how quickly and how much historical data you're allowed to request via a third party program like NinjaTrader.

You'll want to contact Interactive Brokers and ask "how much historical minute data for (x instrument) can be requested from Interactive Brokers when using a third party platform like NinjaTrader?". It may be best to ask this question regarding all three fundamental data types - tick, minute, and day. Please let me know what they report.

Some platform settings which could affect this:

• What is your merge policy set to currently?

[stewarco]

thanks

yes, the merge settings on the Ninja are set up correctly so sound like I need to contact IB.