Symbol Mapping

[Zeos6]

Can someone please explain to me the point of symbol mapping? I am being a bit tongue in cheek and I get it, but I don't see it's point past a limited case use. Let me explain...

If I have an instrument that trades on some exchange and I am not getting its data, then I get the use of a symbol map to receive the data.All good.

But, say I have an instrument, say ES. Now I create a duplicate instrument, and say I call it ES1. The Master instrument name is different but the symbol map is the same as that of ES. If I try to create a chart with the symbol ES1 I get an error: "Unknown instrument ES1".

My question is...What do you mean unknown instrument? I provided you with a symbol map.

It therefore appears to me that NT doesn't really make any use of the symbol mapping and somehow just looks for the symbol on the exchange.If it did use the mapping then this error would not occur. So, what's the point of the map?

[NinjaTrader_PatrickH]

Hello Zeos6,

Thank you for your post.

Symbol Mapping's purpose is as you stated; to pull data and route orders appropriately. It is important as the NinjaTrader Platform supports multiple broker technologies and there are differences in the Symbol Mapping used between some of these providers.

I am seeing the same behavior you are though this only occurs with connections that use the NinjaTrader Historical Data servers. Who do you connect to for realtime and historical data?

I look forward to your response.

[Zeos6]

Hi PatrickH,

Thank you for your reply.

I have tried this both with the Rithmic data feed and the CQG/NinjaContinuum feed. Yes, it does seem to affect historical data - live data appear to get rendered. Is there any way to get this mapping to work with historical data as well?

EDIT: If I am correct, you do not provide Rithmic historical data and all historical data come from NinjaTrader. If this is correct, then the issue lies with NT historical data.

[NinjaTrader_PatrickH]

Hello Zeos6,

Thank you for your response.

I am finding out the specifics on my end but I suspect this is due to the Instrument Name. I have not confirmed this yet, but I believe the data request to the NinjaTrader Data Servers is performed by the Instrument Name.

I can confirm this does not occur with data providers that supply their own historical data.

I will follow up here when I have further details.

[Zeos6]

Hi PatrickH,

Thank you for your reply.

I have not confirmed this yet, but I believe the data request to the NinjaTrader Data Servers is performed by the Instrument Name.

I think that this is correct, and in fact is the way NT retrieves historical data from the repository.

I can confirm this does not occur with data provider that supply their own historical data.

Can you explain this statement, please? I use Rithmic data feed and Rithmic does in fact have its own historical data. As I understand it, NT does NOT use the Rithmic historical data but uses its own historical data instead. It only provides the Rithmic live data. Why is this the case when I am paying for Rithmic data?

Also, suppose I create a duplicate instrument and give it a name, say ABC, is there a way I can specify via code what historical data is to be retrieved from the repository for ABC?

Thanks for your help Patrick. I really appreciate it.

[NinjaTrader_PatrickH]

Hello Zeos6,

Thank you for your response.

Requests to the NinjaTrader Historical Data Servers are made by the Instrument's Master Name.

Certain data providers in NinjaTrader may offer historical data outside of NinjaTrader but in the platform the historical data is supplied from our data servers. This is likely based on the licensing between the two companies and their agreements. I would not have the internal details on those matters.

Please let me know if you have any questions.

[Zeos6]

Hi PatrickH,

Thank you or your reply.

Requests to the NinjaTrader Historical Data Servers are made by the Instrument's Master Name.

OK. So is there a programmatic way to request historical data from the repository for an instrument? In other words, can a script running on a synthetic instrument, say ABC, request historical bar data for, say ES, to be loaded for ABC?

[NinjaTrader_PatrickH]

Hello Zeos6,

Thank you for your response.

There is no means to perform that action via code. You would need to manually export the historical data through the Historical Data window and then change the file name and re-import for the new custom instrument.

Details on manually importing and exporting can be found at the following link: https://ninjatrader.com/support/help...ta_manager.htm

Please let me know if you have any questions.

[Zeos6]

Thanks for the reply PatrickH. Appreciate it.Can you please put in a feature request to allow us to specify what historical data we wish to use with an instrument? Better still, can we please have the ability to create a synthetic instrument whose historical data is determined by its symbol mapping? Thank you.

[NinjaTrader_PatrickH]

Hello Zeos6,

Thank you for your response.

You can set which asset classes use which data provider for real time and historical by going to the NinjaTrader Control Center > Tools > Options > Market Data > 'Preferred connection - historical' and 'Preferred connection - real-time'.

However, there is no option for specific instruments. I will forward this request to our development team.

Please let me know if I may be of further assistance.

[NinjaTrader_PatrickH]

Hello Zeos6,

Your feature request has been assigned the internal tracking id of SFT-1835.

Please let me know if you have any questions.

[Zeos6]

Thanks PatrickH.

I am aware of the "...asset classes use which data provider" but as you said, that is not instrument specific.